Download sample file: PL_VaR_Vector.csv This file contains the trade-level P&L values used to calculate the VaR for backtesting. This PL VaR Vector file type is identified using the pattern: **/PL_VaR_Vector*.csv (as specified by pl.var.vector.file-pattern). A sample file isDocumentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
PL_VaR_Vector. This file is loaded using the PLTrades 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. | |
| TradeId | Y | N | String | The Trade Id | |
| Ccy | N | N | String | The currency of VaR P&L Vector values. | |
| Actual PL | N | N | Double | The Actual P&L value | |
| Hypothetical PL | N | N | Double | The Hypothetical P&L value | |
| Theoretical PL | N | N | Double | The Risk-Theoretical P&L value | |
| PnL | N | N | Vector | VaR P&L Vector values |