> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Data model (core)

This section describes the data used for the GIRR calculations, including how the data is structured.

For GIRR, the **[Curve](./curve)** (Underlying) refers to one of the following:

* "risk-free yield curve" [MAR21.8](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_8)(1)
* "flat curve of market-implied inflation rates" [MAR21.8](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_8)(2)
* "cross-currency basis curve" [MAR21.8](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_8)(3)

Each of these curves has a **Curve Name**, **Curve Type**, and **Curve Currency**.

The **[Risk Factor](./risk-factor)** is used to identify [sensitivities](./sensitivities).
However, it is not used directly in the calculations, instead the **Curve** and tenor fields are use (as appropriate for the risk-measure).
This means that multiple **Risk Factor Names** may be used for the same risk-factor.

The **Bucket** is determined by the **Curve Currency**.