Skip to main content
The SaSensitivities store contains the Delta sensitivities. 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“Delta”
Sensitivity CurrencyCcy
SensitivitiesDeltaSensitivities
OptionalityOptionality‘Y’ or ‘N’