Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| Store Field | Key | CanBeNull | Type | Cube Field | Description |
|---|---|---|---|---|---|
| RiskFactor | Y | String | RiskFactor | The risk factor – the values must be the same as in the ‘RiskFactor’ field of the Expected Shortfall PL file. | |
| RiskClass | Y | String | RiskClass | The risk class, which will be one of the following: GIRR, CSR, Equity, Commodity, FX, allinFor non-modellable, non-idiosyncratic trades, this value should be blank. | |
| NMRF | String(“N”) | Model.NMRF | NMRF stands for ‘Non-Modellable Risk Factor’ – it is a flag set to ‘N’ for modellable risk factors and ‘Y’ for non-modellable risk factors. | ||
| Idiosyncratic | String | Idiosyncratic | An optional field, indicating whether or not the Non Modellable Risk Factor is Idiosyncratic. | ||
| Ccy | String | Currency | Currency of the Risk Factor. | ||
| AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | See field in referencing store (IMATrades) | Timestamp (at close of business) for the data. |