The following table lists the levels and hierarchies in the Cube schema that are used in the FX data model.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Data Model Field | Cube Level | Notes |
|---|---|---|
| As-Of Date | AsOfDate | Slicing Hierarchy |
| Trade ID | TradeId | |
| Risk Class | Risk Class | ”FX” |
| Risk Measure | Risk Measure | ”Delta”, “Vega”, “Curvature” |
| Bucket | FX Bucket | |
| Risk Factor Name | Risk Factor | |
| Option Maturity | Vertex | Analysis Hierarchy |
| Risk Factory Currency | Underlying | |
| Counter Currency | FX Counter Currency | |
| Levels for the Delta Double Sums and Correlations | ||
| Levels for the Vega Double Sums and Correlations |