The SaSensitivities store contains the Vega 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 Field
Store Field
Notes
As-Of Date
AsOfDate
Trade ID
TradeId
Risk Factor Name
Risk Factor
Risk Class
RiskClass
“Crypto 2a”
Risk Measure
Risk Measure
“Vega”
Sensitivity Currency
Ccy
Sensitivities
VegaSensitivities
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