☰
Navigation :

IMA PL Scenarios

Download sample file: IMA_Scenarios.csv

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.
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.