File format
| Field name | Description |
|---|---|
| Index | The number of the liquidity horizon |
| Liquidity Horizon | The liquidity horizon |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Index | Liquidity Horizon | Date | ParameterSet |
|---|---|---|---|
| 1 | 10 | 2016-01-01 | |
| 2 | 20 | 2016-01-01 | |
| 3 | 40 | 2016-01-01 | |
| 4 | 60 | 2016-01-01 | |
| 5 | 120 | 2016-01-01 |