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
SIMM Parameters
Download sample file: simm-parameters.csv
The file must contain the list of parameters. It covers the parameters defined as scalar values. If a file is not provided for a date, the most recent preceding date file will be used.
Field
Key
Null
FieldType
Description
Example
AsOfDate
String with format ‘YYYY-MM-DD’
Risk value date
2019-12-01
ParameterSet
String
Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will be set to default
SIMM 2.2
Name
String
Key of a parameter
schedule.im.first.part.scalar
Value
Double
Value of the parameter
0.62