Sensitivity Upload
The “Sensitivity Upload” widget can be found under the WhatIf Simulations category.
With the “Sensitivity Upload” widget, you can start a new What-If experiment by uploading an alternative set of sensitivities:
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start by adding the “Sensitivity Upload” widget into the view,
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on initial display, you will be asked to select a business date.
The system will check the availability of whatif data for the selected date. If there’s no data, you will see the message: “The selected AsOfDate does not exist, please select another.”
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the next step is to select a sensitivity type. On this step you can choose from the data files available for the whatif experiment.
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once the data files have been selected, you can give the experiment a name.
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by clicking on the upload button, you are creating a branch with a given name and replacing sensitivity data with the data from the selected files1.
To view the experimental calculations, add the hierarchy [Epoch].[Epoch] into the view, for example, on columns of your Pivot Table. You may also want to set a filter on this hierarchy and select: “master” and your branch.
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The Data Load Controller will first unload the selected sensitivity type(s), and then upload the experimental data. Please liaise with the product development team to learn more about DLC. ↩︎
See also
- Delta sensitivities of Hedges
- Delta sensitivities of the Regulatory CVA
- Parameter Sets
- Vega sensitivities of Hedges
- Vega sensitivities of the Regulatory CVA
- [RiskClass].[RiskClass]
- [RiskFactorId].[RiskFactorId]
- [RiskMeasure].[RiskMeasure]
- [delta-SensitivityCcy].[delta-SensitivityCcy]
- [vega-SensitivityCcy].[vega-SensitivityCcy]