> ## 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.

# Sensitivities

| Field                      | Key | Risk Measure | Description                                                                |
| -------------------------- | --- | ------------ | -------------------------------------------------------------------------- |
| As-of Date                 | Y   | All          | Timestamp (at close of business) for the data (T-1)                        |
| Trade ID                   | Y   | All          | A unique identifier for the trade (or position)                            |
| Risk Factor Name           | Y   | All          | A unique identifier for the risk-factor                                    |
| Risk Class                 | Y   | All          | “GIRR”                                                                     |
| Risk Measure               | Y   | All          | “Delta”, “Vega”, or “Curvature”                                            |
| Sensitivity Tenor          | Y   | Delta        | The tenor in the yield curve                                               |
| Option Maturity            | Y   | Vega         | The maturity of the option                                                 |
| Underlying Maturity        | Y   | Vega         | The residual maturity of the underlying                                    |
| Sensitivity                |     | Delta & Vega | The sensitivity value $s_k$                                                |
| Shock Up/Down              |     | Curvature    | The up and down shocked prices.                                            |
| Sensitivity Currency       |     | All          | Currency in which the sensitivity or shocked price is expressed.           |
| Risk Weight                |     | Curvature    | Risk weight used for the shocked prices                                    |
| PV Applied                 |     | Curvature    | Has the PV been subtracted from the shocked prices? Y/N                    |
| Optionality                |     | Delta        | Should the Delta sensitivity be included in the Curvature Calculation? Y/N |
| Interpolated Sensitivities |     | Delta & Vega | Sensitivities interpolated to the prescribed vertices                      |