Dynamic 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 Field Type 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
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