Input Data
What each page shows
For each input file, the format for each row (or record) is shown, followed by a table defining all the fields in a record.
File name patterns
FRTB SA QIS uses glob patterns with the (*) asterisk wildcard character to identify the relevant file names for each category of input file. So you can add characters before and after the listed names, such as timestamps or ID numbers.
For example, the pattern **/FXData*.csv matches all CSV files with names beginning with the string “FXData” in any subdirectory.
In this guide, the File Pattern Match section for each of the input files specifies the glob pattern used. However, the glob prefix is omitted as it is now injected automatically.