PL summary scenarios

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.


Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	Date ‘YYYY-MM-DD’	The as-of date (T-1). Timestamp (at close of business) for the data.
Index	N	N	Unsigned Integer	The index of the VaR scenario (within the VaR P&L vector)
Scenario	Y	N	String	The name of the VaR scenario

PL summary

PL VaR scenario

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