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The RiskFactorDescription store contains the description of risk-factor. The following table lists the fields in the store that are used for the Crypto 2a risk-class. See the RiskFactorDescription store documentation for details on the store.
Data Model FieldStore FieldNotes
As-Of DateAsOfDate
Risk Factor NameRisk Factor
Risk ClassRiskClass“Crypto 2a”
Risk MeasureRisk Measure“Delta”, “Vega”, or “Curvature”
UnderlyingUnderlying
Sensitivity TenorsMaturityfor Vega only