signoff.properties
File purpose
The signoff.properties file contains specific parameters for sign-off operations.
File values
| Key | Value | Description |
|---|---|---|
| sign-off.adjustments.scheduler-pool-size | 1 | Scheduler pool size for the adjustment execution service. |
| sign-off.level.members | INTRA-DAY,TOTAL REVIEWABLE,UNAPPROVED | The level member names for live, snapshot and unapproved task status |
| sign-off.var.levels | AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking | List of the levels eligible for filtering in the sign-off task definition for the Var-ES Cube |
| sign-off.sensi.levels | AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking | List of the levels eligible for filtering in the sign-off task definition for the Sensitivity Cube |
| sign-off.pnl.levels | AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking | List of the levels eligible for filtering in the sign-off task definition for the PnL Cube |
| sign-off.adjustments.cube.adjustableMeasures.VaR-ES\u0020Cube | ES,VaR | List of measures eligible for cube-level adjustment in the VaR-Es Cube |
| sign-off.adjustments.cube.adjustableMeasures.Sensitivity\u0020Cube | Delta,Gamma,Vega | List of measures eligible for cube-level adjustment in the Sensitivity Cube |
| sign-off.adjustments.cube.adjustableMeasures.PLCube | DTD PnL | List of measures eligible for cube-level adjustment in the PLCube |
| sign-off.adjustments.cube.asOfDateLevel.VaR-ES\u0020Cube | AsOfDate@Date@Dates | The asOfDate level, used by the cube-level adjustment in the VaR-Es Cube |
| sign-off.adjustments.cube.asOfDateLevel.Sensitivity\u0020Cube | AsOfDate@Date@Dates | The asOfDate level, used by the cube-level adjustment in the Sensitivity Cube |
| sign-off.adjustments.cube.asOfDateLevel.PLCube | AsOfDate@Date@Dates | The asOfDate level, used by the cube-level adjustment in the PL Cube |
| sign-off.adjustments.cube.hierarchiesToExclude.VaR-ES\u0020Cube | Date@Dates,MarketDataSets@MarketData,Quantiles@Quantiles,RoundingMethods@Rounding,Scenario Sets@Risk,Sign-off Status@Sign-off,CalculationIds@Risk | The hierarchies that are not part of the cube-level adjustment location in the VaR-ES Cube |
| sign-off.adjustments.cube.hierarchiesToExclude.Sensitivity\u0020Cube | Date@Dates,MarketDataSets@MarketData,Quantiles@Quantiles,RoundingMethods@Rounding,Scenario Sets@Risk,Sign-off Status@Sign-off,DynamicMaturities@DynamicBucketing,DynamicMoneyness@DynamicBucketing,DynamicTenors@DynamicBucketing | The hierarchies that are not part of the cube-level adjustment location in the Sensitivity Cube |
| sign-off.adjustments.cube.hierarchiesToExclude.PLCube | Date@Dates,MarketDataSets@MarketData,Sign-off Status@Sign-off,Types@PnL | The hierarchies that are not part of the cube-level adjustment location in the PnL Cube |
| sign-off.adjustments.cube.marketDataSetLevel.VaR-ES\u0020Cube | MarketDataSet@MarketDataSets@MarketData | The market data set level, used by the cube-level adjustment to handle the FX rate in the VaR-Es Cube |
| sign-off.adjustments.cube.marketDataSetLevel.Sensitivity\u0020Cube | MarketDataSet@MarketDataSets@MarketData | The market data set level, used by the cube-level adjustment to handle the FX rate in the Sensitivity Cube |
| sign-off.adjustments.cube.marketDataSetLevel.PLCube | MarketDataSet@MarketDataSets@MarketData | The market data set level, used by the cube-level adjustment to handle the FX rate in the PL Cube |
| sign-off.adjustments.cube.signOffFeedLevel.VaR-ES\u0020Cube | Feed@Sign-off Status@Sign-off | The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the Var-ES Cube |
| sign-off.adjustments.cube.signOffFeedLevel.Sensitivity\u0020Cube | Feed@Sign-off Status@Sign-off | The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the Sensitivity Cube |
| sign-off.adjustments.cube.signOffFeedLevel.PLCube | Feed@Sign-off Status@Sign-off | The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the PL Cube |
| sign-off.adjustments.cube.signOffStatusLevel.VaR-ES\u0020Cube | Status@Sign-off Status@Sign-off | The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the Var-Es Cube |
| sign-off.adjustments.cube.signOffStatusLevel.Sensitivity\u0020Cube | Status@Sign-off Status@Sign-off | The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube |
| sign-off.adjustments.cube.signOffStatusLevel.PLCube | Status@Sign-off Status@Sign-off | The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the PL Cube |
| sign-off.adjustments.cube.signOffTaskLevel.VaR-ES\u0020Cube | Task@Sign-off Status@Sign-off | The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the Var-ES Cube |
| sign-off.adjustments.cube.signOffTaskLevel.Sensitivity\u0020Cube | Task@Sign-off Status@Sign-off | The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube |
| sign-off.adjustments.cube.signOffTaskLevel.PLCube | Task@Sign-off Status@Sign-off | The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the PL Cube |
| sign-off.adjustments.cube.signOffAdjustmentSourceLevel.VaR-ES\u0020Cube | Source@Adjustment@Sign-off | The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the VaR-ES Cube |
| sign-off.adjustments.cube.signOffAdjustmentSourceLevel.Sensitivity\u0020Cube | Source@Adjustment@Sign-off | The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube |
| sign-off.adjustments.cube.signOffAdjustmentSourceLevel.PLCube | Source@Adjustment@Sign-off | The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the PL Cube |
| sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.VaR-ES\u0020Cube | Input type@Adjustment@Sign-off | The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the Var-ES Cube |
| sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.Sensitivity\u0020Cube | Input type@Adjustment@Sign-off | The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube |
| sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.PLCube | Input type@Adjustment@Sign-off | The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the PL Cube |
| sign-off.extraction.templates | DEFAULT:CubeAdjustmentExport;VaR-ES Cube:VaRESCubeExport,VaRESAggCubeExport,VaRESCubeMetricExport;VaR-ES Cube| VaR:VaRESCubeMetricVaROnlyExport;Sensitivity Cube:SensiCubeExport,SensiAggCubeExport,SensiCubeMetricExport;PLCube:PLCubeExport,PLAggCubeExport | The list of templates used for the sign-off export for each cube, and optionally for pairs of (cube, measures). For such pairs, the syntax is: Cube name|measure1,measure2:DEE template name |
| sign-off.extraction.templates.scalar | DEFAULT:CubeAdjustmentExport;VaR-ES Cube:VaRESCubeExport,VaRESAggCubeExport,VaRESCubeMetricExport;VaR-ES Cube|VaR:VaRESCubeMetricVaROnlyExport;Sensitivity Cube:SensiScalarCubeExport,SensiScalarAggCubeExport,SensiCubeMetricExport;PLCube:PLCubeExport,PLAggCubeExport | The list of templates used for the sign-off export for each cube and optionally for pairs of (cube, measures) with the scalar profile. For such pairs, the syntax is: Cube name|measure1,measure2:DEE template name |