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 |
|---|---|---|---|---|---|
| RiskFactorSet | Y | String | Risk Factors Set | The risk factor set to which the entry belongs (Full or Reduced). For non-modellable risk-factors, this value should be blank. | |
| TradeId | Y | String | TradeId | The trade Id. | |
| RiskFactor | Y | String | RiskFactor | The risk factor. This is required for non-modellable risk-factors, and optional for modellable risk-factors. | |
| RiskClass | Y | String | RiskClass | The risk class, which will be one of the following:GIRR, CSR, Equity, Commodity, FX, Allin | |
| LiquidityHorizon | Y | Int | Liquidity Horizon | The Liquidity Horizon in days: 10, 20, 40, 60 or 120 For non-modellable risk-factors, this value should be blank (though it may be set to 10 without causing any problems). To ensure correct results, if a particular Liquidity Horizon is specified, then all lower Liquidity Horizons must also be included. So, for example, for Trade Id and Risk Class, if 40 is available, then 20 and 10 must be available as well. | |
| Ccy | Y | String | Currency | The currency of the store. | |
| Base PV | Double | This field is a measure | The base PV. | ||
| PV | Double[] | This field is a measure | The historical PV vector. The entries in this vector represent the PV for each historical date. The values are separated by a semi-colon. This vector may optionally represent the P&L vector by setting the base PV to zero. | ||
| AsOfDate | Y | LOCALDATE[yyyy-mm-dd] | Date | Timestamp (at close of business) for the data. |