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The SaSensitivities store contains the Curvature shocked prices. The following table lists the fields in the store that are used for the Crypto 2a 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“Crypto 2a”
Risk MeasureRisk Measure“Curvature”
Shock UpShift_Up_PVVector-valued. Same size as Risk Weight
Shock DownShift_Down_PVVector-valued. Same size as Risk Weight
Risk WeightRiskWeight(optional) Vector-valued
PV AppliedPVApplied‘Y’ or ‘N’
Sensitivity CurrencyCcy