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 Sec CTP 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 Sec CTP”
Risk Measure	Risk Measure	“Delta”
Sensitivity Currency	Ccy
Sensitivities	DeltaSensitivities
Optionality	Optionality	‘Y’ or ‘N’

UnderlyingDescription

Vega

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