Skip to main content
The SaSensitivities store contains the Vega sensitivities. The following table lists the fields in the store that are used for the Commodity risk-class. See the SaSensitivities store documentation for details on the store.
Data Model FieldStore FieldNotes
As-Of DateAsOfDate
Trade IDTradeId
Risk Factor NameRisk Factor
Risk ClassRiskClass“Commodity”
Risk MeasureRisk Measure“Vega”
Sensitivity CurrencyCcy
SensitivitiesVegaSensitivities