cvarc-data-load.properties
File purpose
The cvarc-data-load.properties file defines the file loading formats and pattern matching for the input files to the datastore.
File location
The file is located in the folder cvarc-starter\src\main\resources.
File values
File loading format
| Property | Value | Description |
|---|---|---|
| default.csvSource.buffer.size | 1024 |
CSV buffer size in KB. |
| default.csvSource.parser.threads | 8 |
Specifies the number of threads to be used for data loading. |
| default.csvSource.synchronous.parsing.mode | true |
Enables/disables synchronous parsing mode. |
| default.topic.file.number.skipped.lines | 1 |
The number of skipped lines. |
| default.topic.accept.incomplete.lines | false |
Specifies whether incomplete CSV lines are accepted. |
| default.topic.accept.overflow.lines | false |
Specifies whether overflowing CSV lines are accepted. |
| default.topic.parser.column.separator | \t |
Parser column separator. |
| default.topic.parser.process.quotes | true |
Enables/disables using the available CPU number to spawn off the parser threads. When set to false, the thread number specified in default.csvSource.parser.threads is used. |
BA file format
File patterns for the BA input files.
| Property | Value |
|---|---|
| ba.ead.file-pattern | glob:**/*ba-cva-credit-exposures-risk-data*.csv |
| ba.hedge.risk.file-pattern | glob:**/*ba-cva-hedges-risk-data*.csv |
| ba.risk.weight.file-pattern | glob:**/*ba-cva-risk-weights*.csv |
SA file format
File patterns for the SA input files.
| Property | Value |
|---|---|
| sa.risk.weight.delta.interest.rate.file-pattern | glob:**/*sa-cva-risk-weights-delta-interest-rate*.csv |
| sa.risk.weight.delta.couter-party.credit.spread.file-pattern | glob:**/*sa-cva-risk-weights-delta-counterparty-credit-spread*.csv |
| sa.risk.weight.delta.reference.credit.spread.file-pattern | glob:**/*sa-cva-risk-weights-delta-reference-credit-spread*.csv |
| sa.risk.weight.delta.equity.file-pattern | glob:**/*sa-cva-risk-weights-delta-equity*.csv |
| sa.risk.weight.delta.commodity.file-pattern | glob:**/*sa-cva-risk-weights-delta-commodity*.csv |
| sa.risk.factors.correlations.delta.interest.rate.file-pattern | glob:**/*sa-cva-risk-factors-correlations-delta-interest-rate*.csv |
| sa.cross.buckets.correlation.counter-party.credit.spread.file-pattern | glob:**/*sa-cva-cross-buckets-correlation-counterparty-credit-spread*.csv |
| sa.cross.buckets.correlation.reference.credit.spread.file-pattern | glob:**/*sa-cva-cross-buckets-correlation-reference-credit-spread*.csv |
| sa.delta.sensitivities.file-pattern | glob:**/*sa-cva-cva-delta-sensitivities*.csv |
| sa.hedges.delta.sensitivities.file-pattern | glob:**/*sa-cva-hedges-delta-sensitivities*.csv |
| sa.vega.sensitivities.file-pattern | glob:**/*sa-cva-cva-vega-sensitivities*.csv |
| sa.hedges.vega.sensitivities.file-pattern | glob:**/*sa-cva-hedges-vega-sensitivities*.csv |
| sa.risk.factors.catalog.file-pattern | glob:**/*risk-factors-catalog*.csv |
| sa.cva.risk.weights.vega.file-pattern | glob:**/*sa-cva-risk-weights-vega*.csv |
Shared file format
File patterns for the shared input files.
| Property | Value |
|---|---|
| shared.netting-set.file-pattern | glob:**/*netting-set-attributes*.csv |
| shared.trade.description.file-pattern | glob:**/*trade-attributes*.csv |
| shared.instrument.file-pattern | glob:**/*reference-names-attributes*.csv |
| liquid.interest.rate.currencies.file-pattern | glob:**/*liquid-interest-rate-currencies*.csv |
| sa.approval.file-pattern | glob:**/*sa-cva-approval*.csv |
| sa.carved.netting-sets.file-pattern | glob:**/*sa-cva-carved-nettingsets*.csv |
| sa.buckets.interest.rate.file-pattern | glob:**/*sa-cva-buckets-interest-rate*.csv |
| sa.buckets.foreign.exchange.file-pattern | glob:**/*sa-cva-buckets-foreign-exchange*.csv |
| sa.buckets.counter-party.credit.spread.file-pattern | glob:**/*sa-cva-buckets-counterparty-credit-spread*.csv |
| sa.buckets.reference.credit.spread.file-pattern | glob:**/*sa-cva-buckets-reference-credit-spread*.csv |
| sa.buckets.equity.file-pattern | glob:**/*sa-cva-buckets-equity*.csv |
| sa.buckets.commodity.file-pattern | glob:**/*sa-cva-buckets-commodity*.csv |
| sa.vertices.file-pattern | glob:**/*vertices*.csv |
| parameters.file-pattern | glob:**/*cvarc-parameters*.csv |
| legal.relationship.file-pattern | glob:**/*legal-relationship*.csv |
| parameter-set.file-pattern | glob:**/ParameterSet*.csv |
| crif.file-pattern | glob:**/*crif*.csv |
| source.fx-rate.file-pattern | glob:**/*fx-rate*.csv |