FRTB Accelerator Reference Guide v2.4.0DRC Scenario Count
Download sample file: DRC_SCENARIO_COUNT.csv
This file contains a single entry which is the number of IMA DRC scenarios for the date
This DRC Scenario Count file type is identified using the pattern: **/DRC_SCENARIO_COUNT*.csv (as specified by drc.scenario.count.file-pattern).
This file is loaded using the DRC_SCENARIO_COUNT topic.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| Count | N | N | Integer | The number of scenarios. Scenarios are numbered from 1 to this count (inclusive). | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |