☰
Navigation :

RRAO Overrides

Download sample file: RRAO_Overrides.csv

This file provides the overrides for RRAO category descriptions.

This RRAO Overrides file type is identified using the pattern: **/RRAO_Overrides*.csv (as specified by rrao.overrides.file-pattern). This file is loaded using the RRAOOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
RRAOCategory Y N String The name of the RRAO Category to override. Matches the “RRAOCategory” column in the Trade Attributes file
RiskClass Y N String Set to “RRAO”. “RRAO”
Parameter Set Y N String The parameter set for which the override applies. CRR2
ResidualRisk N Y ‘Y’ or ‘N’ Indicates category subject to residual risk add-on. Replaces the ResidualRisk in the Trade Attributes file.
ExoticUnderlying N Y ‘Y’ or ‘N’ If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. Replaces the ExoticUnderlying in the Trade Attributes file.
OtherResidualRiskType N Y String Replaces the OtherResidualRiskType in the Trade Attributes file.
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.