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VaRPLScenarios
Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (IMATrades) |
Timestamp (at close of business) for the data. |
Index |
Y |
|
Int |
This is an internal field. |
The index of the VaR scenario (within the VaR P&L vector). |
Scenario |
|
|
String |
[Risk].[Scenario] |
The name of the VaR scenario. |