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Schedule Margin Rates
Download sample file: schedule-margin-rates.csv
The file must contain the Margin Rates for the schedule calculation.
| Field |
Key |
Null |
FieldType |
Description |
Example |
| AsOfDate |
|
N |
String with format ‘YYYY-MM-DD’ |
Risk value date |
2019-12-01 |
| ParameterSet |
|
Y |
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 |
| MaturityBucket |
|
N |
String |
Key of the bucket. Must match Regulatory Bucket (ProductClass and MaturityBucket if relevant) |
Credit5y+ |
| BucketMargin |
|
N |
Double |
Value of the margin rate that will be applied to notional |
0.1 |