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The SaSensitivities store is the base store in the SA Cube Schema. Each row in this table represents a fact in the SA Cube. The following table lists the fields in the store that are used for the CSR Sec non-CTP risk-class. See the SaSensitivities store documentation for details on the store. See Data Model (Core) for a description of the data model.
Data Model FieldStore FieldNotes
As-Of DateAsOfDate
Trade IDTradeId
Risk Factor NameRisk Factor
Risk ClassRiskClass“CSR Sec non-CTP”
Risk MeasureRisk Measure“Delta”, “Vega”, or “Curvature”