frtb-data-load.properties

The frtb-data-load.properties file defines the file loading formats and pattern matching for the input files to the datastore.

Core stores

Key	Value
commodity.bucket.risk-weights.file-pattern	**/Commodity_BucketRiskWeights*.csv
commodity.intra-bucket.correlations.file-pattern	**/Commodity_IntraBucketCorrelations*.csv
vertices.file-pattern	**/Vertices*.csv
default.risk-weights.file-pattern	**/Default_Risk_Weights*.csv
erba.risk-weight.file-pattern	**/ERBA_Risk_Weight*.csv
eqty.buckets.risk-weights.file-pattern	**/EQTY_BucketsRiskWeights*.csv
fx.special-crosses.file-pattern	**/FX_Special_Crosses*.csv
girr.delta.weightings.file-pattern	**/GIRR_Delta_Weightings*.csv
girr.major-currency.file-pattern	**/GIRR_Major_Currency*.csv
instrument.lgd.file-pattern	**/Instrument_LGD*.csv
option.residual.maturity.vertices.file-pattern	**/Option_Residual_Maturity_Vertices.csv
seniority.description.file-pattern	**/Seniority_Description*.csv
vega.liquidity.horizons.file-pattern	**/Vega_Liquidity_Horizons*.csv
fx.data.file-pattern	**/FXData*.csv
liquidity.horizons.file-pattern	**/LiquidityHorizons.csv
obligor.risk-weights.file-pattern	**/Obligor_Risk_Weights.csv
ima.scenarios.file-pattern	**/IMA_Scenarios*.csv
multiplier.file-pattern	**/Multiplier.csv
fx.risk-weight.overrides.file-pattern	**/FX_Risk_Weight_Overrides*.csv
girr.correlation.overrides.file-pattern	**/GIRR_Correlation_Overrides*.csv
sensitivity-scaling.file-pattern	**/Sensitivity_Scaling*.csv

Hierarchy stores

Key	Value
book.parent-child.file-pattern	**/BookParentChild*.csv
legal-entity.parent-child.file-pattern	**/LegalEntityParentChild*.csv

Bucket stores

Key	Value
equity.buckets.file-pattern	**/Equity_Buckets*.csv
commodity.buckets.file-pattern	**/Commodity_Buckets*.csv
drc.bucket.sec-non-ctp.file-pattern	**/DRC_Bucket_SECNONCTP*.csv
equity.bucket-description.file-pattern	**/Equity_Bucket_Description*.csv

IMA stores

Key	Value
ima.risk-factors.file-pattern	**/IMARiskFactors*.csv

Config stores

Key	Value
frtb.parameters.file-pattern	**/FRTBParameters*.csv
parameter-set.file-pattern	**/ParameterSet*.csv
calendars.file-pattern	**/Calendar*.csv

PL stores

Key	Value
pl.var.vector.file-pattern	**/PL_VaR_Vector*.csv
pl.var.scenario.file-pattern	**/PL_VaR_Scenario*.csv
pl.summary.file-pattern	**/PL_Summary*.csv
pl.summary.scenarios.file-pattern	**/PLSummary_Scenarios*.csv

IMA trades stores

Key	Value
ima.trades.file-pattern	**/IMA_*_Trades*.csv
ima.summary.file-pattern	**/IMA_Summary*.csv

bucket stores

Key	Value
csr.bucket.non-sec.file-pattern	**/CSR_Bucket_NONSEC*.csv
csr.bucket.sec-ctp.file-pattern	**/CSR_Bucket_SECCTP*.csv
csr.bucket.sec-non-ctp.file-pattern	**/CSR_Bucket_SECNONCTP*.csv
csr.buckets.risk-weights.non-sec.file-pattern	**/CSR_BucketsRiskWeights_NONSEC*.csv
csr.buckets.risk-weights.sec-ctp.file-pattern	**/CSR_BucketsRiskWeights_SECCTP*.csv
csr.buckets.risk-weights.sec-non-ctp.file-pattern	**/CSR_BucketsRiskWeights_SECNONCTP*.csv
csr.bucket.description.non-sec.file-pattern	**/CSR_Bucket_Description_NONSEC*.csv
csr.bucket.description.sec-ctp.file-pattern	**/CSR_Bucket_Description_SECCTP*.csv
csr.bucket.description.sec-non-ctp.file-pattern	**/CSR_Bucket_Description_SECNONCTP*.csv
csr-ns.bucket.correlations.file-pattern	**/CSRNS_Bucket_Correlations*.csv

Trades file

Key	Value
trade.attributes.sa.trades.file-pattern	**/{Trade_Attributes,SA_Trades}*.csv

Legal Entity files

Key	Value
legal-entity.attributes.file-pattern	**/LegalEntityAttributes*.csv
legal-entity.imports.file-pattern	**/LegalEntityImports*.csv

DRC file

Key	Value
drc.scenario.count.file-pattern	**/DRC_SCENARIO_COUNT*.csv
drc.trade.file-pattern	**/DRC_Trade_*.csv
drc.linear.scenarios.file-pattern	**/DRC_LINEAR_SCENARIOS*.csv
drc.non-linear.recovery.file-pattern	**/DRC_NonLinear_Recovery_*.csv

Sensitivities file

Key	Value
sb.delta.sensitivities.file-pattern	**/SB*_Delta_Sensitivities*.csv
sb.vega.sensitivities.file-pattern	**/SB*_Vega_Sensitivities*.csv
sb.curvature.sensitivities.file-pattern	**/SB*_Curvature_Sensitivities*.csv
crif.pattern	**/*.crif

Overrides file

Key	Value
underlying-desc.overrides.file-pattern	**/Underlying_Desc_Overrides*.csv
drc.obligor.overrides.file-pattern	**/Obligor_Overrides*.csv
drc.tranche.overrides.file-pattern	**/Tranche_Overrides*.csv
rrao.overrides.file-pattern	**/RRAO_Overrides*.csv
risk-factor-desc.overrides.file-pattern	**/RiskFactor_Desc_Overrides*.csv

Stress Calibration file

Key	Value
stress-calibration.trades.file-pattern	**/StressCalibration_*_Trades*.csv
stress-calibration.scenarios.file-pattern	**/StressCalibration_Scenarios*.csv