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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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Store FieldKeyCanBeNullTypeCube FieldDescription
AsOfDateYNObjectAsOfDateIndicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
RiskFactorIdYNStringRiskFactorThe internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier
RiskClassNNStringRiskClassThe risk factor’s asset class:
  • Interest rate
  • Credit spread
  • Foreign exchange
  • Equity
  • Commodity
  • Hybrid
BucketNNStringnot used in cubePlaceholder.
QualifierNNStringQualifierThe identifier of a risk factor’s set.

Example: Reference instrument identifier, curve identifier, vol surface identifier, etc.
RiskFactorTypeNNStringRiskFactorTypeThe type of underlying risk factor.

Example: “implied rate”, “repo margin”, “currency pair”, “skew parameter”, “correlation parameter”, “recovery rate”
RiskFactorCcyNNStringRiskFactorCcyThe three-letter ISO currency code that represents the currency of the risk factor. For example, EUR.