> ## 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.

# MARKET_SHIFTS

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](https://docs.activeviam.com/products/atoti/server/6.1.11/docs/directquery/directquery-vectors/#native-support),
the VALUES field is omitted and the market shift vectors are present in the [MARKET\_SHIFTS\_VECTOR](./market_shifts_vector) table.

| Column Name      | Type            | Not Null | Default Value[1](#fn:1) | Description                                                                                                                                                                                                    |
| ---------------- | --------------- | -------- | ----------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| AS\_OF\_DATE     | DATE            | Y        |                         | Timestamp (at close of business) for the data.                                                                                                                                                                 |
| RISK\_FACTOR\_ID | STRING          | Y        | N/A                     | The internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.                                                                                                                    |
| SCENARIO\_SET    | STRING          | Y        | N/A                     | Name of the set of scenarios. Example: “Historical”, “Stress”.                                                                                                                                         |
| TENOR            | STRING          | Y        | N/A                     | Tenor label, such as 3M, 5Y, and so on, if applicable.                                                                                                                                                         |
| MATURITY         | STRING          | Y        | N/A                     | Maturity label, such as 3M, 5Y, and so on, if applicable.                                                                                                                                                      |
| MONEYNESS        | STRING          | Y        | N/A                     | Moneyness label, if applicable.                                                                                                                                                                                |
| VALUES           | `ARRAY<DOUBLE>` | Y        |                         | The market shifts vector. This field is omitted if the database does not [support array types](https://docs.activeviam.com/products/atoti/server/6.1.11/docs/directquery/directquery-vectors/#native-support). |

## Unique Key

<table><thead><tr><th>Columns</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td></tr><tr><td>RISK\_FACTOR\_ID</td></tr><tr><td>SCENARIO\_SET</td></tr><tr><td>TENOR</td></tr><tr><td>MATURITY</td></tr><tr><td>MONEYNESS</td></tr></tbody></table>

## Incoming Joins

<table><thead><tr><th>Source Table</th><th>Source Columns</th><th>Target Columns</th></tr></thead><tbody><tr><td><a href="./market_shifts_vector">MARKET\_SHIFTS\_VECTOR</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID<br />SCENARIO\_SET<br />TENOR<br />MATURITY<br />MONEYNESS<br /></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID<br />SCENARIO\_SET<br />TENOR<br />MATURITY<br />MONEYNESS<br /></td></tr></tbody></table>

***

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.
    [↩︎](#fnref:1)