The SCENARIOS table contains the VaR and ES scenario descriptions.Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Column Name | Type | Not Null | Cube Field | Default Value1 | Description |
|---|---|---|---|---|---|
| AS_OF_DATE | DATE | Y | Indicates the date of the file. | ||
| SCENARIO_SET | STRING | Y | Scenarios | N/A | The name of the scenario for that Index. For historical scenarios, this could be the date. For stress simulations, it could be the name of the particular event. |
| INDEX | INT | Y | 0 | The pointer to the Scenario’s position in the PnL[] vector. Values range from 0 to the total number of scenarios in the given scenario set. Note: The index must start at 0 for each ScenarioSet. | |
| SCENARIO | STRING | Y | Scenario Sets | N/A | Non-technical name for the scenario. |
| LIQUIDITY_HORIZON | INT | Y | Liquidity Horizons | 1 | The Liquidity Horizon in days. This field is optional. |
Unique Key
| Columns |
|---|
| AS_OF_DATE |
| SCENARIO_SET |
| SCENARIO |
- If the default value is marked as empty, it means that the default value is ‘null’ for nullable fields, and that a value needs to be explicitly set for non-nullable fields. ↩︎