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Download sample file: PLSummary_Scenarios.csv This file describes the scenarios in the P&L vector used in PL Summary Cube for the VaR backtesting This PL Summary Scenarios file type is identified using the pattern: **/PLSummary_Scenarios*.csv (as specified by pl.summary.scenarios.file-pattern). A sample file is PLSummary_Scenarios. This file is loaded using the PLSummaryScenarios topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
FieldKeyNullFieldTypeDescriptionExample
AsOfDateYNDate ‘YYYY-MM-DD’The as-of date (T-1). Timestamp (at close of business) for the data.
IndexNNUnsigned IntegerThe index of the VaR scenario (within the VaR P&L vector)
ScenarioYNStringThe name of the VaR scenario