| Data Model Field | File Column | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Trade ID | TradeID | |
| Risk Class | RiskClass | “Equity” |
| Option Maturity | OptionMaturity | May be single value, vector, or empty. If empty, treated as the prescribed maturities: 0.5;1;3;5;10. |
| Sensitivities | VegaSensitivities | May be single value or vector, with the same number of entries as maturities. |
| Sensitivity Currency | VegaCcy | |
| Risk Factor Name | RiskFactor | (Optional) If not present, generated during ETL. |
| 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 |
SBM_Vega_Sensitivities*.csv
The Vega Sensitivity Data is loaded from the Vega files.
The following table lists the fields in the file format that is used for the Equity risk-class.
See the Vega file format documentation for details on the file format.
See Data Model (Core) for a description of the data model.