Vertices - Atoti Hub

The list of CSR non-Sec Delta Tenors and Vega Option Maturities. The file Vertices*.csv is loaded into the Vertices store.

Data Model Field	File Column	Datastore Column	Notes
	Index	Index	0-4 The index within the vector. For example, if vertex “0.5” has index “0”, then the first entry in the vector is the 0.5 vertex.
Sensitivity Tenor / Option Maturity	Vertex	Vertex	0.5;1;3;5;10 Delta Tenors in [MAR21.9](1)(b) Vega Option Maturities in [MAR21.9](2)
Risk Class	Risk Class	RiskClass	“CSR non-Sec”
Risk Measure	Risk Measure	Risk Measure	“Delta” or “Vega”

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