> ## 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.

# SBM_Vega_Sensitivities*.csv

The Vega Sensitivity Data is loaded from the **Vega** files.

The following table lists the fields in the file format that is used for the GIRR risk-class.
See the [Vega](../../../../../../input-files/vega-trade) file format documentation for details on the file format.
See [Data Model (Core)](../data-model-core/index) for a description of the data model.

| Data Model Field     | File Column        | Notes                                                                                                   |
| -------------------- | ------------------ | ------------------------------------------------------------------------------------------------------- |
| As-Of Date           | AsOfDate           |                                                                                                         |
| Trade ID             | TradeID            |                                                                                                         |
| Risk Class           | RiskClass          | “GIRR”                                                                                                  |
| Option Maturity      | OptionMaturity     | May be single value, vector, or empty. If empty, treated as the prescribed maturities: 0.5;1;3;5;10.    |
| Underlying Maturity  | UnderlyingMaturity | May be single value, vector, or empty. If empty, treated as the prescribed tenors: 0.5;1;3;5;10.        |
| Sensitivities        | VegaSensitivities  | May be single valued or a two-dimensional array indexed by Option Maturity $\times$ Underlying Maturity |
| Sensitivity Currency | VegaCcy            |                                                                                                         |
| Risk Factor Name     | RiskFactor         | (Optional) If not present, generated during ETL.                                                        |
| Curve Type           | RiskFactorType     | “Yield”, “Inflation”, or “Basis”                                                                        |
| Curve Name           | Underlying         |                                                                                                         |
| Curve Currency       | GIRRCcy            |                                                                                                         |