signoff.properties

File purpose

The signoff.properties file contains specific parameters for sign-off operations.

File values

Key Value Description
sign-off.adjustments.scheduler-pool-size 1 Scheduler pool size for the adjustment execution service.
sign-off.level.members INTRA-DAY,TOTAL REVIEWABLE,UNAPPROVED The level member names for live, snapshot and unapproved task status
sign-off.var.levels AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking List of the levels eligible for filtering in the sign-off task definition for the Var-ES Cube
sign-off.sensi.levels AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking List of the levels eligible for filtering in the sign-off task definition for the Sensitivity Cube
sign-off.pnl.levels AsOfDate@Date@Dates,Book@Books@Booking,Desk@Desks@Booking List of the levels eligible for filtering in the sign-off task definition for the PnL Cube
sign-off.adjustments.cube.adjustableMeasures.VaR-ES\u0020Cube ES,VaR List of measures eligible for cube-level adjustment in the VaR-Es Cube
sign-off.adjustments.cube.adjustableMeasures.Sensitivity\u0020Cube Delta,Gamma,Vega List of measures eligible for cube-level adjustment in the Sensitivity Cube
sign-off.adjustments.cube.adjustableMeasures.PLCube DTD PnL List of measures eligible for cube-level adjustment in the PLCube
sign-off.adjustments.cube.asOfDateLevel.VaR-ES\u0020Cube AsOfDate@Date@Dates The asOfDate level, used by the cube-level adjustment in the VaR-Es Cube
sign-off.adjustments.cube.asOfDateLevel.Sensitivity\u0020Cube AsOfDate@Date@Dates The asOfDate level, used by the cube-level adjustment in the Sensitivity Cube
sign-off.adjustments.cube.asOfDateLevel.PLCube AsOfDate@Date@Dates The asOfDate level, used by the cube-level adjustment in the PL Cube
sign-off.adjustments.cube.hierarchiesToExclude.VaR-ES\u0020Cube Date@Dates,MarketDataSets@MarketData,Quantiles@Quantiles,RoundingMethods@Rounding,Scenario Sets@Risk,Sign-off Status@Sign-off,CalculationIds@Risk The hierarchies that are not part of the cube-level adjustment location in the VaR-ES Cube
sign-off.adjustments.cube.hierarchiesToExclude.Sensitivity\u0020Cube Date@Dates,MarketDataSets@MarketData,Quantiles@Quantiles,RoundingMethods@Rounding,Scenario Sets@Risk,Sign-off Status@Sign-off,DynamicMaturities@DynamicBucketing,DynamicMoneyness@DynamicBucketing,DynamicTenors@DynamicBucketing The hierarchies that are not part of the cube-level adjustment location in the Sensitivity Cube
sign-off.adjustments.cube.hierarchiesToExclude.PLCube Date@Dates,MarketDataSets@MarketData,Sign-off Status@Sign-off,Types@PnL The hierarchies that are not part of the cube-level adjustment location in the PnL Cube
sign-off.adjustments.cube.marketDataSetLevel.VaR-ES\u0020Cube MarketDataSet@MarketDataSets@MarketData The market data set level, used by the cube-level adjustment to handle the FX rate in the VaR-Es Cube
sign-off.adjustments.cube.marketDataSetLevel.Sensitivity\u0020Cube MarketDataSet@MarketDataSets@MarketData The market data set level, used by the cube-level adjustment to handle the FX rate in the Sensitivity Cube
sign-off.adjustments.cube.marketDataSetLevel.PLCube MarketDataSet@MarketDataSets@MarketData The market data set level, used by the cube-level adjustment to handle the FX rate in the PL Cube
sign-off.adjustments.cube.signOffFeedLevel.VaR-ES\u0020Cube Feed@Sign-off Status@Sign-off The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the Var-ES Cube
sign-off.adjustments.cube.signOffFeedLevel.Sensitivity\u0020Cube Feed@Sign-off Status@Sign-off The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the Sensitivity Cube
sign-off.adjustments.cube.signOffFeedLevel.PLCube Feed@Sign-off Status@Sign-off The path of the first level of the sign-off analysis hierarchy. It contains the first two members defined by sign-off.level.members. This is used to set up the hierarchy in the PL Cube
sign-off.adjustments.cube.signOffStatusLevel.VaR-ES\u0020Cube Status@Sign-off Status@Sign-off The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the Var-Es Cube
sign-off.adjustments.cube.signOffStatusLevel.Sensitivity\u0020Cube Status@Sign-off Status@Sign-off The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube
sign-off.adjustments.cube.signOffStatusLevel.PLCube Status@Sign-off Status@Sign-off The path of the second level of the sign-off analysis hierarchy. It will contains the last member defined by sign-off.level.members, and other status coming from the sign-off. This is used to set up the hierarchy in the PL Cube
sign-off.adjustments.cube.signOffTaskLevel.VaR-ES\u0020Cube Task@Sign-off Status@Sign-off The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the Var-ES Cube
sign-off.adjustments.cube.signOffTaskLevel.Sensitivity\u0020Cube Task@Sign-off Status@Sign-off The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the Sensitivity Cube
sign-off.adjustments.cube.signOffTaskLevel.PLCube Task@Sign-off Status@Sign-off The path of the third level of the sign-off analysis hierarchy. It will contains the task IDs coming from the sign-off. This is used to set up the hierarchy in the PL Cube
sign-off.adjustments.cube.signOffAdjustmentSourceLevel.VaR-ES\u0020Cube Source@Adjustment@Sign-off The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the VaR-ES Cube
sign-off.adjustments.cube.signOffAdjustmentSourceLevel.Sensitivity\u0020Cube Source@Adjustment@Sign-off The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube
sign-off.adjustments.cube.signOffAdjustmentSourceLevel.PLCube Source@Adjustment@Sign-off The path of the first level of the adjustment hierarchy. This is used to set up the hierarchy in the PL Cube
sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.VaR-ES\u0020Cube Input type@Adjustment@Sign-off The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the Var-ES Cube
sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.Sensitivity\u0020Cube Input type@Adjustment@Sign-off The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the Sensitivity Cube
sign-off.adjustments.cube.signOffAdjustmentInputTypeLevel.PLCube Input type@Adjustment@Sign-off The path of the second level of the adjustment hierarchy. This is used to set up the hierarchy in the PL Cube
sign-off.extraction.templates DEFAULT:CubeAdjustmentExport;VaR-ES Cube:VaRESCubeExport,VaRESAggCubeExport,VaRESCubeMetricExport;VaR-ES Cube| VaR:VaRESCubeMetricVaROnlyExport;Sensitivity Cube:SensiCubeExport,SensiAggCubeExport,SensiCubeMetricExport;PLCube:PLCubeExport,PLAggCubeExport The list of templates used for the sign-off export for each cube, and optionally for pairs of (cube, measures). For such pairs, the syntax is: Cube name&#124measure1,measure2:DEE template name
sign-off.extraction.templates.scalar DEFAULT:CubeAdjustmentExport;VaR-ES Cube:VaRESCubeExport,VaRESAggCubeExport,VaRESCubeMetricExport;VaR-ES Cube|VaR:VaRESCubeMetricVaROnlyExport;Sensitivity Cube:SensiScalarCubeExport,SensiScalarAggCubeExport,SensiCubeMetricExport;PLCube:PLCubeExport,PLAggCubeExport The list of templates used for the sign-off export for each cube and optionally for pairs of (cube, measures) with the scalar profile. For such pairs, the syntax is: Cube name&#124measure1,measure2:DEE template name