Scenarios - Atoti Hub

Download sample file: Scenarios.csv This Scenarios file type is identified using the pattern: **Scenarios*.csv (as specified by mr.common.file-patterns.scenarios). This file is loaded using the Scenarios 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 the date of the file. See Note on AsOfDate.
ScenarioSet	Y	N	String	Name of the set of scenarios.	”Historical”, “Stress”
Index	N	N	Integer	Pointer to position in the PnL[] vector for that Scenario. 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.	0 to 499 for a PnL[] vector of 500 values of historical scenarios
Scenario	Y	N	String	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.	”Black Monday 2007”
Liquidity Horizon	N	Y	Integer	The Liquidity Horizon in days. This field is optional.	10, 20, 40, 60, 120