Input Files (Reference Implementation)

This section describes how the input files containing the sensitivities and mappings are used for the Equity risk class

The sensitivities are loaded from the Delta, Vega, Curvature, or CRIF sensitivity files.

The mapping of Sector, Market Cap, and Economy to Bucket is loaded from the Equity Buckets file into the EquityBucket store. A description of these buckets is loaded from the Equity Bucket Descriptions file.