Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test input-files/trade-attributes.html
- Trade Attributes
test ../ test input-files/cube-adjustments.html
- Cube Adjustments
test ../ test input-files/scenarios.html
- Scenarios
test ../ test input-files/market_data.html
-
Market data
test ../ test input-files/correlation-market-data.html
-- Correlation market data
test ../ test input-files/cube-market-data.html
-- Cube market data
test ../ test input-files/curve-market-data.html
-- Curve market data
test ../ test input-files/fx-rate-market-data.html
-- FX rate market data
test ../ test input-files/market-data.html
-- Market data
test ../ test input-files/market-shifts-for-taylor-var.html
-- Market shifts for Taylor VaR
test ../ test input-files/spot-market-data.html
-- Spot market data
test ../ test input-files/surface-market-data.html
-- Surface market data
test ../ test input-files/profit_and_loss.html
-
Profit & loss
test ../ test input-files/reference_data.html
-
Reference data
test ../ test input-files/var_es_calculations.html
-
VaR-ES calculations
test ../ test input-files/sensitivity_data.html
-
Sensitivities
test ../ test properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
test ../ test market-data-api.html
Market-data-api
FX rate market data
Download sample file: FX_Rate_Market_Data.csv
The file is used to provide FX quotes, through the FxRateMarketData topic.
This FX rate market data file type is identified using the pattern: **FX_Rate_Market_Data*.csv (as specified by mr.common.file-patterns.fx-rate-market-data).
This file is loaded using the FXRateMarketData topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.
For information on the glob patterns used and how to customize them, see note on File name patterns
The mr.common.file-patterns.fx-rate-market-data property is set in the application.yaml file.
Field
Key
Null
FieldType
Description
Example
AsOfDate
Y
N
String with format ‘YYYY-MM-DD’
Indicates the date of the file. See Note on AsOfDate .
MarketDataSet
Y
N
String
String defining the market data set
‘Official EOD’ or ‘Stressed’
BaseCcy
Y
N
String
The left side of the currency pair.
CounterCcy
Y
N
String
The right side of the currency pair.
Quote
N
N
Double
Forex rate between the two currencies.