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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). |