Using DEE Template Orders

This section provides an overview of the DEE template orders included in 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

Custom Extraction Procedures

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

All the template orders use the AsOfDate placeholder to describe the value of the AsOfDate level in the executed query as well as within the 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.

{
  "templateOrderName": "PLCubeExport",
  "templatePlaceholders": {
    "AsOfDate": "2018-06-29"
  }
}

{
  "templateOrderName": "CrifExtraction",
  "templatePlaceholders": {
    "AsOfDate": "2018-06-29"
  }
}