| Data Model Field | Store Field | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Trade ID | TradeId | |
| Risk Factor Name | Risk Factor | |
| Risk Class | RiskClass | “GIRR |
| Risk Measure | Risk Measure | “Delta” |
| Sensitivity Currency | Ccy | |
| Sensitivities | DeltaSensitivities | |
| Optionality | Optionality | ‘Y’ or ‘N’ |
Delta
The SaSensitivities store contains the Delta sensitivities.
The following table lists the fields in the store that are used for the GIRR risk-class.
See the SaSensitivities store documentation for details on the store.