> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Cube schema (reference implementation)

The following table lists the levels and hierarchies in the [Cube schema](../../../../../../cube/index) that are used in the CSR Sec CTP [data model](../data-model-core).

| Data Model Field                    | Cube Level                  | Notes                                             |
| ----------------------------------- | --------------------------- | ------------------------------------------------- |
| As-Of Date                          | AsOfDate                    | Slicing Hierarchy                                 |
| Trade ID                            | TradeId                     |                                                   |
| Risk Class                          | Risk Class                  | "CSR Sec CTP"                                     |
| Risk Measure                        | Risk Measure                | "Delta", "Vega", "Curvature"                      |
| Bucket                              | CSR Sec CTP Bucket          |                                                   |
| Risk Factor Name                    | Risk Factor                 |                                                   |
| Sensitivity Tenor / Option Maturity | Vertex                      | Analysis Hierarchy                                |
| Underlying Name                     | Underlying                  |                                                   |
| Curve Type                          | Risk Factor Type            |                                                   |
| Credit Quality                      | CSR Quality                 |                                                   |
| Sector                              | CSR Sector                  |                                                   |
| Credit Quality Category             | CSR Sec CTP Rating Category |                                                   |
| Sector Category                     | CSR Sec CTP Sector Category |                                                   |
|                                     |                             | Levels for the Delta Double Sums and Correlations |
|                                     |                             | Levels for the Vega Double Sums and Correlations  |
