Skip to main content
File pattern match: PL_VaR_Scenario*.csv This file contains a description of the VaR scenarios.
FieldTypeDescription
AsOfDateDate [YYYY-MM-DD]The as-of date (T-1).
IndexUnsigned IntegerThe index of the VaR scenario (within the VaR P&L vector).
ScenarioStringThe name of the VaR scenario.