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Documentation Index

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

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CurveMarketData store

Store FieldKeyCanBeNullTypeDescription
AsOfDateYNObjectIndicates 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).
MarketDataSetYNStringString defining the market data set.
CurveIdYNStringThe identifier of the curve.
TenorYNStringTenor labels, such as 3M, 5Y, and so on.
QuoteNNDoubleThe quote for the tenor.
A secondary index is created on the AsOfDate, MarketDataSet, and CurveId fields.