frtb-config.properties property to its corresponding data model field and the underlying reference identifier.
| Data Model Field | Property | Reference |
|---|---|---|
| As-Of Date | as-of-date.level | AsOfDate@Date@Dates |
| Trade ID | trade.level | TradeId@Trades@Booking |
| Risk Class | risk-class.level | RiskClass@Risk Classes@Risk |
| Risk Measure | risk-measure.level | Risk Measure@Risk Measures@Risk |
| Bucket | girr.buckets.level | GIRR Bucket@GIRR Buckets@Buckets |
| Risk Factor Name | risk-factors.level | Risk Factor@Risk Factors@Risk |
| Sensitivity Tenor | vertices.level | Vertex@Vertices@Risk |
| Option Maturity | girr.vega.option.maturity | Vertex@Vertices@Risk |
| Underlying Maturity | girr.vega.underlying.maturity | Maturity@Maturities@Risk |
| Curve Name | market-data.underlying.level | Underlying@Underlying@Market Data |
| Curve Type | girr.curve.type.level | GIRR Curve Type@GIRR Curve Types@Market Data |
| Curve Currency | girr.ccy.level | GIRR Curency@GIRR Currency@Market Data |
| PV Applied | girr.pv.applied.level | PVApplied@PVApplied@Currencies |
| girr.delta.double-sums.levels | Vertex1@GIRR Delta Double Sums@Double Sums, Vertex2@GIRR Delta Double Sums@Double Sums, Curve@GIRR Delta Double Sums@Double Sums | |
| girr.vega.double-sums.levels | OptionMaturity1@GIRR Vega Double Sums@Double Sums, OptionMaturity2@GIRR Vega Double Sums@Double Sums, UnderlyingMaturity1@GIRR Vega Double Sums@Double Sums, UnderlyingMaturity2@GIRR Vega Double Sums@Double Sums |