CubeMarketData store
| Store Field | Key | CanBeNull | Type | Description |
|---|---|---|---|---|
| AsOfDate | Y | N | Object | Indicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv). |
| MarketDataSet | Y | N | String | String defining the market data set. |
| CubeId | Y | N | String | The identifier of the cube. |
| Tenor | Y | N | String | Tenor labels, such as 3M, 5Y, and so on. |
| Moneyness | Y | N | String | Moneyness labels. |
| UnderlyingMaturity | Y | N | String | Maturity labels, such as 3M, 5Y, and so on. |
| Quote | N | N | Double | The quote for the tenor x moneyness x maturity combination. |