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The MARKET_SHIFTS table contains some of the attributes for market shifts for the Taylor VaR calculations and FX shifts for FX risk computation. It is an isolated table and not part of any cube facts. If you are using a database that does not support array type fields, the VALUES field is omitted and the market shift vectors are present in the MARKET_SHIFTS_VECTOR table.
Column NameTypeNot NullDefault Value1Description
AS_OF_DATEDATEYTimestamp (at close of business) for the data.
RISK_FACTOR_IDSTRINGYN/AThe internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.
SCENARIO_SETSTRINGYN/AName of the set of scenarios. Example: “Historical”, “Stress”.
TENORSTRINGYN/ATenor label, such as 3M, 5Y, and so on, if applicable.
MATURITYSTRINGYN/AMaturity label, such as 3M, 5Y, and so on, if applicable.
MONEYNESSSTRINGYN/AMoneyness label, if applicable.
VALUESARRAY<DOUBLE>YThe market shifts vector. This field is omitted if the database does not support array types.

Unique Key

Columns
AS_OF_DATE
RISK_FACTOR_ID
SCENARIO_SET
TENOR
MATURITY
MONEYNESS

Incoming Joins

Source TableSource ColumnsTarget Columns
MARKET_SHIFTS_VECTORAS_OF_DATE
RISK_FACTOR_ID
SCENARIO_SET
TENOR
MATURITY
MONEYNESS
AS_OF_DATE
RISK_FACTOR_ID
SCENARIO_SET
TENOR
MATURITY
MONEYNESS

  1. 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.  ↩︎