Curvature - Atoti Hub

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.

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

Vega

EquityBuckets

⌘I