Risk functions
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Risk functions

Type
String
Description
Name of risk function(s) used by this security
Required
No
Sample
FT_INFLATION_CARRY
Rule
Must be at least 3 characters

RISK_FUNCTIONĀ is a string identifier that specifies the risk functions appropriate for the security recorded. A security can have zero, one, or more than one risk function associated with it. If there is more than one risk function, they must be separated by a pipe (’|’) symbol.

The list of defined pricing functions is availableĀ here.

Risk functions