API constants
From Flametree Technologies
Notes
The type of each field is indicated in its name.
Each label refers to an internal integer label.
User-supplied and program generated data
| Field | Description | Value |
|---|---|---|
| FX_MATRIX_PORTFOLIO | Name of user-supplied portfolio weights and returns file, including file path if required | 0 |
| FX_MATRIX_BENCHMARK | Name of user-supplied benchmark weights and returns file, including file path if required | 1 |
| FX_MATRIX_SECURITY | Name of user-supplied security definitions file, including file path if required | 2 |
| FX_MATRIX_YIELDCURVE | Name of user-supplied yield curve file, including file path if required | 3 |
| FX_MATRIX_STRESS | Name of user-supplied stress test scenario file, including file path if required | 4 |
| FX_MATRIX_MAP | Name of user-supplied security ID map file, including file path if required | 5 |
| FX_MATRIX_FX | Name of user-supplied FX rate file, including file path if required | 6 |
| FX_MATRIX_INDEX | Name of user-supplied index data, including file path if required | 7 |
| FX_MATRIX_RESULTS | Name of attribution results data | 8 |
| FX_MATRIX_RISKS | Name of risk results data | 9 |
| FX_MATRIX_CURVES | Name of curve results data | 10 |
| FX_MATRIX_DIAGNOSTIC | Name of diagnostic data | 11 |
Notes
All data is supplied as two-dimensional matrices of type STRING_MATRIX. Since individual entries have type string, numerical values should be converted to doubles before being used.
File format data
| Field | Description | Value |
|---|---|---|
| FT_BOOL_FILE_HEADERS | Indicates whether user-supplied data has column header data | 100 |
| FT_STRING_DATE_FORMAT | Default format for user-supplied dates. This format is applied to all dates unless a different format is supplied using one of the other settings in this section | 101 |
| FT_STRING_SECURITY_DATE_FORMAT | Format for dates in security master data | 102 |
| FT_STRING_PORTFOLIO_DATE_FORMAT | Format for dates in portfolio data | 103 |
| FT_STRING_BENCHMARK_DATE_FORMAT | Format for dates in benchmark data | 104 |
| FT_STRING_YIELDCURVE_DATE_FORMAT | Format for dates in benchmark data | 105 |
| FT_STRING_FX_DATE_FORMAT | File format for dates in benchmark data. | 106 |
| FT_STRING_INDEX_DATE_FORMAT | File format for dates in benchmark data. | 107 |
Notes
