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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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The RiskFactorDescriptionOverrides store contains alternative descriptions of the SA DRC non-Sec Exposures. See RiskFactorDescription store. It is an isolated store indexed by Risk Factor, RiskClass, Risk Measure, ParameterSet, and AsOfDate.
Store FieldKeyCanBeNullTypeDescription
AsOfDateYLOCALDATE[yyyy-mm-dd]Timestamp (at close of business) for the data.
Risk FactorYStringThe name of the DRC non-Sec exposure
RiskClassYStringThe risk-class (“DRC non-Sec”)
Risk MeasureYStringThe risk-measure (“DRC”)
ParameterSetYStringThe Parameter Set for which the overrides apply.
Risk Factor TypeYStringReserved for future use.
CommodityLocationYStringReserved for future use.
SeniorityYStringReserved for future use.
MaturityYObjectReserved for future use.
Zero Risk WeightYY/NFlag indicating if the exposure qualifies for a zero risk-weight (default = N)