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