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