Navigation :
test ../ test developer-getting-started.html
Getting Started
test ../ test developer-getting-started/deadlock-partitions-for-reference-stores-workaround.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test developer-getting-started/maven-modules.html
- Maven Project Modules
test ../ test developer-guides.html
Developer Guides
test ../ test developer-guides/adding-a-field.html
- Adding a Field
test ../ test developer-guides/adding-a-new-file.html
- Adding a File
test ../ test developer-guides/adding-a-hierarchy.html
- Adding a Hierarchy
test ../ test developer-guides/adding-a-measure.html
- Adding a Measure
test ../ test developer-guides/column-calculators.html
- Column Calculators
test ../ test developer-guides/examples-datastorehelpers.html
- Datastore Helper Examples
test ../ test developer-guides/navigating-managerdesc.html
- Navigating managerDesc
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/whats-new.html
- What's New?
test ../ test user-getting-started/about-cvarc.html
- About the Accelerator
test ../ test user-getting-started/about-guide.html
- About this guide
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test user-getting-started/pdf.html
- PDF
test ../ test cube.html
Cube reference
test ../ test regulatory-calcs.html
Regulatory calculations
test ../ test input-files.html
Input file formats
test ../ test input-files/configuration.html
-
Configuration files
test ../ test input-files/risk-data.html
-
Portfolio risk data
test ../ test input-files/reference-data.html
-
Reference data
test ../ test input-files/regulatory-parameter.html
-
Regulatory parameters
test ../ test input-files/corr-buckets-commodity.html
-- Corr - Buckets - Commodity
test ../ test input-files/corr-buckets-counterparty-credit-spread.html
-- Corr - Buckets - Counterparty credit spread
test ../ test input-files/corr-buckets-equity.html
-- Corr - Buckets - Equity
test ../ test input-files/corr-buckets-reference-credit-spread.html
-- Corr - Buckets - Reference credit spread
test ../ test input-files/corr-risk-factors-interest-rate-delta.html
-- Corr - Risk factors - Interest rate delta
test ../ test input-files/cvarc-parameters.html
-- CVARC Parameters
test ../ test input-files/rw.html
-- RW
test ../ test input-files/rw-commodity-delta.html
-- RW - Commodity delta
test ../ test input-files/rw-counterparty-credit-spread-delta.html
-- RW - Counterparty credit spread delta
test ../ test input-files/rw-equity-delta.html
-- RW - Equity delta
test ../ test input-files/rw-interest-rate-delta.html
-- RW - Interest rate delta
test ../ test input-files/rw-reference-credit-spread-delta.html
-- RW - Reference credit spread delta
test ../ test input-files/rw-vega.html
-- RW - Vega
test ../ test input-files/special-currencies.html
-- Special currencies
test ../ test sign-off.html
Sign-Off
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
CVARC Parameters
Download sample file: cvarc-parameters.csv
The file must contain the list of parameters. It covers the parameters defined as scalar values. Parameter values defined as matrices (for instance, bucket/bucket correlation) use separate files.
If a file is not provided for a date, the most recent preceding date file will be used.
Field
Key
Null
FieldType
Description
Example
AsOfDate
String with format ‘YYYY-MM-DD’
Risk value date
2018-09-28
Key
String
Key of a parameter. See the list of allowed keys in the Parameter Sets guide.
sa.eq.delta.cross.bucket.correlation
Value
Double
Value of the parameter
0.6
ParameterSet
String
Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will default to BCBS
BCBS