Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test release-notes.html
Release and migration notes
test ../ test build-configure-project.html
Building and configuring Atoti ISDA-SIMM
test ../ test dev-core.html
SIMM Core
test ../ test dev-ui-config.html
Configuring the UI
test ../ test calculations.html
Calculations guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube reference
test ../ test datastores.html
Datastores
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 what-if.html
What-If Analysis
test ../ test widgets.html
Widgets
test ../ test pdf-guides.html
PDF Guides
Calibrations
Download sample file: calibrations.tsv
Parameters in the CRIF format. The Solution 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
N
String
See Risk Data Standard
Info_SIMM_Version
Bucket
Y
Y
String
See Risk Data Standard
1
Label1
Y
Y
String
See Risk Data Standard
3Y
Label2
Y
Y
String
See Risk Data Standard
1Y
Parameter
N
Y
String
See Risk Data Standard
106
See also