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IMA PL Scenarios

This file contains input fields indicating the various PL scenarios corresponding to the Expected Shortfall PL Trade Input file.

This IMA PL Scenarios file type is identified using the pattern: **/IMA_Scenarios*.csv (as specified by ima.scenarios.file-pattern). This file is loaded using the Scenarios topic.

Field	Key	Null	FieldType	Description
DataSet	Y	N	String	Exactly the same as for ‘Dataset’ as defined for the TradeInputs file.
Index	N	N	Integer	The index in the vector representing the PnL - the first element has index 0.
Scenario	Y	N	String	The string representing the scenario corresponding to the index - for this reason, it is expected that the value of ‘Scenario’ should be distinct for each line in the input file.
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.