Schedule Margin Rates

Download sample file: schedule-margin-rates.tsv The file must contain the Margin Rates for the schedule calculation.

Field	Nullable	Type	Description	Example
AsOfDate	N	String with format ‘YYYY-MM-DD’	Risk value date	2019-12-01
ParameterSet	Y	String	Specifies the parameter set to which the parameter belongs to. If no ParameterSet is defined within the file, it will be set to default	SIMM 2.2
MaturityBucket	N	String	Key of the bucket. Must match Regulatory Bucket (ProductClass and MaturityBucket if relevant)	Credit5y+
BucketMargin	N	Double	Value of the margin rate that will be applied to notional	0.1

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