Skip to main content
This document contains the file formats for the CSV files that can be used by clients as input to the Reference Implementation, for SA, IMA, and IMA Summary. Sample input files are included in the source distribution. These files are loaded during testing of the reference implementation and provide examples of each of the file types.

What does each page show?

For each input file, the format for each row (or record) is shown, followed by a table defining all the fields in a record.

How to interpret file name patterns

uses glob patterns with the (*) asterisk wildcard character to identify the relevant file names for each category of input file. Characters can therefore be added before and after the listed names, such as timestamps or ID numbers. For example, the pattern **/FXData*.csv matches all CSV files with names beginning with the string “FXData” in any subdirectory. In this guide, the File Pattern Match section for each of the input files specifies the glob pattern used. However, the glob prefix is omitted as it is now injected automatically. The glob patterns can be customized in frtb-data-load.properties.

What does this section cover?

Core Configuration Files

CRIF Files

Reference and Booking Files

SA Input File Formats

IMA Input Files

Stress Calibration Input Files