FRTB Accelerator Cubes GuideCommodity Buckets
Download sample file: commodity-buckets.csv
This file provides a mapping from Commodity to Commodity Bucket.
This Commodity Buckets file type is identified using the pattern: **/Commodity_Buckets*.csv (as specified by commodity.buckets.file-pattern).
This file is loaded using the CommodityBuckets topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Bucket | N | N | String | Bucket number (1 – 11) | |
| UnderlyingCommodity | Y | N | String | Underlying commodity from sensitivities file | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |