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Static Tenors

Download sample file: StaticTenors.csv

Pillars of tenor used to tore sensitivities internally

This Static Tenors file type is identified using the pattern: **StaticTenors*.csv (as specified by sensiTenorsFilePattern). This file is loaded using the Tenors topic. See the Topic Aliases table 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

Field Key Null FieldType Description Example
TenorLabels Y N String Name for the bucket of time points
NumberOfDays N N String Number of days to include in the bucketed group
SensitivityName Y N String Sensitivity for which the tenor label is used