Datastore (reference implementation)

This section describes how the SA datastore schema is used for the Crypto 2a risk class. The schema starts with the SaSensitivities store, which is an index of all the facts in the SA Cube. The SaSensitivities store has references to the risk-factor descriptions and sensitivities.

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Risk Factor Descriptions

The risk-factor description starts with the RiskFactorDescription store, which contains the description of risk-factor independent of the Crypto 2a underlying, and a reference to the UnderlyingDescription store for a description of the underlying.

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Sensitivities

The sensitivities stores contain the sensitivity values, they are referenced from the SaSensitivities store.