Curve market data file format

The file is used to provide single-axis market prices for the greek-based PL calculations, through the CurveMarketData topic.

The mr.common.file-patterns.curve-market-data property is empty by default, with a potential value available in the CommonFilePatterns.CURVE_MARKET_DATA_FILE_PATTERN constant.

Field	Key	Nullable	Type	Description	Example
AsOfDate	Y	N	String with format ‘YYYY-MM-DD’	Indicates value date.	2019-01-01
CurveId	Y	N	String	Identifier of the curve. Must match risk factor identifier in the sensitivities files.	USD.OIS
MarketDataSet	Y	N	String	String defining the market data set, for example "Trader marks" or "Official EOD".	Official EOD
Tenor	Y	N	String	A tenor, such as 3M, 5Y, and so on.	1Y
Quote			Double	Market data quote to be used by the greek-based calculation. Must correspond to sensitivities to the same risk factor.	2453.1