Download sample file: PLCube.csv This is the input file for the PL Summary Cube This PLCube file type is identified using the pattern: **PLCube*.csv (as specified byDocumentation Index
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mr.pnl.file-patterns.pnl-import).
This file is loaded using the PnLBaseStore 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 |
| TradeID | Y | N | String | If TradeId comes from multiple systems you may need to prepend source system to the ID for uniqueness. Note that in certain cases, the TradeId could be for adjustment purposes. In such cases we might only have one PnL vector per Book or desk. The TradeId should contain this information clearly (ADDON or ADJ). | “IR_IRSWAP_LIBOR3M”, “EQ_12345677”, etc. |
| Type | Y | N | String | Type of P&L | ‘Actual PL’ |
| PLDriver | N | Y | String | Driver for the P&L value | ‘Market moves’ |
| IsFullReval | N | Y | String | Flag to indicate whether the P&L comes from a full revaluation in the risk engine. ‘Y’ or ‘N’. | |
| Ccy | N | N | String | Currency of the P&L value | |
| MarketDataSet | Y | N | String | The market data set that should be used when retrieving rates for FX conversion. | Official EOD |
| Bucket | N | Y | String | Placeholder for FRTB bucket of the risk factor. | |
| Desk | N | Y | String | Set to “Y” to identify this node as a desk, otherwise left empty. | |
| Book | N | Y | String | Book to map the trade to (must match the node in the Book Hierarchy). |