The SaSensitivities store contains the Vega 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.Documentation Index
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| 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 | “Vega” |
| Sensitivity Currency | Ccy | |
| Sensitivities | VegaSensitivities |