Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test dashboards.html
Dashboards
test ../ test what-if.html
What-If Analysis
test ../ test sign-off.html
Sign-Off Approvals
test ../ test datastore.html
Datastores
test ../ test calculations.html
Calculations Guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube Reference
test ../ test input-files.html
Input file formats
test ../ test input-files/trade-attributes.html
- Trade Attributes
test ../ test input-files/cube-adjustments.html
- Cube Adjustments
test ../ test input-files/scenarios.html
- Scenarios
test ../ test input-files/market_data.html
-
Market data
test ../ test input-files/profit_and_loss.html
-
Profit & loss
test ../ test input-files/reference_data.html
-
Reference data
test ../ test input-files/var_es_calculations.html
-
VaR-ES calculations
test ../ test input-files/sensitivity_data.html
-
Sensitivities
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ref-impl.html
-
Market Risk Accelerator Reference Implementation
test ../ test dev/dev-core.html
-
MRA Core
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test pdf-guides.html
PDF Guides
Scenarios
Download sample file: Scenarios.csv
File pattern match
The pattern match for the DynamicTenors file is **Scenarios*.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
AsOfDate
Y
N
String with format ‘YYYY-MM-DD’
Indicates the date of the file. See Note on AsOfDate .
ScenarioSet
Y
N
String
Name of the set of scenarios.
“Historical”, “Stress”
Index
Y
N
Integer
Pointer to position in the PnL[] vector for that Scenario. Values range from 0 to the total number of scenarios in the given scenario set. Note: The index must start at 0 for each ScenarioSet.
0 to 499 for a PnL[] vector of 500 values of historical scenarios
Scenario
N
N
String
Name of the scenario for that Index. For historical scenarios, this could be the date. For stress simulations, it could be the name of the particular event.
“Black Monday 2007”