frtb-config.properties

The following table maps each Equity data model field to its frtb-config.properties property and the corresponding 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	equity.buckets.level	Equity Bucket@Equity Buckets@Buckets
Risk Factor Name	risk-factors.level	Risk Factor@Risk Factors@Risk
Option Maturity	equity.vega.option.maturity	Vertex@Vertices@Risk
Equity Name	equity.issuer.level	Underlying@Underlying@Market Data
Type	equity.type.level	Risk Factor Type@Risk Factor Types@Risk
Economy	equity.market-data.economy.level	Equity Issuer Economy@Equity Issuer Economy@Risk
Market Cap	equity.market-data.market-cap.level	Equity Market Cap@Equity Market Cap@Risk
Sector	equity.market-data.sector.level	Equity Sector@Equity Sector@Risk
PV Applied	equity.pv.applied.level	PVApplied@PVApplied@Currencies
	equity.delta.double-sums.levels	Issuer@Equity Delta Double Sums@Double Sums, Type@Equity Delta Double Sums@Double Sums
	equity.vega.double-sums.levels	Issuer@Equity Vega Double Sums@Double Sums, Maturity1@Equity Vega Double Sums@Double Sums, Maturity2@Equity Vega Double Sums@Double Sums