PL_VaR_Vector*.csv

File pattern match: PL_VaR_Vector*.csv

This file contains the VaR P&L vectors.

Field Type Description
AsOfDate Date [YYYY-MM-DD] The as-of date (T-1).
Trade String The trade ID (or Position ID for fungible instrument).
Currency String Currency of VaR P&L Vector values.
Actual PL Double Actual P&L value (for desk, as-of T-1).
Hypothetical PL Double Hypothetical P&L value (for desk, as-of T-1).
Theoretical PL Double Risk-Theoretical P&L value (for desk, as-of T-1).
PL Vector VaR P&L vector (for desk, as-of T-1).