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 limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test calculations.html
Calculations Guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
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/trade-pnl.html
-- Trade PnL
test ../ test input-files/quantiles2rank-for-var.html
-- Quantiles2Rank for VaR
test ../ test input-files/rounding-methods-for-var.html
-- Rounding Methods for VaR
test ../ test input-files/var-es-cube.html
-- VaR-ES Cube
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-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
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 dev/dev-whatif.html
-
What-If
test ../ test pdf-guides.html
PDF Guides
Rounding Methods for VaR
Download sample file: RoundingMethods.csv
This Rounding Methods for VaR file type is identified using the pattern: **RoundingMethods*.csv (as specified by roundingMethodsFilePattern).
This file is loaded using the RoundingMethods 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
MethodName
Y
N
String
Indicates the rounding method used to round VaR values
“CEIL”, “ROUND”, “FLOOR”, “ROUND_EVEN”, “WEIGHTED”
Method
N
N
String
Non-technical name for the rounding method
“Ceiling”, “Rounded”