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FRTB Accelerator User Guide 3.0.0

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ParameterSet

File purpose

The ParameterSet.csv file describes the parent/child relationship for parameter sets

File format

Field name	Description
ParameterSet	The child parameter set
ParentParameterSet	The parent parameter set

File values

ParameterSet	ParentParameterSet
BCBS
CRR2	BCBS

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