Skip to main content

Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

Data Model FieldPropertyReference
As-Of Dateas-of-date.levelAsOfDate@Date@Dates
Trade IDtrade.levelTradeId@Trades@Booking
Risk Classrisk-class.levelRiskClass@Risk Classes@Risk
Risk Measurerisk-measure.levelRisk Measure@Risk Measures@Risk
Bucketcsr-ns.buckets.levelCSR non-Sec Bucket@CSR non-Sec Buckets@Buckets
Risk Factor Namerisk-factors.levelRisk Factor@Risk Factors@Risk
Sensitivity Tenorvertices.levelVertex@Vertices@Risk
Option Maturitycsr-ns.vega.option.maturityVertex@Vertices@Risk
Curve Namecsr.underlying.levelUnderlying@Underlying@Market Data
Curve Typecsr.basis.levelRisk Factor Type@Risk Factor Types@Risk
Credit Qualitycsr-ns.market-data.quality.levelCSR Quality@CSR Quality@Market Data
Sectorcsr-ns.market-data.sector.levelCSR Sector@CSR Sector@Market Data
Covered Bond Ratingcsr-ns.market-data.rating.levelCSR Rating@CSR Rating@Market Data
PV Appliedcsr-ns.pv.applied.levelPVApplied@PVApplied@Currencies
csr-ns.delta.double-sums.levelsName@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.levelsName@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