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# Sensitivities module properties

## Overview

These are the properties used to configure the mr-sensi-config module.

## Module properties

<table><thead><tr><th>Key</th><th>Description</th><th>Default value</th></tr></thead><tbody><tr><td>mr.sensi.agg-cache.size</td><td>The size of the aggregate cache for the Sensitivity Cube.</td><td>-1</td></tr><tr><td>mr.sensi.display-sensitivity-type-hierarchy</td><td>Display the sensitivity type hierarchy on the UI, this hierarchy could be hidden.</td><td>true</td></tr><tr><td>mr.sensi.display-taylor-var-by-sensitivity</td><td>Display the Taylor VaR and other related metric on the UI, those metrics can be hidden, the sensitivity type hierarchy could be used instead.</td><td>true</td></tr><tr><td>mr.sensi.distribution.cube-priority</td><td>Specify the priority of the Sensi cube in cases of data overlap within a horizontal distribution.</td><td /></tr><tr><td>mr.sensi.distribution.summary-cube-priority</td><td>Specify the priority of the Sensi Summary cube in cases of data overlap within a horizontal distribution.</td><td /></tr><tr><td>mr.sensi.file-patterns.correlation</td><td>Pattern for the Correlation Sensitivities input file.</td><td>glob:\*\*CorrelationSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.correlation-market-data</td><td>Pattern for the Correlation Market Data input file.</td><td>glob:\*\*Correlation\_Market\_Data\*.csv</td></tr><tr><td>mr.sensi.file-patterns.cross-gamma</td><td>Pattern for the Cross Gamma Sensitivities input file.</td><td>glob:\*\*CrossGammaSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.delta</td><td>Pattern for the Delta Sensitivities input file.</td><td>glob:\*\*DeltaSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.dividends</td><td>Pattern for the Dividend input file.</td><td>glob:\*\*Dividends\*.csv</td></tr><tr><td>mr.sensi.file-patterns.dyn-maturities</td><td>Pattern for the Dynamic Maturity Labels input file.</td><td>glob:\*\*DynamicMaturities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.dyn-moneyness</td><td>Pattern for the Dynamic Moneyness Labels input file.</td><td>glob:\*\*DynamicMoneyness\*.csv</td></tr><tr><td>mr.sensi.file-patterns.dyn-tenors</td><td>Pattern for the Dynamic Tenor Labels input file.</td><td>glob:\*\*DynamicTenors\*.csv</td></tr><tr><td>mr.sensi.file-patterns.gamma</td><td>Pattern for the Gamma Sensitivities input file.</td><td>regex:(?i).\*Gamma(?\<!CrossGamma)Sensitivities.\*.csv.\*</td></tr><tr><td>mr.sensi.file-patterns.ladders</td><td>Pattern for the Ladder Definition input file.</td><td>glob:\*\*LadderDefinition\*.csv</td></tr><tr><td>mr.sensi.file-patterns.sensi-import</td><td>File loading pattern for the Sensitivities Cube.</td><td>glob:\*\*Sensitivity Cube\*.csv\*</td></tr><tr><td>mr.sensi.file-patterns.split-ratio</td><td>Pattern for the Split Ratio input file.</td><td>glob:\*\*SplitRatio\*.csv</td></tr><tr><td>mr.sensi.file-patterns.summary</td><td>Pattern for the summary data loaded into the Sensitivity Cube.</td><td>glob:\*\*SummarySensitivity\*.csv</td></tr><tr><td>mr.sensi.file-patterns.theta</td><td>Pattern for the Theta Sensitivities input file.</td><td>glob:\*\*ThetaSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.vanna</td><td>Pattern for the Vanna Sensitivities input file.</td><td>glob:\*\*VannaSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.vega</td><td>Pattern for the Vega Sensitivities input file.</td><td>glob:\*\*VegaSensitivities\*.csv</td></tr><tr><td>mr.sensi.file-patterns.volga</td><td>Pattern for the Volga Sensitivities input file.</td><td>glob:\*\*VolgaSensitivities\*.csv</td></tr><tr><td>mr.sensi.maturity.default.theta</td><td>The default maturity date used for theta PnL computation when the maturity provided by the mr.cubes.levels.trade-maturity-date is empty. Format is YYYY-MM-DD.</td><td>2040-01-01</td></tr><tr><td>mr.sensi.types.correlation.