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Documentation Index

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The TRADE_SENSITIVITIES table contains some of the attributes of the Sensitivity data. If you are using a database that does not support native vector aggregation, the LADDER field is omitted and the ladder vectors are present in the TRADE_SENSITIVITES_VECTOR table.
Column NameTypeNot Null Default Value[1]Cube FieldDescription
AS_OF_DATEDATEYTimestamp (at close of business) for the data.
TRADE_KEYSTRINGY‘N/A’The field contains the tradeID for full data or Book#VaR Inclusion for summary data.
TRADE_IDSTRINGY‘*DATAMEMBER*’Trades

If TRADE_ID comes from multiple systems, you may need to prepend source system to the ID for uniqueness.

In certain cases, the TRADE_ID could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk.

The TRADE_ID should contain this information clearly (ADDON or ADJ). Example: “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc.

SENSITIVITY_NAMESTRINGY‘N/A’SensitivityThe name of the sensitivity (cube measure).
RISK_CLASSSTRINGY‘N/A’Risk ClassesRisk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.
MARKET_DATA_SETSTRINGY‘N/A’This field is not currently used The market data set that was used when the sensitivity was calculated. This will be used to retrieve appropriate market data values for PnL Explain and Taylor VaR computations.
RISK_FACTOR_IDSTRINGY‘N/A’Risk FactorsInternal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.
RISK_FACTOR_ID2STRINGY‘N/A’Risk Factors SecondaryThis field is only present in the Vanna input file. It does not exist for Delta, Gamma, Vega, or Volga inputs.

Second risk factor for the Vanna sensitivity. Example: UniCredit_Spot price

TENOR_LABELSTRINGY‘N/A’TenorsA tenor label, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on.
TENOR_DATEDATEY‘1970-01-01’An explicit tenor date, which is used to sort tenors and to re-bucket sensitivities (if supported). Example: 2019-03-16
MATURITY_LABELSTRINGY‘N/A’MaturitiesName for the bucketed group.
MATURITY_DATEDATEY‘1970-01-01’An explicit maturity date, which is used to sort tenors and to re-bucket sensitivities (if supported). Example: 2019-03-16
MONEYNESSSTRINGY‘ATM’MoneynessA label corresponding to different ways of stating moneyness. Supported formats: moneyness in percent, e.g. 80;100;120; delta-moneyness,e.g. 25p;ATM ;25c
VALUEDOUBLEY0.0Sensitivity value.
CCYSTRINGY‘N/A’CurrenciesThe currency of the sensitivity.
HAS_LADDERSTRINGY‘N’Ladder AvailabilityFlag set to “Y” if the Ladder field is not null. Null values are interpreted as “N”.
LADDERARRAY<DOUBLE>The ladder vector for the sensitivity. This field is omitted if the database does not support native vector aggregation.

Unique Key

Columns
AS_OF_DATE
TRADE_KEY
SENSITIVITY_NAME
MARKET_DATA_SET
RISK_FACTOR_ID
RISK_FACTOR_ID2
TENOR_LABEL
TENOR_DATE
MATURITY_LABEL
MATURITY_DATE
MONEYNESS

Incoming Joins

Target TableSource ColumnsTarget Columns
TRADE_SENSITIVITIES_VECTORAS_OF_DATE
TRADE_KEY
SENSITIVITY_NAME
MARKET_DATA_SET
RISK_FACTOR_ID
RISK_FACTOR_ID2
TENOR_LABEL
TENOR_DATE
MATURITY_LABEL
MATURITY_DATE
MONEYNESS
AS_OF_DATE
TRADE_KEY
SENSITIVITY_NAME
MARKET_DATA_SET
RISK_FACTOR_ID
RISK_FACTOR_ID2
TENOR_LABEL
TENOR_DATE
MATURITY_LABEL
MATURITY_DATE
MONEYNESS

Outgoing Joins

Target TableSource ColumnsTarget Columns
TRADE_ATTRIBUTESAS_OF_DATE
TRADE_KEY
AS_OF_DATE
TRADE_KEY
RISK_FACTORS_CATALOGUEAS_OF_DATE
RISK_FACTOR_ID
AS_OF_DATE
RISK_FACTOR_ID
RISK_FACTORS_CATALOGUEAS_OF_DATE
RISK_FACTOR_ID2
AS_OF_DATE
RISK_FACTOR_ID

  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.  ↩︎