Navigation :
StressCalibrationScenarios
| Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
| Type |
Y |
|
String |
|
For IMCC this is the risk-factor set (“Full” or “Reduced”).
For SES (NMRF), this is the risk-class |
| Index |
|
|
Int |
Internal field |
The index in the vector representing the list of Scenarios – the first element has index 0. |
| Scenario |
Y |
|
LOCALDATE[yyyy-mm-dd] |
[Risk].[Scenario Dates] |
The name of the scenario. |
| AsOfDate |
Y |
|
LOCALDATE[yyyy-mm-dd] |
See field in referencing store (IMATrades) |
Timestamp (at close of business) for the data. |