cvarc-data-load.properties

File purpose

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

The file is located in the folder cvarc-application\src\main\resources.

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	`true`	Enables/disables 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.
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.

File patterns for the BA input files.

Property	Value
ba.ead.file-pattern	`glob:*/ba-cva-credit-exposures-risk-data*.csv`
ba.hedge.risk.file-pattern	`glob:*/ba-cva-hedges-risk-data*.csv`
ba.risk.weight.file-pattern	`glob:*/ba-cva-risk-weights*.csv`

File patterns for the SA input files.

Property	Value
sa.risk.weight.delta.interest.rate.file-pattern	`glob:*/sa-cva-risk-weights-delta-interest-rate*.csv`
sa.risk.weight.delta.couter-party.credit.spread.file-pattern	`glob:*/sa-cva-risk-weights-delta-counterparty-credit-spread*.csv`
sa.risk.weight.delta.reference.credit.spread.file-pattern	`glob:*/sa-cva-risk-weights-delta-reference-credit-spread*.csv`
sa.risk.weight.delta.equity.file-pattern	`glob:*/sa-cva-risk-weights-delta-equity*.csv`
sa.risk.weight.delta.commodity.file-pattern	`glob:*/sa-cva-risk-weights-delta-commodity*.csv`
sa.risk.factors.correlations.delta.interest.rate.file-pattern	`glob:*/sa-cva-risk-factors-correlations-delta-interest-rate*.csv`
sa.cross.buckets.correlation.counter-party.credit.spread.file-pattern	`glob:*/sa-cva-cross-buckets-correlation-counterparty-credit-spread*.csv`
sa.cross.buckets.correlation.reference.credit.spread.file-pattern	`glob:*/sa-cva-cross-buckets-correlation-reference-credit-spread*.csv`
sa.delta.sensitivities.file-pattern	`glob:*/sa-cva-cva-delta-sensitivities*.csv`
sa.hedges.delta.sensitivities.file-pattern	`glob:*/sa-cva-hedges-delta-sensitivities*.csv`
sa.vega.sensitivities.file-pattern	`glob:*/sa-cva-cva-vega-sensitivities*.csv`
sa.hedges.vega.sensitivities.file-pattern	`glob:*/sa-cva-hedges-vega-sensitivities*.csv`
sa.risk.factors.catalog.file-pattern	`glob:*/risk-factors-catalog*.csv`
sa.cva.risk.weights.vega.file-pattern	`glob:*/sa-cva-risk-weights-vega*.csv`

File patterns for the shared input files.

Property	Value
shared.netting-set.file-pattern	`glob:*/netting-set-attributes*.csv`
shared.trade.description.file-pattern	`glob:*/trade-attributes*.csv`
shared.instrument.file-pattern	`glob:*/reference-names-attributes*.csv`
liquid.interest.rate.currencies.file-pattern	`glob:*/liquid-interest-rate-currencies*.csv`
sa.approval.file-pattern	`glob:*/sa-cva-approval*.csv`
sa.carved.netting-sets.file-pattern	`glob:*/sa-cva-carved-nettingsets*.csv`
sa.buckets.interest.rate.file-pattern	`glob:*/sa-cva-buckets-interest-rate*.csv`
sa.buckets.foreign.exchange.file-pattern	`glob:*/sa-cva-buckets-foreign-exchange*.csv`
sa.buckets.counter-party.credit.spread.file-pattern	`glob:*/sa-cva-buckets-counterparty-credit-spread*.csv`
sa.buckets.reference.credit.spread.file-pattern	`glob:*/sa-cva-buckets-reference-credit-spread*.csv`
sa.buckets.equity.file-pattern	`glob:*/sa-cva-buckets-equity*.csv`
sa.buckets.commodity.file-pattern	`glob:*/sa-cva-buckets-commodity*.csv`
sa.vertices.file-pattern	`glob:*/vertices*.csv`
parameters.file-pattern	`glob:*/cvarc-parameters*.csv`
legal.relationship.file-pattern	`glob:*/legal-relationship*.csv`
parameter-set.file-pattern	`glob:*/ParameterSet.csv`
crif.file-pattern	`glob:*/crif*.csv`
source.fx-rate.file-pattern	`glob:*/fx-rate*.csv`