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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

File pattern match: PL_VaR_Vector*.csv This file contains the VaR P&L vectors.
FieldTypeDescription
AsOfDateDate [YYYY-MM-DD]The as-of date (T-1).
TradeStringThe trade ID (or Position ID for fungible instrument).
CurrencyStringCurrency of VaR P&L Vector values.
Actual PLDoubleActual P&L value (for desk, as-of T-1).
Hypothetical PLDoubleHypothetical P&L value (for desk, as-of T-1).
Theoretical PLDoubleRisk-Theoretical P&L value (for desk, as-of T-1).
PLVectorVaR P&L vector (for desk, as-of T-1).