Market Risk Accelerator Reference Guide v1.9.1Dynamic Maturities
Download sample file: DynamicMaturities.csv
File pattern match
The pattern match for the DynamicMaturities files is **DynamicMaturities*.csv
For information on the glob patterns used and how to customize them, see note on File name patterns.
| Field | Key | Null | FieldType | Description | Example |
|---|---|---|---|---|---|
| MaturityLabels | Y | N | String | Name for the bucketed group | 0.5Y |
| NumberOfDays | N | N | String | Number of days to include in the bucketed group | 180 |
| SensitivityName | Y | N | String | Sensitivity for which the maturity label is used | |
| MaturitySet | Y | N | String | Specifies the label for the context value users can select at query time to apply this maturity. | REDUCED |