| Hierarchy | Level | Comments |
|---|---|---|
| Dates (slicing hierarchy) | AsOfDate | The as-of date (T-1). From the AsOfDate field in the VaR P&L Vectors file. |
| Scenarios (analysis hierarchy) | Scenario | The scenario name. Used for expanding the VaR P&L Vectors. |
| Hierarchy | Level | Comments |
|---|---|---|
| Dates (slicing hierarchy) | AsOfDate | The as-of date (T-1). From the AsOfDate field in the VaR P&L Vectors file. |
| Scenarios (analysis hierarchy) | Scenario | The scenario name. Used for expanding the VaR P&L Vectors. |