Download sample file: StressCalibration_Scenarios.csv This Stress Calibration Scenarios file type is identified using the pattern: **/StressCalibration_Scenarios*.csv (as specified by stress-calibration.scenarios.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.
StressCalibration_Scenarios. This file is loaded using the StressCalibrationScenarios topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
| Field | Key | Null | FieldType | Description | Example |
| Type | Y | N | String | For IMCC this is the risk-factor set (“Full” or “Reduced”). For SES (NMRF), this is the risk-class. | |
| Index | N | N | Integer | The index in the vector representing the PnL - the first element has index 0. | |
| Scenario | Y | N | String | The string representing the scenario corresponding to the index - for this reason, it is expected that the value of ‘Scenario’ should be distinct for each line in the input file. | |
| AsOfDate | Y | N | Date ‘YYYY-MM-DD’ | Timestamp (at close of business) for the data. |