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The SaSensitivities store contains the Vega 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 FieldStore FieldNotes
As-Of DateAsOfDate
Trade IDTradeId
Risk Factor NameRisk Factor
Risk ClassRiskClass“CSR Sec CTP”
Risk MeasureRisk Measure“Vega”
Sensitivity CurrencyCcy
SensitivitiesVegaSensitivities