> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Data model (core)

This section describes the data used for the FX calculations, including how the data is structured.
This is a simplified description, for details on jurisdictional support including handling the reporting/base currency, see accompanying "FRTB FX Base and Reporting Currencies" document.

For FX Delta and Curvature, the **Risk Factor Currency** (Underlying) refers to the FX rate between the instrument currency and the reporting/base currency [MAR21.14](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_14)(1).
For FX Vega, the **Currency Pair** (Underlying) refers to the FX rate [MAR21.14](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_14)(2).

The **[Risk Factor](./risk-factor)** is used to identify [sensitivities](./sensitivities).
However, it is not used directly in the calculations, instead the **Risk Factor Currency**, **Counter Currency**, **Currency Pair**, and tenor fields are used (as appropriate for the risk-measure).
This means that multiple **Risk Factor Names** may be used for the same risk-factor.

The **Bucket** is the same as the **Risk Factor Currency** or **Currency Pair**.