For Crypto 2a delta and curvature, the Crypto asset and exchange (Underlying) refers to the distinct crypto asset SCO60.73 and the corresponding exchange SCO60.74.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.
For Crypto 2a vega, the Crypto asset (Underlying) refers to the distinct crypto asset SCO60.73 without any differentiation by the exchange SCO60.75.
| 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 |