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Scenarios

Store Field Key CanBeNull Type Cube Field Description
AsOfDate Y N Object AsOfDate Indicates the date of the file. The files in this document that contain an AsOfDate column will rely on that AsOfDate when loaded into the Atoti Server datastores. For the files that do not specify this column (whether described in this document or not), the AsOfDate is taken from the directory structure – these files should reside in the appropriate folder (usually ./data/20xx-yy-zz/ … /*.csv).
ScenarioSet Y N String Scenario Set Name of the set of scenarios.

Example: “Historical”, “Stress”
Index Y N String not used in cube The pointer to the Scenario’s position in the PnL[] vector. Values range from 0 to the total number of scenarios in the given scenario set. Note: The index must start at 0 for each ScenarioSet.

Example: 0 to 499 for a PnL[] vector of 500 values of historical scenarios.
Scenario N N String Scenario The name of the scenario for that Index. For historical scenarios, this could be the date. For stress simulations, it could be the name of the particular event.