Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
The frtb-data-load.properties file defines the file loading formats and pattern matching for the input files to the datastore.
Core stores
| Key | Value |
|---|
| commodity.bucket.risk-weights.file-pattern | */Commodity_BucketRiskWeights.csv{,.gz} |
| commodity.intra-bucket.correlations.file-pattern | */Commodity_IntraBucketCorrelations.csv{,.gz} |
| csr-non-sec.high-ratings.file-pattern | */CSRNonSec_HighRatings.csv{,.gz} |
| vertices.file-pattern | */Vertices.csv{,.gz} |
| default.risk-weights.file-pattern | */Default_Risk_Weights.csv{,.gz} |
| erba.risk-weight.file-pattern | */ERBA_Risk_Weight.csv{,.gz} |
| eqty.buckets.risk-weights.file-pattern | */EQTY_BucketsRiskWeights.csv{,.gz} |
| fx.special-crosses.file-pattern | */FX_Special_Crosses.csv{,.gz} |
| girr.delta.weightings.file-pattern | */GIRR_Delta_Weightings.csv{,.gz} |
| girr.major-currency.file-pattern | */GIRR_Major_Currency.csv{,.gz} |
| instrument.lgd.file-pattern | */Instrument_LGD.csv{,.gz} |
| option.residual.maturity.vertices.file-pattern | **/Option_Residual_Maturity_Vertices.csv{,.gz} |
| seniority.description.file-pattern | */Seniority_Description.csv{,.gz} |
| vega.liquidity.horizons.file-pattern | */Vega_Liquidity_Horizons.csv{,.gz} |
| fx.data.file-pattern | */FXData.csv{,.gz} |
| liquidity.horizons.file-pattern | **/LiquidityHorizons.csv{,.gz} |
| obligor.risk-weights.file-pattern | **/Obligor_Risk_Weights.csv{,.gz} |
| ima.scenarios.file-pattern | */IMA_Scenarios.csv{,.gz} |
| multiplier.file-pattern | **/Multiplier.csv{,.gz} |
| fx.risk-weight.overrides.file-pattern | */FX_Risk_Weight_Overrides.csv{,.gz} |
| girr.correlation.overrides.file-pattern | */GIRR_Correlation_Overrides.csv{,.gz} |
| sensitivity-scaling.file-pattern | */Sensitivity_Scaling.csv{,.gz} |
Hierarchy stores
| Key | Value |
|---|
| book.parent-child.file-pattern | */BookParentChild.csv{,.gz} |
| legal-entity.parent-child.file-pattern | */LegalEntityParentChild.csv{,.gz} |
Bucket stores
| Key | Value |
|---|
| equity.buckets.file-pattern | */Equity_Buckets.csv{,.gz} |
| commodity.buckets.file-pattern | */Commodity_Buckets.csv{,.gz} |
| drc.bucket.sec-non-ctp.file-pattern | */DRC_Bucket_SECNONCTP.csv{,.gz} |
| equity.bucket-description.file-pattern | */Equity_Bucket_Description.csv{,.gz} |
IMA stores
| Key | Value |
|---|
| ima.risk-factors.file-pattern | */IMARiskFactors.csv{,.gz} |
Config stores
| Key | Value |
|---|
| frtb.parameters.file-pattern | */FRTBParameters.csv{,.gz} |
| parameter-set.file-pattern | */ParameterSet.csv{,.gz} |
| calendars.file-pattern | */Calendar.csv{,.gz} |
PL stores
| Key | Value |
|---|
| pl.var.vector.file-pattern | */PL_VaR_Vector.csv{,.gz} |
| pl.var.scenario.file-pattern | */PL_VaR_Scenario.csv{,.gz} |
| pl.summary.file-pattern | */PL_Summary.csv{,.gz} |
| pl.summary.scenarios.file-pattern | */PLSummary_Scenarios.csv{,.gz} |
IMA trades stores
| Key | Value |
|---|
| ima.trades.file-pattern | **/IMA__Trades.csv{,.gz} |
| ima.summary.file-pattern | */IMA_Summary.csv{,.gz} |
