Delta - Atoti Hub

The SaSensitivities store contains the Delta sensitivities. The following table lists the fields in the store that are used for the FX risk-class. See the SaSensitivities store documentation for details on the store.

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Trade ID	TradeId
Risk Factor Name	Risk Factor
Risk Class	RiskClass	“FX”
Risk Measure	Risk Measure	“Delta”
Sensitivity Currency	Ccy
Sensitivities	DeltaSensitivities
Optionality	Optionality	‘Y’ or ‘N’
	OriginalOptionality	Same as Optionality
	FXComplexTrade	‘Y’ or ‘N’
	FXOtherCcy
	FXDividerEligibility	‘Y’ or ‘N’

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