Vertices - Atoti Hub

The list of GIRR Delta Tenors and Vega Option Maturities. The file Vertices*.csv is loaded into the Vertices store.

Data Model Field	File Column	Datastore Column	Notes
	Index	Index	0-4 (Vega) 0-9 (Delta)
Sensitivity Tenor / Option Maturity	Vertex	Vertex	0.25;0.5;1;2;3;5;10;15;20;30 Delta Tenors in [MAR21.42] 0.5;1;3;5;10 Vega Option Maturities in [MAR21.8](4)(a)
Risk Class	Risk Class	RiskClass	“GIRR”
Risk Measure	Risk Measure	Risk Measure	“Delta” or “Vega”

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