P&L attribution tests and backtesting file formats
The following subsections describe the content of the input files for the PL Summary Cube and the PL Granular Cube. The PL Summary Cube uses a single input file called the PL Summary file, while the PL Granular Cube uses two input files called the PL VaR Vector file and the PL VaR Scenario file. Each subsection provides descriptions of the formats of the required input files.