Navigation :
test ../../../ test user-ref.html
User & Reference Guide
test ../../../ test getting-started.html
Getting started
test ../../../ test getting-started/using-this-guide.html
- Using this guide
test ../../../ test getting-started/whats-new.html
- What's New
test ../../../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../../../ test tutorials.html
Tutorials
test ../../../ test tutorials/data-health-check.html
- Data Health Check
test ../../../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../../../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../../../ test tutorials/workaround-for-deadlock-issue-when-attempting-to-create-partitions-for-reference-stores.html
- Workaround for deadlock issue when attempting to create partitions for reference stores
test ../../../ test configuration.html
Configuration files
test ../../../ test limits.html
Limit monitoring
test ../../../ test sign-off.html
Sign-Off Approvals
test ../../../ test cube.html
Data Cubes
test ../../../ test what-if.html
What-If Analysis
test ../../../ test datastore.html
Data Stores
test ../../../ test input-files.html
Input Files
test ../../../ test dev.html
Developer Guide
test ../../../ test dev/dev-release.html
-
Release and migration notes
test ../../../ test dev/dev-getting-started.html
-
Getting Started
test ../../../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../../../ test dev/dev-ref-impl/dev-config-files.html
--
Configuration files
test ../../../ test dev/dev-ref-impl/dev-input-files.html
--
Input file formats
test ../../../ test dev/dev-ref-impl/dev-dlc.html
--
Data Load Controller in the FRTB Accelerator
test ../../../ test dev/dev-ref-impl/dev-dlc/dlc-classes.html
--- Data Load Controller classes
test ../../../ test dev/dev-ref-impl/dev-dlc/dlc-frtb-config.html
--- FRTB-specific Configuration
test ../../../ test dev/dev-ref-impl/dev-dlc/dlc-getting-started.html
--- Getting started with the Data Load Controller
test ../../../ test dev/dev-ref-impl/dev-dlc/using-dee-template-orders.html
--- Using DEE Template Orders
test ../../../ test dev/dev-ref-impl/dev-etl.html
--
FRTB ETL (Extract/Transform/Load)
test ../../../ test dev/dev-ref-impl/dev-rest.html
--
REST Services
test ../../../ test dev/dev-ref-impl/dev-datastore.html
--
FRTB Datastore Configuration
test ../../../ test dev/dev-ref-impl/cube-config-intro.html
-- FRTB Cube Configuration
test ../../../ test dev/dev-ref-impl/dev-measures-context.html
-- Measures and context values
test ../../../ test dev/dev-ref-impl/sign-off-analysis-hierarchy.html
-- Sign-Off Analysis Hierarchy
test ../../../ test dev/dev-core.html
-
FRTB Core
test ../../../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../../../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../../ test interpret-impl.html
FRTB Accelerator Interpretation and Implementation of BCBS 457
test ../../../ test pdf-guides.html
PDF Guides
test ../../../ test glossary.html
Glossary
Using DEE Template Orders
This section provides an overview of the DEE template orders included in the FRTB Accelerator. For general information
see DEE Template Orders
.
Included template orders
The Accelerator provides template orders for:
CRIF-format extraction of StandardisedApproachCube data
The extraction of trade-level data for loading into appropriate summary cubes
Available template Orders
Extraction order JSON file
Details
CrifExtraction
StandardisedApproachCube export in CRIF format
IMADRCCubeExport
IMADRCCube data export for load into IMADRCSummaryCube
PLCubeExport
PLCube data export for load into PLSummaryCube
Within our template orders we make use of custom extraction procedures which can be found in the following directory:
frtb-activepivot/src/main/java/com/activeviam/frtb/ref/services/dee/impl/
For our summary cube template orders we use FRTBVectorExtractionProcedure
to format vector output columns to what is expected by the ETL of summary cubes
For our CRIF extraction template order we use FRTBCrifExtractionProcedure
for a majority of our output columns so that they appear in the correct format
Template Placeholders
In our CRIF template order we make use of AsOfDate
placeholder to describe the value of the AsOfDate level in our query which is being executed as well as
within our file name.
DEE Properties
The template order location is set by the data.extraction.templates.base.dir.path
property. The base directory of the output files is set by
the data.extraction.service.base.dir.path
property.
note
Subdirectory and file names are set within the template orders themselves. {{ /notice }}
For more information,
see DEE Properties
.
Example Submit Template Order requests
URL
http://localhost:8080/frtb-starter/connectors/rest/dee/v1/submitTemplateOrders
Body - Summary Cube Extraction
The following example can be used for IMADRCCubeExport, and PLCubeExport by changing the templateOrderName
to the relevant template order name.
{
"templateOrderName" : "PLCubeExport"
}
Body - CRIF Extraction
The following example can be used for CrifExtraction
{
"templateOrderName" : "CrifExtraction" ,
"templatePlaceholders" : {
"AsOfDate" : "2018-06-29"
}
}