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Ladder Definition

Download sample file: LadderDefinition.csv

This Ladder Definition file type is identified using the pattern: **LadderDefinition*.csv (as specified by mr.sensi.file-patterns.ladders). This file is loaded using the SensiLadders 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

For more information, see Sensitivity ladders

Field Key Null FieldType Description Example
AsOfDate Y N String with format ‘YYYY-MM-DD’ Indicates the date of the file. See Note on AsOfDate. 2018-09-28
RiskClass Y N String The risk class that the ladder scale is defined for. Equity
ShiftType N N String The type of the scale (‘A’ for absolute, ‘R’ for relative). A
Scale N N List of doubles (delimited by semicolons) The ladder scale for the risk class and as-of-date.

The ladder must include the zero-shift as 0.0.		 -0.5;-0.25;-0.1;0.0;0.1;0.25;0.5 (Relative, percentages)

or

-47.6;-20.0;0.0;20.0;47.6 (Absolute shift values)