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Documentation Index

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Download sample file: DynamicMoneyness.csv Moneyness and set used for dynamic bucketing feature This DynamicMoneyness file type is identified using the pattern: **DynamicMoneyness*.csv (as specified by mr.sensi.file-patterns.dyn-moneyness). This file is loaded using the DynamicMoneyness topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic. For information on the glob patterns used and how to customize them, see note on File name patterns
FieldKeyNullFieldTypeDescriptionExample
MoneynessLabelYNStringName for the bucket of time points
ShiftNNStringShift from the moneyness-45
SensitivityNameYNStringSensitivity for which the tenor label is used
MoneynessSetYNStringSpecifies the label for the context value that users can select at query time to apply this tenor.NO_SMILE