RiskFactorDescription

The RiskFactorDescription store contains the description of risk-factor. The following table lists the fields in the store that are used for the FX risk-class. See the RiskFactorDescription store documentation for details on the store.

Data Model Field	Store Field	Notes
As-Of Date	AsOfDate
Risk Factor Name	Risk Factor
Risk Class	RiskClass	“FX”
Risk Measure	Risk Measure	“Delta”, “Vega”, or “Curvature”
Risk Factor Currency	Underlying
Counter Currency	FXCounterCurrency
Sensitivity Tenors	Maturity	for Vega only

SaSensitivities

UnderlyingDescription

⌘I