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Documentation Index

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

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SurfaceMarketData 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.
SurfaceIdYNStringThe identifier of the surface.
TenorYNStringTenor labels, such as 3M, 5Y, and so on.
MoneynessYNStringMoneyness labels.
QuoteNNDoubleThe quote for the tenor x moneyness combination.
A secondary index is created on the AsOfDate, MarketDataSet, and SurfaceId fields.