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PL_VaR_Scenario*.csv
File pattern match: PL_VaR_Scenario*.csv
This file contains a description of the VaR scenarios.
| Field |
Type |
Description |
| AsOfDate |
Date [YYYY-MM-DD] |
The as-of date (T-1). |
| Index |
Unsigned Integer |
The index of the VaR scenario (within the VaR P&L vector). |
| Scenario |
String |
The name of the VaR scenario. |