The following table lists the levels and hierarchies in the Cube schema that are used in the Equity data model.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.
| Data Model Field | Cube Level | Notes |
|---|---|---|
| As-Of Date | AsOfDate | Slicing Hierarchy |
| Trade ID | TradeId | |
| Risk Class | Risk Class | ”Equity” |
| Risk Measure | Risk Measure | ”Delta”, “Vega”, “Curvature” |
| Bucket | Equity Bucket | 1-13 |
| Risk Factor Name | Risk Factor | |
| Option Maturity | Vertex | Analysis Hierarchy |
| Equity Name | Underlying | See Interpretation Note |
| Type | Risk Factor Type | ”Spot” or “Repo” |
| Economy | Equity Issuer Economy | ”Advanced economy” or “Emerging economy” |
| Market Cap | Equity Market Cap | ”Large” or “Small” |
| Sector | Equity Sector | |
| Levels for the Delta Double Sums and Correlations | ||
| Levels for the Vega Double Sums and Correlations |