frtb-config.properties

The following table maps each CSR Sec non-CTP data model field to its frtb-config.properties key and the corresponding cube level or reference.

Data Model Field	Property	Reference
As-Of Date	as-of-date.level	AsOfDate@Date@Dates
Trade ID	trade.level	TradeId@Trades@Booking
Risk Class	risk-class.level	RiskClass@Risk Classes@Risk
Risk Measure	risk-measure.level	Risk Measure@Risk Measures@Risk
Bucket	csr-sec-non-ctp.buckets.level	CSR Sec non-CTP Bucket@CSR Sec non-CTP Buckets@Buckets
Risk Factor Name	risk-factors.level	Risk Factor@Risk Factors@Risk
Sensitivity Tenor	vertices.level	Vertex@Vertices@Risk
Option Maturity	csr-sec-non-ctp.vega.option.maturity	Vertex@Vertices@Risk
Tranche Name	csr.underlying.level	Underlying@Underlying@Market Data
Curve Type	csr.basis.level	Risk Factor Type@Risk Factor Types@Risk
Credit Quality	csr-sec-non-ctp.market-data.quality.level	CSR Quality@CSR Quality@Market Data
Sector	csr-sec-non-ctp.market-data.sector.level	CSR Sector@CSR Sector@Market Data
Pool	csr-sec-non-ctp.market-data.pool.level	CSR Sec non-CTP Pool@CSR Sec non-CTP Pool@Market Data
Attachment	csr-sec-non-ctp.market-data.attachment.level	CSR Sec non-CTP Attachment@CSR Sec non-CTP Attachment@Market Data
Detachment	csr-sec-non-ctp.market-data.detachment.level	CSR Sec non-CTP Detachment@CSR Sec non-CTP Detachment@Market Data
PV Applied	csr-sec-non-ctp.pv.applied.level	PVApplied@PVApplied@Currencies
	csr-sec-non-ctp.delta.double-sums.levels	Name@CSR Sec non-CTP Delta Double Sums@Double Sums, Tenor@CSR Sec non-CTP Delta Double Sums@Double Sums, Basis@CSR Sec non-CTP Delta Double Sums@Double Sums
	csr-sec-non-ctp.vega.double-sums.levels	Name@CSR Sec non-CTP Vega Double Sums@Double Sums, Basis@CSR Sec non-CTP Vega Double Sums@Double Sums, Maturity1@CSR Sec non-CTP Vega Double Sums@Double Sums, Maturity2@CSR Sec non-CTP Vega Double Sums@Double Sums