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. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
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.