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Documentation Index

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

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Download sample file: SummaryPL.csv This file is intended to load PnL data at book level for trend analysis. This Profit & Loss without Product Control summary fields file type is identified using the pattern: **SummaryPL*.csv (as specified by mr.pnl.file-patterns.summary). 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
FieldKeyNullFieldTypeDescriptionExample
AsOfDateYNString with format ‘YYYY-MM-DD’Indicates value date.2019-01-01
BookNYStringBook to map the trade to (must match the node in the Book Hierarchy).CM_OILGAS
DailyNNDoubleP&L
MonthlyNNDoubleMonthly (MTD) P&L.
YearlyNNDoubleYearly (YTD) P&L.
LifetimeNNDoubleLifetime (LTD) P&L.
TypeYNStringType of P&L.‘Actual PL’
PLDriverNYStringDriver for the P&L value.‘Market moves’
IsFullRevalNYStringFlag to indicate whether the P&L comes from a full revaluation in the risk engine. ‘Y’ or ‘N’.
CcyNNStringCurrency of the P&L value.EUR
MarketDataSetYNStringThe market data set that should be used when retrieving rates for FX conversion.Official EOD
VaR inclusion typeYYStringDefines if a trade is included in the VaR by repricing (R) from the VaR-ES cube or by sensitivity (S) from the Taylor VaR formula.
Adjustment SourceYYStringSign-off adjustment source tagging.
Input typeYYStringThe type of input for the row (e.g Data load, User input).