Equity Bucket Descriptions

Download sample file: Equity_Bucket_Description.csv.csv

This file provides a description of Equity buckets, including canonical values for Sector. It is used to populate the market cap, economy, and sector fields of the equity(underlying) description during the ETL.

When the SBM sensitivity files (Curvature, Delta, or Vega) omit the market cap, economy, and/or sector fields, they can be filled from this Equity Bucket Descriptions file. To take advantage of this, the bucket description file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.

This Equity Bucket Descriptions file type is identified using the pattern: **/Equity_Bucket_Description*.csv (as specified by equity.bucket-description.file-pattern). This file is loaded using the EQUITY_BUCKET_DESCRIPTION topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.