Dynamic Maturities

Download sample file: DynamicMaturities.csv

Maturities and set used for dynamic bucketing feature

This Dynamic Maturities file type is identified using the pattern: **DynamicMaturities*.csv (as specified by sensiDynMaturitiesFilePattern). This file is loaded using the DynamicMaturities topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

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 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