The DYNAMIC_TENORS, DYNAMIC_MATURITIES, and DYNAMIC_MONEYNESS tables are used to support dynamic bucketing. These are isolated tables and not part of any cube facts.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.
| Column Name | Type | Not Null | Default Value1 | Cube Field | Description |
|---|---|---|---|---|---|
| TENOR_SET | STRING | Y | ‘DEFAULT’ | Not used in cube | Specifies the label for the context value that users can select at query time to apply this tenor. Example: DECADE |
| TENOR_LABEL | STRING | Y | ‘N/A’ | Tenor or Maturity or Moneynes | The tenor label corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on. |
| SENSITIVITY_NAME | STRING | Y | ‘N/A’ | Not used in cube | The sensitivity for which the tenor, maturity, or moneyness label is used. |
| NUMBER_OF_DAYS | DOUBLE | Y | 0.0 | Not used in cube | The number of days to include in the bucketed group. Example: 1080 |
| TENOR_INDICES | INT | Y | 0 | Not used in cube | The index of the tenor, maturity, or moneyness entry. |
Unique Key
| Columns |
|---|
| TENOR_LABEL |
| SENSITIVITY_NAME |
| TENOR_SET |
- If the default value is marked as empty, it means that the default value is ‘null’ for nullable fields, and that a value needs to be explicitly set for non-nullable fields. ↩︎