Download sample file: RRAO_Overrides.csv This file provides the overrides for RRAO category descriptions. This RRAO Overrides file type is identified using the pattern: **/RRAO_Overrides*.csv (as specified by rrao.overrides.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.
RRAO_Overrides. This file is loaded using the RRAOOverrides topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
| Field | Key | Null | FieldType | Description | Example |
| RRAOCategory | Y | N | String | The name of the RRAO Category to override. Matches the “RRAOCategory” column in the Trade Attributes file | |
| RiskClass | Y | N | String | Set to “RRAO”. | “RRAO” |
| Parameter Set | Y | N | String | The parameter set for which the override applies. | CRR2 |
| ResidualRisk | N | Y | ‘Y’ or ‘N’ | Indicates category subject to residual risk add-on. Replaces the ResidualRisk in the Trade Attributes file. | |
| ExoticUnderlying | N | Y | ‘Y’ or ‘N’ | If yes and residual risk, risk weight = 1% otherwise if residual risk, weight = .1%. Replaces the ExoticUnderlying in the Trade Attributes file. | |
| OtherResidualRiskType | N | Y | String | Replaces the OtherResidualRiskType in the Trade Attributes file. | |
| Exemption Reason | N | Y | String | Reported reason why the position is exempt from RRAO. | |
| Asset Class | N | Y | String | Reported asset class. | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |