Instrument market data file format

The file is used to provide per-instrument market prices for the greek-based PL calculations, through the InstrumentMarketData topic.

The mr.common.file-patterns.instrument-market-data property is empty by default, with a potential value available in the CommonFilePatterns.INSTRUMENT_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
InstrumentId	Y	N	String	Identifier of the instrument. 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
Quote			Double	Market data quote to be used by the greek-based calculation. Must correspond to sensitivities to the same risk factor.	2453.1