The Curvature Sensitivity Data is loaded from the Curvature files. The following table lists the fields in the file format that are used for the Equity risk-class. See the Curvature file format documentation for details on the file format. See Data Model (Core) for a description of the data model.Documentation Index
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| Data Model Field | File Column | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Trade ID | TradeID | |
| Risk Class | RiskClass | “Equity” |
| Risk Factor Name | RiskFactor | (Optional) If not present, generated during ETL. |
| Shock Up | Shift_Up_PV | |
| Shock Down | Shift_Down_PV | |
| Sensitivity Currency | CurvatureCcy | |
| Risk Weight | RiskWeight | (Optional) |
| PV Applied | PV Applied | Has the Trade PV already been subtracted from the shocked PVs (‘Y’) or not (‘N’)? |
| Equity Name | Underlying | See Interpretation Note |
| Bucket | Bucket | 1-13 |
| Economy | EquityEconomy | “Advanced economy” or “Emerging economy” |
| Market Cap | EquityMarketCap | “Large” or “Small” |
| Sector | EquitySector |