The RiskFactorDescription store contains the description of risk-factor. The following table lists the fields in the store that are used for the GIRR risk-class. See the RiskFactorDescription store documentation for details on the store.Documentation Index
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| Data Model Field | Store Field | Notes |
|---|---|---|
| As-Of Date | AsOfDate | |
| Risk Factor Name | Risk Factor | |
| Risk Class | RiskClass | “GIRR” |
| Risk Measure | Risk Measure | “Delta”, “Vega”, or “Curvature” |
| Curve Name | Underlying | |
| Sensitivity Tenors | Maturity | for Delta only |
| Option Maturity | Maturity | for Vega only |
| Underlying Maturity | UnderlyingMaturity | for Vega only |