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Examples/Example_44/Input Expand file tree Collapse file tree Original file line number Diff line number Diff line change 2525 <Analytics >
2626 <Analytic type =" imschedule" >
2727 <Parameter name =" active" >Y</Parameter >
28- <Parameter name =" version" >2.6</Parameter >
2928 <Parameter name =" crif" >crif_schedule.csv</Parameter >
3029 <Parameter name =" calculationCurrency" >USD</Parameter >
3130 </Analytic >
Original file line number Diff line number Diff line change 11{
22 "csv_settings" : {
33 "files" : {
4+ "im_schedule.csv" : {
5+ "keys" : [
6+ " Portfolio" ,
7+ " ProductClass" ,
8+ " Side" ,
9+ " Currency"
10+ ],
11+ "column_settings" : [
12+ {
13+ "names" : [
14+ " GrossIM" ,
15+ " GrossCurrentRC" ,
16+ " NetCurrentRC" ,
17+ " NetToGrossRatio" ,
18+ " ScheduleIM"
19+ ],
20+ "abs_tol" : null ,
21+ "rel_tol" : 1e-12
22+ }
23+ ]
24+ },
25+ "im_schedule_trade.csv" : {
26+ "keys" : [
27+ " TradeId" ,
28+ " Portfolio" ,
29+ " ProductClass" ,
30+ " EndDate" ,
31+ " Label" ,
32+ " NotionalCurrency" ,
33+ " PVCurrency" ,
34+ " BaseCurrency" ,
35+ " CollectRegulations" ,
36+ " PostRegulations"
37+ ],
38+ "column_settings" : [
39+ {
40+ "names" : [
41+ " Maturity" ,
42+ " Multiplier" ,
43+ " Notional" ,
44+ " PV" ,
45+ " Notional(Base)" ,
46+ " PV(Base)" ,
47+ " GrossIM(Base)"
48+ ],
49+ "abs_tol" : null ,
50+ "rel_tol" : 1e-12
51+ }
52+ ]
53+ },
454 "simm_margin_data\\ .csv" : {
555 "keys" : [
656 " Portfolio" ,
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