API constants

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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

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