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Download sample file: Equity_Buckets.csv This file provides a mapping from Market Cap, Issuer Economy, and Issuer Sector to Equity Bucket. When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled in from this Equity Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file. This Equity Buckets file type is identified using the pattern: **/Equity_Buckets*.csv (as specified by equity.buckets.file-pattern). A sample file is Equity_Buckets. This file is loaded using the EquityBuckets topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
FieldKeyNullFieldTypeDescriptionExample
MarketCapYNStringValue must be “Large”,“Small”or “Other” and must match sensitivities file
IssuerEconomyYNStringValue must be “Emerging economy”,“Advanced economy”, or “Other” and must match sensitivities file
IssuerSectorYNStringMust match “EquitySector” of sensitivities file
BucketNNStringBucket number (e.g. 1 - 13)
AsOfDateYNDate ‘YYYY-MM-DD’Timestamp (at close of business) for the data.