This file is intended to load PnL data at book level for trend analysis.
This Profit & Loss without Product Control summary fields file type is identified using the pattern: **SummaryPL*.csv (as specified by mr.pnl.file-patterns.summary).
This file is loaded using the PnLBaseStore 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
AsOfDate
Y
N
String with format ‘YYYY-MM-DD’
Indicates value date.
2019-01-01
Book
N
Y
String
Book to map the trade to (must match the node in the Book Hierarchy).
CM_OILGAS
Daily
N
N
Double
P&L
Monthly
N
N
Double
Monthly (MTD) P&L.
Yearly
N
N
Double
Yearly (YTD) P&L.
Lifetime
N
N
Double
Lifetime (LTD) P&L.
Type
Y
N
String
Type of P&L.
‘Actual PL’
PLDriver
N
Y
String
Driver for the P&L value.
‘Market moves’
IsFullReval
N
Y
String
Flag to indicate whether the P&L comes from a full revaluation in the risk engine. ‘Y’ or ‘N’.
Ccy
N
N
String
Currency of the P&L value.
EUR
VaR inclusion type
Y
Y
String
Defines if a trade is included in the VaR by repricing (R) from the VaR-ES cube or by sensitivity (S) from the Taylor VaR formula.
Adjustment Source
Y
Y
String
Sign-off adjustment source tagging.
Input type
Y
Y
String
The type of input for the row (e.g Data load, User input).