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Documentation Index

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

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Download sample file: PL_VaR_Scenario.csv This file describes the scenarios in the P&L vector used in trade level PL Cube for the VaR backtesting. This PL VaR Scenario file type is identified using the pattern: **/PL_VaR_Scenario*.csv (as specified by pl.var.scenario.file-pattern). A sample file is PL_VaR_Scenario. This file is loaded using the PLScenarios 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