> ## 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.

# Summary Sensitivity

Download sample file: [SummarySensitivity.csv](../assets/csv/SummarySensitivity.csv)

This file is used to store the sensitivities relative to a risk factor at the book level.

This Summary Sensitivity file type is identified using the pattern: **\*\*SummarySensitivity\*.csv** (as specified by `mr.sensi.file-patterns.summary`).
This file is loaded using the **SensiBaseStore** topic. See the [Topic Aliases table](../dev/dev-mr-application/dev-dlc/dlc-mr-config#topic-aliases) 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](.#file-name-patterns)

<table><tr><th>Field</th><th>Key</th><th>Null</th><th>FieldType</th><th>Description</th><th>Example</th></tr><tr><td>AsOfDate</td><td>Y</td><td>N</td><td>String with format ‘YYYY-MM-DD’</td><td>Indicates the date of the file. See <a href=".">Note on AsOfDate</a>.</td><td /></tr><tr><td>Book</td><td>N</td><td>Y</td><td>String</td><td>Book to map the trade to (must match the node in the Book Hierarchy).</td><td>CM\_OILGAS</td></tr><tr><td>SensitivityName</td><td>Y</td><td>N</td><td>String</td><td>Name of sensitivity (cube measure). Currently only the values “Delta”, “Gamma” and “Vega” are supported.</td><td /></tr><tr><td>RiskClass</td><td>N</td><td>N</td><td>String</td><td>Risk factor’s asset class: “Interest rate”, “Credit spread”, “Foreign exchange”, “Equity”, “Commodity”, “Hybrid”.</td><td>Equity</td></tr><tr><td>MarketDataSet</td><td>Y</td><td>N</td><td>String</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><td>Official EOD</td></tr><tr><td>RiskFactor</td><td>Y</td><td>N</td><td>String</td><td>Internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier.</td><td>USD\_3v6\_basis</td></tr><tr><td>RiskFactor 2</td><td>Y</td><td>N</td><td>String</td><td>second internal risk factor/bucket identifier: instrument, curve, vol surface/cube identifier, if needed.</td><td>USD\_3v6\_basis</td></tr><tr><td>TenorLabels</td><td>N</td><td>Y</td><td>Array (delimited by semicolons)</td><td>List of tenor labels, corresponding to the vertex of the risk factor, such as 3M, 5Y, and so on.</td><td>1Y;3Y;5Y;10Y</td></tr><tr><td>TenorDates</td><td>N</td><td>Y</td><td>Array (delimited by semicolons)</td><td>List of explicit tenor dates, which are used to sort tenors and to re-bucket sensitivities (if supported).</td><td>2019-03-16; 2019-04-27; 2019-10-27; 2020-10-27</td></tr><tr><td>UnderlyingMaturities</td><td>N</td><td>Y</td><td>Array (delimited by semicolons)</td><td>List of underlying maturities for volatility cubes.</td><td>0.5Y;1Y;3Y;5Y;10Y</td></tr><tr><td>MaturityDates</td><td>N</td><td>Y</td><td>Array (delimited by semicolons)</td><td>List of explicit maturity dates, which are used to sort tenors and to re-bucket sensitivities (if supported)</td><td>2019-03-16; 2019-04-27; 2019-10-27; 2020-10-27</td></tr><tr><td>Moneyness</td><td>N</td><td>Y</td><td>Array (delimited by semicolons)</td><td>List of labels corresponding to different ways of stating moneyness. Supported formats:<br />- moneyness in percent<br />- delta-moneyness</td><td>(moneyness in percent): 80;100;120;(delta moneyness): “25p;ATM ;25c”</td></tr><tr><td>Ccy</td><td>N</td><td>N</td><td>String</td><td>Currency of the P\&L value.</td><td>EUR</td></tr><tr><td>VaR inclusion type</td><td>Y</td><td>Y</td><td>String</td><td>Defines if a trade is included in the VaR by repricing (R) from the VaR-ES cube or by sensitivity (S) from the Taylor VaR formula.</td><td /></tr><tr><td>Adjustment Source</td><td>Y</td><td>Y</td><td>String</td><td>Sign-off adjustment source tagging.</td><td /></tr><tr><td>Input type</td><td>Y</td><td>Y</td><td>String</td><td>The type of input for the row (e.g Data load, User input).</td><td /></tr><tr><td>Values</td><td>N</td><td>Y</td><td>Double or list of doubles (delimited by semicolons)</td><td>Single value or list of values:<br />- single value for a sensitivity without tenor structure/underlying maturities<br />- list of values, corresponding to tenors, for a sensitivity with only a term structure<br />- list of values, corresponding to tenors and underlying maturities for interest rate volatilities: For example, a sensitivity along four tenors and two underlying maturities will be published as a list of eight values.<br /><br />For a multi-dimensional array (with any number of dimensions), the indexing is in reverse order of dimensions; given four tenors, two maturities and three moneyness values (T<em>M</em>m), the index coordinates are:\[T0M0m0, T0M0m1, …, T2M0m2, T2M1m0, …, T3M1m2]. Null values are interpreted as “N/A”.</td><td>1568.2 ;4568.2 ;16.2 ;2453.1(moneyness vector) 0;0.34;1.345;24251.0;0;0;12.4;453.23</td></tr><tr><td>Ladder</td><td>N</td><td>Y</td><td>List of doubles (delimited by semicolons)</td><td>Flattened list of values, with a subvector corresponding to each double in the Values field.<br /><br />Only relevant for sensitivities configured to use first-order ladders, e.g. Delta.<br /><br />Indexes correspond to the values, with an extra ladder scale dimension: for a 3-dimensional sensitivity array as described above (T<em>M</em>m), the ladder indexing becomes T<em>M</em>m\*L.</td><td>For a single value sensitivity, and a ladder scale of size 3:90.0;100.0;110.0For a multi-value sensitivity of size 3 and a ladder scale of size 3:90.0;100.0;110.0;85.0;100.0;115.0;110.0;115.0;120.0</td></tr></table>