Market Risk Accelerator Reference Guide v2.0.0DynamicTenors
Download sample file: DynamicTenors.csv
File pattern match
The pattern match for the DynamicTenors file is **DynamicTenors*.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 |
|---|---|---|---|---|---|
| TenorLabels | Y | N | String | Name for the bucketed group | 3Y |
| NumberOfDays | N | N | String | Number of days to include in the bucketed group | 1080 |
| SensitivityName | Y | N | String | Sensitivity for which the tenor label is used | |
| TenorSet | Y | N | String | Specifies the label for the context value that users can select at query time to apply this tenor. | DECADE |