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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.

This section provides an overview of the DEE template orders included in . For general information see DEE Template Orders .

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Included template orders

The Solution provides template orders for:
  • CRIF-format extraction of StandardisedApproachCube data
  • The extraction of trade-level data for loading as summary data (at book and legal-entity level)
The files produced by these extraction procedures can be loaded into the cube.

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Available template Orders

Extraction order JSON fileDetails
CrifExtractionStandardisedApproachCube export in CRIF format.
See CRIF file format.
SACubeDeltaExportStandardisedApproachCube Delta sensitivities export as summary data.
See SBM_Delta_Sensi_Summary file format.
SACubeVegaExportStandardisedApproachCube Vega sensitivities export as summary data.
See SBM_Vega_Sensi_Summary file format
SACubeCurvatureExportStandardisedApproachCube Curvature sensitivities export as summary data.
See SBM_Curvature_Sensi_Summary file format.
SACubeDRCExportStandardisedApproachCube DRC sensitivities export as summary data.
See DRC_Summary file format.
SACubeRRAOExportStandardisedApproachCube RRAO sensitivities export as summary data.
See RRAO_Summary file format.
IMACubeExportInternalModelApproachCube export as summary data.
See IMA_Summary file format.
IMADRCCubeExportIMADRCCube export as summary data.
See IMA_DRC_Summary file format.
PLCubeExportPLCube export as summary data.
See PLSummary file format.

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Custom Extraction Procedures

Within our template orders we make use of custom extraction procedures which can be found in the following directory: frtb-activepivot/src/main/java/com/activeviam/frtb/ref/services/dee/impl/
Template orderProcedure used
IMACubeExport, IMADRCCubeExport, and PLCubeExportFRTBVectorExtractionProcedure to format vector output columns to what is expected by the ETL of summary data.
CrifExtractionFRTBCrifExtractionProcedure for a majority of our output columns so that they appear in the correct format.
SACubeDeltaExportDeltaExtractionProcedure to create the columns which use different levels based on RiskClass.
SACubeDRCExportDRCExtractionProcedure to create the columns which use different levels based on RiskClass.

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Template Placeholders

All the template orders use the AsOfDate placeholder to describe the value of the AsOfDate level in the executed query as well as within the file name.

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DEE Properties

The template order location is set by the data.extraction.templates.base.dir.path property. The base directory of the output files is set by the data.extraction.service.base.dir.path property.
Subdirectory and file names are set within the template orders themselves.
For more information, see DEE Properties .

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Example Submit Template Order requests

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URL

http://localhost:8080/frtb-starter/connectors/rest/dee/v1/submitTemplateOrders

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Body - Summary Data Extractions

The following example can be used for IMACubeExport, IMADRCCubeExport, and PLCubeExport by changing the templateOrderName to the relevant template order name. 
{
  "templateOrderName": "PLCubeExport",
  "templatePlaceholders": {
    "AsOfDate": "2018-06-29"
  }
}

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Body - CRIF Extraction

The following example can be used for CrifExtraction 
{
  "templateOrderName": "CrifExtraction",
  "templatePlaceholders": {
    "AsOfDate": "2018-06-29"
  }
}