frtb-config.properties properties and datastore references.
| Data Model Field | Property | Reference |
|---|---|---|
| As-Of Date | as-of-date.level | AsOfDate@Date@Dates |
| Trade ID | trade.level | TradeId@Trades@Booking |
| Risk Class | risk-class.level | RiskClass@Risk Classes@Risk |
| Risk Measure | risk-measure.level | Risk Measure@Risk Measures@Risk |
| Bucket | fx.buckets.level | FX Bucket@FX Buckets@Buckets |
| fx.buckets.original.level | FX Original Bucket@FX Original Buckets@Buckets | |
| Risk Factor Name | risk-factors.level | Risk Factor@Risk Factors@Risk |
| Option Maturity | fx.vega.option.maturity | Vertex@Vertices@Risk |
| Risk Factor Currency | risk-factors.level | Underlying@Underlying@Market Data |
| Counter Currency | fx.counter.ccy.level | FX Counter Currency@FX Counter Currency@Risk |
| fx.curvature.divider.level | FX Curvature Divider Eligibility@FX Curvature Divider Eligibility@Risk | |
| fx.delta.divider.level | FX Delta Divider Eligibility@FX Delta Divider Eligibility@Risk | |
| fx.delta.other.ccy.level | FX Delta Other Currency@FX Delta Other Currency@Risk | |
| fx.delta.complex.trade.level | FX Delta Complex Trade@FX Delta Complex Trade@Risk | |
| PV Applied | fx.pv.applied.level | PVApplied@PVApplied@Currencies |
| fx.delta.double-sums.levels | Ccy@FX Delta Double Sums@Double Sums | |
| fx.vega.double-sums.levels | Ccy@FX Vega Double Sums@Double Sums, Maturity1@FX Vega Double Sums@Double Sums, Maturity2@FX Vega Double Sums@Double Sums |