PL VaR scenario - Atoti Hub

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.


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 scenarios

PL VaR vector

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