Cube schema (reference implementation)

The following table lists the levels and hierarchies in the Cube schema that are used in the FX data model.

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

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