Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/whats-new.html
- What's New?
test ../ test user-getting-started/about-simm-accelerator.html
- About the Accelerator
test ../ test user-getting-started/deadlock-partitions-for-reference-stores-workaround.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../ test user-getting-started/about-guide.html
- About this guide
test ../ test user-getting-started/pdf.html
- PDF
test ../ test release-notes.html
Release Notes
test ../ test cube.html
Cube reference
test ../ test calculations.html
Calculations guide
test ../ test input-files.html
Input file formats
test ../ test input-files/parameters.html
-
Calculation parameters
test ../ test input-files/calibrations.html
-- Calibrations
test ../ test input-files/calibrations-support.html
-- Calibrations Support
test ../ test input-files/schedule-margin-rates.html
-- Schedule Margin Rates
test ../ test input-files/simm-parameters.html
-- SIMM Parameters
test ../ test input-files/vertices.html
-- Vertices
test ../ test input-files/model-meta-data.html
-
Model meta data
test ../ test input-files/risk-data.html
-
Portfolio risk data
test ../ test datastores.html
Datastores
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Calibrations
Download sample file: calibrations.csv
Parameters in the CRIF format. The Accelerator expects a separate file for each parameter set - for instance, SIMM 2.2 10d. Important: at the top of the file you must include an additional row having RiskType ‘AsOfDate’ and a start date for a given set in the field ‘Parameter’.
Field
Key
Null
FieldType
Description
Example
RiskType
Y
String
See Risk Data Standard
Info_SIMM_Version
Bucket
Y
String
See Risk Data Standard
1
Label1
Y
String
See Risk Data Standard
3Y
Label2
Y
String
See Risk Data Standard
1Y
Parameter
N
String
See Risk Data Standard
106
See also