The list of CSR Sec CTP Delta Tenors and Vega Option Maturities. The file Vertices*.csv is loaded into the Vertices store.Documentation Index
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| Data Model Field | File Column | Datastore Column | Notes |
|---|---|---|---|
| Index | Index | 0-4 | |
| Sensitivity Tenor / Option Maturity | Vertex | Vertex | 0.5;1;3;5;10 Delta Tenors in [MAR21.11](2)(b) Vega Option Maturities in [MAR21.11](3) |
| Risk Class | Risk Class | RiskClass | “CSR Sec CTP” |
| Risk Measure | Risk Measure | Risk Measure | “Delta” or “Vega” |