> ## 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_VECTOR

The TRADE\_SENSITIVITIES\_VECTOR table contains the ladder data used for calculations related to sensitivities.

This table is created when 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).
If vector aggregation is supported, the ladder vector is stored as an array in the [TRADE\_SENSITIVITIES](./trade_sensitivities) table.

| Column Name       | Type   | Not Null | Default Value[1](#fn:1) | Cube Field                                        | Description                                                                                                                                                                      |
| ----------------- | ------ | -------- | ----------------------- | ------------------------------------------------- | -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| VECTOR\_INDEX     | INT    | Y        |                         |                                                   | Index in the ladder vector.                                                                                                                                                      |
| AS\_OF\_DATE      | DATE   | Y        |                         |                                                   | Timestamp (at close of business) for the data.                                                                                                                                   |
| TRADE\_KEY        | STRING | Y        | ‘N/A’                   |                                                   | The field contains the `tradeID` for full data or `Book#VaR Inclusion` for summary data.                                                                                         |
| SENSITIVITY\_NAME | STRING | Y        | ‘N/A’                   | [Sensitivity](../cube/dimensions/sensitivities)   | The name of the sensitivity (cube measure)..                                                                                                                                     |
| RISK\_CLASS       | STRING | Y        | ‘N/A’                   | [Risk Classes](../cube/dimensions/risk)           | Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.                                      |
| MARKET\_DATA\_SET | STRING | Y        | ‘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\_ID  | STRING | Y        | ‘N/A’                   | [Risk Factors](../cube/dimensions/risk)           | Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.                                                                                          |
| RISK\_FACTOR\_ID2 | STRING | Y        | ‘N/A’                   | [Risk Factors Secondary](../cube/dimensions/risk) |                                                                                                                                                                                  |

<Note>
  This field is only present in the Vanna input file. It does not exist for Delta, Gamma, Vega, or Volga inputs.
</Note>

|
\| Second risk factor for the Vanna sensitivity. Example: UniCredit\_Spot price |  |  |  |  |  |
\| TENOR\_LABEL | STRING | Y | ‘N/A’ | [Tenors](../cube/dimensions/risk) | A tenor label, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on. |
\| TENOR\_DATE | DATE | Y | ‘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\_LABEL | STRING | Y | ‘N/A’ | [Maturities](../cube/dimensions/risk) | Name for the bucketed group. |
\| MATURITY\_DATE | DATE | Y | ‘1970-01-01’ |  | An explicit maturity date, which is used to sort tenors and to re-bucket sensitivities (if supported). Example: 2019-03-16 |
\| MONEYNESS | STRING | Y | ‘ATM’ | [Moneyness](../cube/dimensions/risk) | 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 |
\| LADDER | DOUBLE | Y | 0.0 |  | Ladder value. |

## 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>TRADE\_KEY</td></tr><tr><td>SENSITIVITY\_NAME</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>

## 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_sensitivities">TRADE\_SENSITIVITIES</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>

***

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)