Equity_Bucket_Correlations

The Equity_Bucket_Correlations.csv file provides the gamma correlation between two Equity buckets. It is loaded into the EquityBucketCorrelations store.

File format

Field name Description
Bucket X The first Equity bucket (e.g. 1-13)
Bucket Y The second Equity bucket (e.g. 1-13)
Correlation The gamma correlation between the two buckets
Date The start date that the parameter takes effect
ParameterSet The parameter set to which the parameter belongs (default = BCBS)