Underlying - Atoti Hub

For Crypto 2a delta and curvature, the Crypto asset and exchange (Underlying) refers to the distinct crypto asset . It also refers to the corresponding exchange .
For Crypto 2a vega, the Crypto asset (Underlying) refers to the distinct crypto asset . It does so without any differentiation by the exchange .

Field	Key	Risk Measure	Description
As-of Date	Y	All	Timestamp (at close of business) for the data (T-1)
Underlying	Y	Delta/Curvature	Crypto asset and exchange
Underlying	Y	Vega	Crypto asset
Risk Class	Y	All	“Crypto 2a”
Bucket		All	Crypto asset
Location		Delta/Curvature	Crypto exchange