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Calibrations Support
Download sample file: calibration-support.csv
This file is used to configure tuple verification for etl of calibrations file, as well as validating calibrations lookups
| Field |
Key |
Null |
FieldType |
Description |
Example |
| AsOfDate |
Y |
|
String with format ‘YYYY-MM-DD’ |
Risk value date |
2019-12-05 |
| ParameterSet |
Y |
|
String |
Must match ParameterSet in the calibrations file |
10d |
| RiskType |
Y |
|
String |
Must match RiskType in the calibrations file |
Calib_BaseCorr_Corr |
| Bucket |
N |
|
String, TRUE or FALSE |
Indicates whether the corresponding field in the calibrations file is expected to be non-empty |
TRUE |
| Label1 |
N |
|
String |
Indicates whether the corresponding field in the calibrations file is expected to be non-empty |
TRUE |
| Label2 |
N |
|
String |
Indicates whether the corresponding field in the calibrations file is expected to be non-empty |
TRUE |
See also