SIMM Parameters

Download sample file: simm-parameters.tsv

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 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
Key N String Key of a parameter
Value N Double Value of the parameter 0.62