Skip to main content

Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

Download sample file: IMA_Scenarios.csv This file contains input fields indicating the various PL scenarios corresponding to the Expected Shortfall PL Trade Input file. This IMA PL Scenarios file type is identified using the pattern: **/IMA_Scenarios*.csv (as specified by ima.scenarios.file-pattern). A sample file is IMA_Scenarios. This file is loaded using the Scenarios topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
FieldKeyNullFieldTypeDescriptionExample
DataSetYNStringExactly the same as for ‘Dataset’ as defined for the TradeInputs file.
IndexNNIntegerThe index in the vector representing the PnL - the first element has index 0.
ScenarioYNStringThe string representing the scenario corresponding to the index - for this reason, it is expected that the value of ‘Scenario’ should be distinct for each line in the input file.
AsOfDateYNDate ‘YYYY-MM-DD’Timestamp (at close of business) for the data.