09-30-2015 01:39 PM
I'm not quite sure if this is the place to ask about the RiksDimension questions, if you know, please don't hesitate to point it out, thanks!
I have RiskDimension question regarding the 'interval' option in MARKETDATA. The legitimate keywords used for this interval could be: YEAR, SEMIYEAR, QTR, MONTH, SEMIMONTH, TENDAY,WEEK, WEEKDAY, and DAY.
And the 'interval' should be set the same as that in SIMULATION definition, but only the interval, there is no horizon in the MARKETDATA specification like in SIMULATION. So my question is that is there a way to set the interval to an uncommon time interval, like 3-week.
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