simm-data-load.properties

File purpose

The simm-data-load.properties file defines the file loading formats and pattern matching for the input files to the datastore.

File location

The file is located in the folder simm-starter\src\main\resources.

File values

Property Value Description
default.csvSource.buffer.size 1024 CSV buffer size in KB.
default.csvSource.parser.threads 8 Specifies the number of threads to be used for data loading.
default.csvSource.synchronous.parsing.mode false Synchronous parsing mode.
default.topic.file.number.skipped.lines 1 The number of skipped lines.
default.topic.accept.incomplete.lines false Specifies whether incomplete CSV lines are accepted.
default.topic.accept.overflow.lines false Specifies whether overflowing CSV lines are accepted.
default.topic.parser.column.separator \t Parser column separator.
topic.parser.column.separator.CrifDataParameters \t The separator for the CRIF data files. The default separator is tab.
default.topic.parser.process.quotes true Enables/disables using the available CPU number to spawn off the parser threads. When set to false, the thread number specified in default.csvSource.parser.threads is used.

Data File Format

Config File Format

Property Value
configuration.simm-parameters.file-pattern glob:**/*simm-parameters*.tsv
configuration.currency-risk-groups.file-pattern glob:**/*currency-risk-groups*.tsv
configuration.parameter-set.file-pattern glob:**/*parameter-set*.tsv
configuration.vertices.file-pattern glob:**/*vertices*.tsv
configuration.risk-types.file-pattern glob:**/*risk-types*.tsv

Buckets stores

Property Value
configuration.buckets-equity.file-pattern glob:**/*buckets-equity*.tsv
configuration.buckets-commodity.file-pattern glob:**/*buckets-commodity*.tsv
configuration.buckets-credit-qualifying.file-pattern glob:**/*buckets-credit-qualifying*.tsv
configuration.buckets-credit-non-qualifying.file-pattern glob:**/*buckets-credit-non-qualifying*.tsv

Schedule

Property Value
configuration.schedule.margin.rates.file-pattern glob:**/*schedule-margin-rates*.tsv

Regulation Handling

Property Value Description
crif.regulation.handling include Set to include by default. The options are:
- include: if both collectRegulations and postRegulations are empty, count the trade in the calculation.
- exclude: if both collectRegulations and postRegulations are empty, exclude the trade in the calculation.

Source File Formats

Property Value
source.crif.file-pattern glob:**/*crif*.tsv
source.crif.calibrations.support.file-pattern glob:**/*calibration-support*.tsv
source.crif.calibrations.file-pattern glob:**/calibrations*.tsv
source.portfolio_attributes.file-pattern glob:**/*portfolio*.tsv
source.fx-rate.file-pattern glob:**/*fx-rate*.tsv