Curve market data - Atoti Hub

Download sample file: Curve_Market_Data.csv The file is used to provide single-axis market prices for the greek-based PL calculations, through the CurveMarketData topic. This Curve market data file type is identified using the pattern: **Curve_Market_Data*.csv (as specified by mr.common.file-patterns.curve-market-data). This file is loaded using the CurveMarketData topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic. For information on the glob patterns used and how to customize them, see note on File name patterns

Field	Key	Null	FieldType	Description	Example
AsOfDate	Y	N	String with format ‘YYYY-MM-DD’	Indicates value date	2019-01-01
MarketDataSet	Y	N	String	String defining the market data set, for example “Trader marks” or “Official EOD”	Official EOD
CurveId	Y	N	String	Identifier of the curve. Must match risk factor identifier in the sensitivities files	USD.OIS
Tenor	Y	N	String	A tenor, such as 3M, 5Y, and so on.	1Y
Quote			Double	Market data quote to be used by the greek-based calculation. Must correspond to sensitivities to the same risk factor.	2453.1