Documentation Index
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This section describes how the SA datastore schema is used for the CSR non-Sec risk class.
The schema starts with the SaSensitivities store, which is an index of all the facts in the SA Cube.
The SaSensitivities store has references to the risk-factor descriptions and sensitivities.
Risk Factor Descriptions
The risk-factor description starts with the RiskFactorDescription store,
which contains the description of risk-factor independent of the curve,
and a reference to the UnderlyingDescription store for a description of the curve.
The UnderlyingDescription store references the CSRBucketDesc store for the bucket descriptions.
Sensitivities
The sensitivities stores contain the sensitivity values, they are referenced from the SaSensitivities store.
| Risk Measure | Sensitivity Store |
|---|
| Delta | Delta |
| Vega | Vega |
| Curvature | Curvature |
