> ## 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.

# TRADE_SENSITIVITIES

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](https://docs.activeviam.com/products/atoti/server/6.1.11/docs/directquery/directquery-vectors/#native-support),
the LADDER field is omitted and the ladder vectors are present in the [TRADE\_SENSITIVITES\_VECTOR](./trade_sensitivities_vector) table.

<table><thead><tr><th>Column Name</th><th>Type</th><th>Not Null</th><th> Default Value<a href="#fn:1">\[1]</a></th><th>Cube Field</th><th>Description</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td><td>DATE</td><td>Y</td><td /><td /><td>Timestamp (at close of business) for the data.</td></tr><tr><td>TRADE\_KEY</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td /><td>The field contains the <code>tradeID</code> for full data or <code>Book#VaR Inclusion</code> for summary data.</td></tr><tr><td>TRADE\_ID</td><td>STRING</td><td>Y</td><td>‘\*DATAMEMBER\*’</td><td><a href="../cube/dimensions/booking">Trades</a></td><td><p>If TRADE\_ID comes from multiple systems, you may need to prepend source system to the ID for uniqueness.</p><note> 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. </note><p>The TRADE\_ID should contain this information clearly (ADDON or ADJ). Example: “IR\_IRSWAP\_LIBOR3M”, “EQ\_12345677”, etc.</p></td></tr><tr><td>SENSITIVITY\_NAME</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/sensitivities">Sensitivity</a></td><td>The name of the sensitivity (cube measure).</td></tr><tr><td>RISK\_CLASS</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/risk">Risk Classes</a></td><td>Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.</td></tr><tr><td>MARKET\_DATA\_SET</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td>This field is not currently used</td><td> 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. </td></tr><tr><td>RISK\_FACTOR\_ID</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/risk">Risk Factors</a></td><td>Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.</td></tr><tr><td>RISK\_FACTOR\_ID2</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/risk">Risk Factors Secondary</a></td><td><note>This field is only present in the Vanna input file. It does not exist for Delta, Gamma, Vega, or Volga inputs.</note><p>Second risk factor for the Vanna sensitivity. Example: UniCredit\_Spot price</p></td></tr><tr><td>TENOR\_LABEL</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/risk">Tenors</a></td><td>A tenor label, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on.</td></tr><tr><td>TENOR\_DATE</td><td>DATE</td><td>Y</td><td>‘1970-01-01’</td><td /><td>An explicit tenor date, which is used to sort tenors and to re-bucket sensitivities (if supported). Example: 2019-03-16</td></tr><tr><td>MATURITY\_LABEL</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/risk">Maturities</a></td><td>Name for the bucketed group.</td></tr><tr><td>MATURITY\_DATE</td><td>DATE</td><td>Y</td><td>‘1970-01-01’</td><td /><td>An explicit maturity date, which is used to sort tenors and to re-bucket sensitivities (if supported). Example: 2019-03-16</td></tr><tr><td>MONEYNESS</td><td>STRING</td><td>Y</td><td>‘ATM’</td><td><a href="../cube/dimensions/risk">Moneyness</a></td><td>A 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</td></tr><tr><td>VALUE</td><td>DOUBLE</td><td>Y</td><td>0.0</td><td /><td>Sensitivity value.</td></tr><tr><td>CCY</td><td>STRING</td><td>Y</td><td>‘N/A’</td><td><a href="../cube/dimensions/currencies">Currencies</a></td><td>The currency of the sensitivity.</td></tr><tr><td>HAS\_LADDER</td><td>STRING</td><td>Y</td><td>‘N’</td><td><a href="../cube/dimensions/risk">Ladder Availability</a></td><td>Flag set to “Y” if the Ladder field is not null. Null values are interpreted as “N”.</td></tr><tr><td>LADDER</td><td><code>ARRAY\<DOUBLE></code></td><td /><td /><td /><td>The ladder vector for the sensitivity. This field is omitted if the database does not support <a href="https://docs.activeviam.com/products/atoti/server/6.1.11/docs/directquery/directquery-vectors/#native-support">native vector aggregation</a>.</td></tr></tbody></table>

## Unique Key

<table><thead><tr><th>Columns</th></tr></thead><tbody><tr><td>AS\_OF\_DATE</td></tr><tr><td>TRADE\_KEY</td></tr><tr><td>SENSITIVITY\_NAME</td></tr><tr><td>MARKET\_DATA\_SET</td></tr><tr><td>RISK\_FACTOR\_ID</td></tr><tr><td>RISK\_FACTOR\_ID2</td></tr><tr><td>TENOR\_LABEL</td></tr><tr><td>TENOR\_DATE</td></tr><tr><td>MATURITY\_LABEL</td></tr><tr><td>MATURITY\_DATE</td></tr><tr><td>MONEYNESS</td></tr></tbody></table>

## Incoming Joins

<table><thead><tr><th>Target Table</th><th>Source Columns</th><th>Target Columns</th></tr></thead><tbody><tr><td><a href="./trade_sensitivities_vector">TRADE\_SENSITIVITIES\_VECTOR</a></td><td>AS\_OF\_DATE<br />TRADE\_KEY<br />SENSITIVITY\_NAME<br />MARKET\_DATA\_SET<br />RISK\_FACTOR\_ID<br />RISK\_FACTOR\_ID2<br />TENOR\_LABEL<br />TENOR\_DATE<br />MATURITY\_LABEL<br />MATURITY\_DATE<br />MONEYNESS</td><td>AS\_OF\_DATE<br />TRADE\_KEY<br />SENSITIVITY\_NAME<br />MARKET\_DATA\_SET<br />RISK\_FACTOR\_ID<br />RISK\_FACTOR\_ID2<br />TENOR\_LABEL<br />TENOR\_DATE<br />MATURITY\_LABEL<br />MATURITY\_DATE<br />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="./trade_attributes">TRADE\_ATTRIBUTES</a></td><td>AS\_OF\_DATE<br />TRADE\_KEY</td><td>AS\_OF\_DATE<br />TRADE\_KEY</td></tr><tr><td><a href="./risk_factors_catalogue">RISK\_FACTORS\_CATALOGUE</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</td></tr><tr><td><a href="./risk_factors_catalogue">RISK\_FACTORS\_CATALOGUE</a></td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID2</td><td>AS\_OF\_DATE<br />RISK\_FACTOR\_ID</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)