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Asset Mapping
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Introduction
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This document provides an overview of the asset mapping functionality within the Samplicity package. It details how different asset types are mapped to shocks, which are essential for calculating market risk.

The assets inputs are detailed in the input files:

* *asset_inputs:* Which provides all the detail on the different asset inputs.
* *asset_mapping:* Whcih maps the different *asset_types* to the different asset shcoks.

This document details the different values that are accepted for the two files.

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Asset Shocks
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As noted previously, different asset types must be mapped to shocks. A user has complete freedom of the names that can be given the asset_types but the asset shock vlaues are limited.

This is done in the asset_mapping files. The shocks are used by the package to calculate market risk. The following asset shocks are acceptable and used by the package:

* equity_global
* equity_sa
* equity_infrastructure
* equity_other
* property
* currency
* spread_credit
* concentration
* concentration_bank
* concentration_government
* default_type_1
* default_type_2
* default_type_2_overdue
* default_type_3
* spread_interest
* spread_interest_infastructure
* Interest_rate

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LGD Adjustments (lgd_adj)
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The values that can be used for the different LGD adjustments:
* cash_covered
* over_collateralised
* fully_collateralised
* partially_collateralised
* unsecured
* less_50_collateral
* more_50_collateral
* sub_ordinated

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Bond Type (bond_type)
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* fixed
* floating_3_0

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LGD Classification 
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* cash_covered
* over_collateralised
* fully_collateralised
* partially_collateralised
* unsecured
* less_50_collateral
* more_50_collateral
* sub_ordinated