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This section describes how the SA datastore schema is used for the FX risk class. The schema starts with the SaSensitivities store, which is an index of all the facts in the SA Cube. The SaSensitivities store has references to the risk-factor descriptions and sensitivities.

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Risk factor descriptions

The risk-factor description starts with the RiskFactorDescription store. This store contains the description of the risk-factor independent of the currency (Delta and Curvature) or currency pair (Vega). It also holds a reference to the UnderlyingDescription store for a description of the currency (Delta and Curvature) or currency pair (Vega).

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Sensitivities

The sensitivities stores contain the sensitivity values. They are referenced from the SaSensitivities store.