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
MarketDataSet
Y
N
String
The market data set that should be used when retrieving rates for FX conversion.
Official EOD
RiskFactor
N
N
String
Underlying risk factor (may be more than one) of the risk class. It is expected that the risk factor name encompasses the definition of the risk factor per the FRTB specification (paragraphs 59-66) or remains as close as possible to this regulation. This field is mandatory.