frtb-config.properties

The following table maps each CSR non-Sec data model field to its configuration property and reference.

Data Model Field	Property	Reference
As-Of Date	as-of-date.level	AsOfDate@Date@Dates
Trade ID	trade.level	TradeId@Trades@Booking
Risk Class	risk-class.level	RiskClass@Risk Classes@Risk
Risk Measure	risk-measure.level	Risk Measure@Risk Measures@Risk
Bucket	csr-ns.buckets.level	CSR non-Sec Bucket@CSR non-Sec Buckets@Buckets
Risk Factor Name	risk-factors.level	Risk Factor@Risk Factors@Risk
Sensitivity Tenor	vertices.level	Vertex@Vertices@Risk
Option Maturity	csr-ns.vega.option.maturity	Vertex@Vertices@Risk
Curve Name	csr.underlying.level	Underlying@Underlying@Market Data
Curve Type	csr.basis.level	Risk Factor Type@Risk Factor Types@Risk
Credit Quality	csr-ns.market-data.quality.level	CSR Quality@CSR Quality@Market Data
Sector	csr-ns.market-data.sector.level	CSR Sector@CSR Sector@Market Data
Covered Bond Rating	csr-ns.market-data.rating.level	CSR Rating@CSR Rating@Market Data
PV Applied	csr-ns.pv.applied.level	PVApplied@PVApplied@Currencies
	csr-ns.delta.double-sums.levels	Name@CSR non-Sec Delta Double Sums@Double Sums, Tenor@CSR non-Sec Delta Double Sums@Double Sums, Basis@CSR non-Sec Delta Double Sums@Double Sums
	csr-ns.vega.double-sums.levels	Name@CSR non-Sec Vega Double Sums@Double Sums, Basis@CSR non-Sec Vega Double Sums@Double Sums, Maturity1@CSR non-Sec Vega Double Sums@Double Sums, Maturity2@CSR non-Sec Vega Double Sums@Double Sums