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.
This section describes how the SA datastore schema is used for the CSR Sec CTP risk class.
The schema starts with the SaSensitivities store, which is an index of all the facts in the SA Cube.
The SaSensitivities store has references to the risk-factor descriptions and sensitivities.
Risk Factor Descriptions
The risk-factor description starts with the RiskFactorDescription store,
which contains the description of risk-factor independent of the underlying,
and a reference to the UnderlyingDescription store for a description of the underlying.
The UnderlyingDescription store references the CSRBucketDesc store for the bucket descriptions.
Sensitivities
The sensitivities stores contain the sensitivity values, they are referenced from the SaSensitivities store.
| Risk Measure | Sensitivity Store |
|---|
| Delta | Delta |
| Vega | Vega |
| Curvature | Curvature |
