Market Risk Accelerator Reference Guide v1.9.1Static Maturities
Download sample file: StaticMaturities.csv
File pattern match
The pattern match for the Static Maturities file is **StaticMaturities*.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 bucket of time points | |
| NumberOfDays | N | N | String | Number of days to include in the bucketed group | |
| SensitivityName | Y | N | String | Sensitivity for which the maturity label is used |