> ## 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.
# SaSensitivities
The **SaSensitivities** store is the base store in the SA Cube Schema and holds all the sensitivities. Each row in this table represents a fact in the SA Cube.
| Store Field | Key | Type | Cube Field | Risk Measure | Description |
| ---------------------------- | --- | ---------------------- | ----------------------------------------------------------------------------------- | ------------------------------------- | ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| TradeId | Y | String | [TradeId](../../cube/trades) | | Unique Trade (or Position) ID |
| TradeKey | Y | | String | This field is for internal usage only | Contains the `tradeID` for full data or `Book#LegalEntity` for summary data |
| Underlying | Y | String | String | [Underlying](../../cube/underlying) | The primary component of the risk factor. See [datastore references](#store-references) below. |
| Risk Factor | Y | String | [RiskFactor](../../cube/risk-factors) | | Risk-factor identifier (unique per risk-class and risk-measure). |
| RiskClass | Y | String | [RiskClass](../../cube/risk-classes) | | "Commodity", "CSR non-Sec", "CSR Sec non-CTP", "CSR Sec CTP", "Equity", "FX", "GIRR", "Crypto 2a", "DRC non-Sec", "DRC Sec non-CTP", "RRAO" |
| Risk Measure | Y | String | [Measure](../../cube/risk-measures) | | "Delta", "Vega", "Curvature", "RRAO", "DRC" |
| Ccy | | String | Currency | | Currency used in the Sensitivity, Shift\_Up\_PV, Shift\_Down\_PV, PresentValue, Notional, GrossJTD, and Adjustment fields. |
| Sensitivity | | Double | A measure in the cube | Delta and Vega | The sensitivity |
| PresentValue | | Double | [PV DRC](../../cube/pv-drc) (This field is a measure) | Curvature and DRC | The unshifted PV for Curvature, or the bond-equivalent market value for DRC |
| Notional | | Double | [Notional](../../cube/notional) (This field is a measure) | DRC | The bond-equivalent notional for DRC |
| Shift\_Up\_PV | | Double | This is a measure | Curvature | PV resulting from parallel shocks up. |
| Shift\_Down\_PV | | Double | This is a measure | Curvature | PV resulting from parallel shocks down. |
| GrossJTD | | Double | [DRC non-Sec Gross JTD](../../cube/drc-non-sec-gross-jtd) (This field is a measure) | DRC | (optional) Gross JTD value (alternative to calculating it from the market value and notional). |
| Adjustment | | Double | DRC Adjustment (measure) | DRC | The adjustment added to the Gross JTD (when `sa.drc.adjustment.apply=true`) |
| FXComplexTrade | | String("Y") | | Delta | FX Only. |
| FXOtherCcy | | String | | Delta | FX Only. |
| FXDividerEligibility | | String("N") | | Curvature | FX Only. |
| Optionality | | String("N") | Delta Optionality | Delta | Indicates whether the instrument has optionality (See BCBS 457 [MAR21.2](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_2)).
\_ Set to ‘Y’ for instruments with optionality (and hence with Vega and Curvature risk)
\_ Set to ‘N’ for trades without optionality (with no Vega and Curvature risk). |
| RiskWeight | | Double | Curvature Risk Weight | Curvature | Optional field to allow clients to send the risk weight to apply for curvature. If the field is null, the default value (most severe Delta weight) should be applied. |
| PVApplied | | String("N") | PVApplied | Curvature | Boolean 'Y' or 'N' to indicate if PV has been removed from sensitivities or not. Default value = 'N' |
| PVLadder | | String | | Curvature | The cube leaf level (along with the RiskFactor and AsOfDate) to use when interpolating shocked PV ladders. |
| Instrument LGD Type | | String | [\[DRC Instrument LGD Type\]](../../cube/drc-instrument-lgd-type) | DRC | Instrument type for LGD (BCBS 457, [MAR22.12](https://www.bis.org/basel_framework/chapter/MAR/22.htm?inforce=20230101\&published=20200327#paragraph_MAR_22_20230101_22_12)) equity, junior debt, senior debt, covered bond |
| Direction | | String | [\[DRC Direction\]](../../cube/drc-direction) | DRC | ‘long’ or ‘short’. |
| Instrument Type | | String | [\[DRC non-Sec Instrument Type\]](../../cube/drc-non-sec-instrument-type) | DRC | DRC non-Sec only. Reported Instrument Type ("Derivative" or "Non-Derivative") |
| GrossJtdOverridden | | String("N") | | DRC | Flag to indicate whether or not to use provided GrossJTD value ("Y"), or ("N") to calculate it from the market value and notional. |
| Translation Risk Ccy | | String | | Delta | FX only. Indicates the sensitivity represents translation risk; set to the reporting currency. |
| FXOriginalDividerEligibility | | String("N") | | Delta | FX Only. |
| OriginalOptionality | | String("N") | | Delta | FX Only. |
| AsOfDate | Y | LOCALDATE\[yyyy-mm-dd] | [AsOfDate](../../cube/date) | | Timestamp (at close of business) for the data. |
**References:**
| Fields Used in Reference | Underlying Store |
| ---------------------------------------------------------------------------------- | -------------------------------------------- |
| **Risk Factor**, **RiskClass**, **Risk Measure**, **Underlying**, and **AsOfDate** | [RiskFactorDescription](./risk-factor-desc) |
| **TradeId** and **AsOfDate** | [SATradeDescription](./sa-trade-description) |
| **TradeId** and **AsOfDate** | [TradeMapping](../global/trademapping) |