The SaSensitivities store contains the Curvature shocked prices. The following table lists the fields in the store that are used for the Equity risk-class. See the SaSensitivities store documentation for details on the store.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Data Model Field | Store Field | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Trade ID | TradeId | |
| Risk Factor Name | Risk Factor | |
| Risk Class | RiskClass | “Equity” |
| Risk Measure | Risk Measure | “Curvature” |
| Shock Up | Shift_Up_PV | Vector-valued. Same size as Risk Weight |
| Shock Down | Shift_Down_PV | Vector-valued. Same size as Risk Weight |
| Risk Weight | RiskWeight | (optional) Vector-valued |
| PV Applied | PVApplied | ‘Y’ or ‘N’ |
| Sensitivity Currency | Ccy |