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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).