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Static Maturities

Download sample file: StaticMaturities.csv

Pillars of maturity used to tore sensitivities internally

This Static Maturities file type is identified using the pattern: **StaticMaturities*.csv (as specified by sensiMaturitiesFilePattern). This file is loaded using the Maturities 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 bucket of time points
NumberOfDays N N String Number of days to include in the bucketed group
SensitivityName Y N String Sensitivity for which the maturity label is used