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.
| Field | Key | Risk Measure | Description |
|---|---|---|---|
| As-of Date | Y | All | Timestamp (at close of business) for the data (T-1) |
| Trade ID | Y | All | A unique identifier for the trade (or position) |
| Risk Factor Name | Y | All | A unique identifier for the risk-factor |
| Risk Class | Y | All | “FX” |
| Risk Measure | Y | All | “Delta”, “Vega”, or “Curvature” |
| Option Maturity | Y | Vega | The maturity of the option |
| Sensitivity | Delta & Vega | The sensitivity value | |
| Shock Up/Down | Curvature | The up and down shocked prices. | |
| Sensitivity Currency | All | Currency in which the sensitivity or shocked price is expressed. | |
| Risk Weight | Curvature | Risk weight used for the shocked prices | |
| PV Applied | Curvature | Has the PV been subtracted from the shocked prices? | |
| Optionality | Delta | Should the Delta sensitivity be included in the Curvature Calculation? | |
| Interpolated Sensitivities | Vega | Sensitivities interpolated to the prescribed vertices |