Market Risk Accelerator v2.1signoff.export.properties
File purpose
The signoff.export.properties file sets the directory and filename pattern for storing the exported approved mandate data.
By default the format is \[AsOfDate]\MRA_[MandateId]_[Date]_[Timestamp].csv
File values
| Key | Value | Description |
|---|---|---|
| signoff.export.cube.aggregated.aggregate-across | ALL::Trades;Risk Factors Secondary | Sets the hierarchies for which data will be aggregated, in the appropriate export type. |
Entries should be separated by a comma, with the pattern “Domain::Hierarchy”.
One or more domains or hierarchies can be grouped together, separated by “;”.
Setting the domain as “ALL” will ensure the given hierarchies will be skipped for any domain not explicitly configured.
Configuration options are case-sensitive.
| Key | Value | Description |
|---|---|---|
| signoff.export.cube.skip-hierarchies | VaR-ES Cube::Percentile,Sensitivity Cube::LadderShifts;BookHierarchy;LegalEntityHierarchy;Risk Factors | Sets the hierarchies to skip when exporting data. |
Intended for use when a hierarchy cannot be exported properly (e.g. unbalanced hierarchies).
Entries should be separated by a comma, with the pattern “Domain::Hierarchy”.
One or more domains or hierarchies can be grouped together, separated by “;”.
Setting the domain as “ALL” will ensure the given hierarchies will be skipped for all domains.
Configuration options are case-sensitive.
| Key | Value | Description |
|---|---|---|
| signoff.export.cube.date-hierarchies | DEFAULT::AsOfDate@Date@Dates | Sets the date hierarchies to use when filtering exports. |
Entries should be separated by a comma, with the pattern “Domain::Level@Hierarchy@Dimension”.
One or more domains can be grouped together, separated by “;”.
Setting the domain as “DEFAULT” applies this configuration to any domain not explicitly configured.
Configuration options are case-sensitive.
| Key | Value | Description |
|---|---|---|
| signoff.export.filenames.mdx-template | MDXTemplate.vm | Sets the filename of the template to use for MDX queries. |
| signoff.export.max-results | 250000 | Sets the maximum number of results of an export. |
| signoff.export.store.max-results | 1000000 | Sets the maximum number of lines in a store export file. |
| signoff.export.max-file-size | 1073741824 | Sets the maximum file size of a store export file. Default is 1073741824=1GB |
| signoff.export.csv-separator | , | Sets the separator to use in the CSV export file. By default, “;” is reserved for vector element separation. |
| signoff.export.field-header-pairs | Sensi::Sensitivity;SensitivityName::Sensitivity Name | Defines the headers to use for specific fields. |
| signoff.export.measure-header-pairs | Gamma::Gamma Value;Delta::Delta Value | Defines the headers to use for specific measures. |