CSR files
| Key | Value |
|---|
| csr.bucket.non-sec.file-pattern | */CSR_Bucket_NONSEC.csv{,.gz} |
| csr.bucket.sec-ctp.file-pattern | */CSR_Bucket_SECCTP.csv{,.gz} |
| csr.bucket.sec-non-ctp.file-pattern | */CSR_Bucket_SECNONCTP.csv{,.gz} |
| csr.buckets.risk-weights.non-sec.file-pattern | */CSR_BucketsRiskWeights_NONSEC.csv{,.gz} |
| csr.buckets.risk-weights.sec-ctp.file-pattern | */CSR_BucketsRiskWeights_SECCTP.csv{,.gz} |
| csr.buckets.risk-weights.sec-non-ctp.file-pattern | */CSR_BucketsRiskWeights_SECNONCTP.csv{,.gz} |
| csr.bucket.description.non-sec.file-pattern | */CSR_Bucket_Description_NONSEC.csv{,.gz} |
| csr.bucket.description.sec-ctp.file-pattern | */CSR_Bucket_Description_SECCTP.csv{,.gz} |
| csr.bucket.description.sec-non-ctp.file-pattern | */CSR_Bucket_Description_SECNONCTP.csv{,.gz} |
| csr-ns.bucket.correlations.file-pattern | */CSRNS_Bucket_Correlations.csv{,.gz} |
Trades file
| Key | Value |
|---|
| trade.attributes.sa.trades.file-pattern | **/{Trade_Attributes,SA_Trades}*.csv{,.gz} |
Legal Entity files
| Key | Value |
|---|
| legal-entity.attributes.file-pattern | */LegalEntityAttributes.csv{,.gz} |
| legal-entity.imports.file-pattern | */LegalEntityImports.csv{,.gz} |
DRC files
| Key | Value |
|---|
| drc.scenario.count.file-pattern | */DRC_SCENARIO_COUNT.csv{,.gz} |
| drc.trade.file-pattern | **/DRC_Trade_*.csv{,.gz} |
| drc.summary.file-pattern | **/DRC_Summary_*.csv{,.gz} |
| drc.linear.scenarios.file-pattern | */DRC_LINEAR_SCENARIOS.csv{,.gz} |
| drc.non-linear.recovery.file-pattern | **/DRC_NonLinear_Recovery_*.csv{,.gz} |
| drc.public-sector.obligor.risk-weights.file-pattern | */DRC_Public_Sector_Obligor_Risk_Weights.csv{,.gz} |
Sensitivities files
| Key | Value |
|---|
| crif.pattern | **/*.crif{,.gz} |
| sb.delta.sensitivities.file-pattern | **/SB_Delta_Sensitivities.csv{,.gz} |
| sb.vega.sensitivities.file-pattern | **/SB_Vega_Sensitivities.csv{,.gz} |
| sb.curvature.sensitivities.file-pattern | **/SB_Curvature_Sensitivities.csv{,.gz} |
| sbm.summary.delta.sensitivities.file-pattern | **/SBM_Summary_Delta_Sensitivities.csv{,.gz} |
| sbm.summary.vega.sensitivities.file-pattern | **/SBM_Summary_Vega_Sensitivities.csv{,.gz} |
| sbm.summary.curvature.sensitivities.file-pattern | **/SBM_Summary_Curvature_Sensitivities.csv{,.gz} |
Overrides files
| Key | Value |
|---|
| underlying-desc.overrides.file-pattern | */Underlying_Desc_Overrides.csv{,.gz} |
| drc.obligor.overrides.file-pattern | */Obligor_Overrides.csv{,.gz} |
| drc.tranche.overrides.file-pattern | */Tranche_Overrides.csv{,.gz} |
| rrao.overrides.file-pattern | */RRAO_Overrides.csv{,.gz} |
| risk-factor-desc.overrides.file-pattern | */RiskFactor_Desc_Overrides.csv{,.gz} |
Stress Calibration files
| Key | Value |
|---|
| stress-calibration.trades.file-pattern | **/StressCalibration__Trades.csv{,.gz} |
| stress-calibration.scenarios.file-pattern | */StressCalibration_Scenarios.csv{,.gz} |
Multiple membership groups for IRT Desk
| Key | Value |
|---|
| irt-desk-groups.file-pattern | */IRTDeskGroups.csv{,.gz} |
