> ## 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_VECTOR

The MARKET\_SHIFTS\_VECTOR table contains the market shifts vector for the Taylor VaR calculations and FX shifts for FX risk computation.

This table is created when using a database that does [support array type fields](https://docs.activeviam.com/products/atoti/server/6.1.11/docs/directquery/directquery-vectors/#native-support). If array type fields are available, the market shifts vector is stored as an
array in the [MARKET\_SHIFTS](./market_shifts) table.

| Column Name      | Type   | Not Null | Default Value[1](#fn:1) | Description                                                                                 |
| ---------------- | ------ | -------- | ----------------------- | ------------------------------------------------------------------------------------------- |
| VECTOR\_INDEX    | INT    | Y        |                         | Index in the market shift vector.                                                           |
| 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           | DOUBLE | Y        |                         | Market shift value corresponding to the index.                                              |

## Unique Key

<table><thead><tr><th>Columns</th></tr></thead><tbody><tr><td>VECTOR\_INDEX</td></tr><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>

## Outgoing Joins

<table><thead><tr><th>Target Table</th><th>Source Columns</th><th>Target Columns</th></tr></thead><tbody><tr><td><a href="./market_shifts">MARKET\_SHIFTS</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)