Delta - Atoti Hub

The SaSensitivities store contains the Delta sensitivities. The following table lists the fields in the store that are used for the CSR non-Sec 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	“CSR non-Sec”
Risk Measure	Risk Measure	“Delta”
Sensitivity Currency	Ccy
Sensitivities	DeltaSensitivities
Optionality	Optionality	‘Y’ or ‘N’

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