Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/video-walk-throughs.html
- Video walk-throughs
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test configuration.html
Configuration files
test ../ test datastore.html
Data Stores
test ../ test database.html
Database
test ../ test input-files.html
Input Data
test ../ test input-files/configuration.html
-
Core Configuration Files
test ../ test input-files/crif.html
-
CRIF Files
test ../ test input-files/reference-booking.html
-
Reference and Booking Files
test ../ test input-files/sa_input_files.html
-
SA Input File Formats
test ../ test input-files/sa_input_files/buckets.html
--
Bucket Files
test ../ test input-files/commodity-buckets.html
--- Commodity Buckets
test ../ test input-files/csr-non-sec-bucket-descriptions.html
--- CSR non-Sec Bucket Descriptions
test ../ test input-files/csr-sec-ctp-bucket-descriptions.html
--- CSR Sec CTP Bucket Descriptions
test ../ test input-files/csr-sec-non-ctp-bucket-descriptions.html
--- CSR Sec non-CTP Bucket Descriptions
test ../ test input-files/equity-bucket-descriptions.html
--- Equity Bucket Descriptions
test ../ test input-files/equity-buckets.html
--- Equity Buckets
test ../ test input-files/sa_input_files/drc.html
--
DRC Files
test ../ test input-files/sa_input_files/overrides.html
--
Overrides
test ../ test input-files/sa_input_files/rrao.html
--
RRAO Files
test ../ test input-files/sa_input_files/sbm_sensitivity-specific.html
--
SBM Sensitivity-specific Files
test ../ test input-files/ima_input_files.html
-
IMA Input Files
test ../ test input-files/stress-calibration.html
-
Stress Calibration Input Files
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../ test cube.html
Analytics Reference
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Solution
test ../ test dev/dev-tools.html
-
Configuring Solution tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test what-if.html
What-If Analysis
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
Commodity Buckets
Download sample file: Commodity_Buckets.csv
This file provides a mapping from Commodity to Commodity Bucket.
When the SBM sensitivity files (Curvature , Delta , or Vega ) omit the Bucket field, it is filled from this Commodity Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.
This Commodity Buckets file type is identified using the pattern: **/Commodity_Buckets*.csv (as specified by commodity.buckets.file-pattern).
This file is loaded using the CommodityBuckets topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
Field
Key
Null
FieldType
Description
Example
Bucket
N
N
String
Bucket number (e.g. 1 - 11)
UnderlyingCommodity
Y
N
String
Underlying commodity from sensitivities file
AsOfDate
Y
N
Date
‘YYYY-MM-DD’
Timestamp (at close of business) for the data.