FRTBCombinedCube context values

The following context values are available on the FRTBCombinedCube.

Context value	Description	Example
PLALookback	Number of business days to look back when calculating the Spearman Correlation and KS test metrics for PLA Tests. This may also be expressed as a period, to look back a number of calendar days.	“1M”, “3M”, “1Y”
BackTestingLookback	Number of business days to look back when counting the number of exceptions in the VaR backtesting. This may also be expressed as a period, to look back a number of calendar days.	“1M”, “3M”, “1Y”