Market Risk Accelerator Reference Guide v1.9.1Quantiles2Rank for VaR
Download sample file: Quantiles.csv
File pattern match
The pattern match for the Quantiles file is **Quantiles*.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 |
|---|---|---|---|---|---|
| QuantileName | Y | N | String | Indicates the quantile used to round VaR values | “EXCLUSIVE”, “EQUAL_WEIGHTS”, “CENTERED” |
| Quantile | N | N | String | Non-technical name for the quantile | “Exclusive”, “Centered” |