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Quantiles2Rank 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” |