DRC non linear recovery trade

Download sample file: DRC_NonLinear_Recovery_Trade.csv This file contains the P&L values of trades and DRC risk-factors for different scenarios. This DRC Non Linear Recovery Trade file type is identified using the pattern: **/DRC_NonLinear_Recovery_*.csv (as specified by drc.non-linear.recovery.file-pattern). A sample file is DRC_NonLinear_Recovery_Trade. This file is loaded using the DRC_NONLINEAR_RECOVERY topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.


Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	Timestamp (at close of business) for the data.
TradeId	Y	N	String	Trade Identifier
ObligorId	Y	Y	String	Identifier of the Obligor
Seniority	Y	Y	String	Indication of the Seniority level the recovery rate applies to. This will be used to look up the Recovery rate in the DRC scenario file.
Ccy	N	N	String	The currency of the P&L values
ScenarioIds	N	N	Vector of Integers	List of Scenario ids which include the trade as defaulting. Scenarios are numbered from 1 to the scenario count (inclusive).
PnL	N	N	Vector of Double	The P&L values corresponding to the Scenario ids. The first entry corresponds to scenario id 1.