PL_VaR_Scenario*.csv

File pattern match: PL_VaR_Scenario*.csv

This file contains a description of the VaR scenarios.

Field Type Description
AsOfDate Date [YYYY-MM-DD] The as-of date (T-1).
Index Unsigned Integer The index of the VaR scenario (within the VaR P&L vector).
Scenario String The name of the VaR scenario.