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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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This section describes how the SA datastore schema is used for the GIRR risk class. The schema starts with the SaSensitivities store, which is an index of all the facts in the SA Cube. The SaSensitivities store has references to the risk-factor descriptions and sensitivities.

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Risk Factor Descriptions

The risk-factor description starts with the RiskFactorDescription store, which contains the description of risk-factor independent of the curve, and a reference to the UnderlyingDescription store for a description of the curve.

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Sensitivities

The sensitivities stores contain the sensitivity values, they are referenced from the SaSensitivities store.
Risk MeasureSensitivity Store
DeltaDelta
VegaVega
CurvatureCurvature