Navigation :
Quantiles
Store Field |
Key |
CanBeNull |
Type |
Cube Field |
Description |
QuantileName |
Y |
N |
String |
QuantileName |
Quantile for VaR estimation
Example: ‘EXCLUSIVE’, ‘EQUAL_WEIGHTS’, ‘CENTERED’ |
Quantile |
Y |
N |
String |
Quantile |
Non-technical name for the quantile |