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).\*correlation.\*$</td></tr><tr><td>mr.sensi.types.crossgamma.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).*(?:cross|x).?gamma.*$</td></tr><tr><td>mr.sensi.types.custom</td><td>Configuration for sensitivity types not captured by the default properties.</td><td /></tr><tr><td>mr.sensi.types.delta.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).\*(?:delta|dividends|repo margin).\*$</td></tr><tr><td>mr.sensi.types.dividend.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).*(?:delta|dividends).*$</td></tr><tr><td>mr.sensi.types.gamma.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).\*(gamma)(?\<!((?:cross|x).?gamma)).\*$</td></tr><tr><td>mr.sensi.types.theta.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).*theta.*$</td></tr><tr><td>mr.sensi.types.vanna.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).\*vanna.\*$</td></tr><tr><td>mr.sensi.types.vega.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).*vega.*$</td></tr><tr><td>mr.sensi.types.volga.regex</td><td>Regular expression used to find the relevant metric from the sensitivity name.</td><td>^(?i).\*(?:volga|vomma).\*\$</td></tr><tr><td>mr.sign-off.sensi.custom-cube-adjustments</td><td>Adjustment properties for additional cubes. This is keyed by the cube name.</td><td /></tr><tr><td>mr.sign-off.sensi.levels</td><td>List of the levels eligible for filtering in the sign-off task definition for the Sensitivity Cube.</td><td>AsOfDate\@Date\@Dates,Book\@Books\@Booking,Desk\@Desks\@Booking</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.adjustable-measures</td><td>List of measures eligible for cube-level adjustment in the Sensitivity Cube.</td><td>\[Delta, Gamma, Vega, PnL Explain]</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.as-of-date-level</td><td>The asOfDate level, used by the cube-level adjustment in the Sensitivity Cube.</td><td>AsOfDate\@Date\@Dates</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.feed-level</td><td>The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube.</td><td>Feed\@Sign-off Status\@Sign-off</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.hierarchies-to-exclude</td><td>The hierarchies that are not part of the cube-level adjustment location in the Sensitivity Cube.</td><td>Date\@Dates,Quantiles\@Quantiles,RoundingMethods\@Rounding,Scenario Sets\@Risk,Sign-off Status\@Sign-off,DynamicMaturities\@DynamicBucketing,DynamicMoneyness\@DynamicBucketing,DynamicTenors\@DynamicBucketing,MarketShiftDate\@Dates,displayCurrency\@Currencies,DayToDay\@Dates</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.input-type-level</td><td>The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by mr.sign-off.sensi.levels. This is used to set up the hierarchy in the Sensitivity Cube.</td><td>Input type\@Adjustment\@Sign-off</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.market-data-set-level</td><td>The market data set level, used by the cube-level adjustment to handle the FX rate in the Sensitivity Cube.</td><td>MarketDataSet\@MarketDataSets\@MarketData</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.source-level</td><td>The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube.</td><td>Source\@Adjustment\@Sign-off</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.status-level</td><td>The path of the second level of the sign-off analysis hierarchy. It will contain the last member defined by mr.sign-off.sensi.levels, and other status coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube.</td><td>Status\@Sign-off Status\@Sign-off</td></tr><tr><td>mr.sign-off.sensi.sensi-cube-adjustments.task-level</td><td>The path of the third level of the sign-off analysis hierarchy. It will contain the task IDs coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube.</td><td>Task\@Sign-off Status\@Sign-off</td></tr></tbody></table>