Configuration files

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The configuration file

The configuration file is a short text file that contains the names of the files to be used in the attribution calculation, the type of attribution to be performed, and any other information required for the analysis, such as the base currency for the final reports. A configuration file must be supplied each time FIA is run.

A configuration file allows the user to set large numbers of parameters without having to retype them each time the program is run.

Configuration files may be given any name, but must have the suffix cnf. Configuration files may be written or edited using any text editor, such as Notepad (in Windows) or gedit (in Linux).

A sample configuration file looks as follows:

# sample.cnf
[FIA]
PortfolioFile = statfund1.csv
SecurityFile = sec_defs.csv
CarryDecomposition = pull_to_par
SovereignCurveDecomposition = STB
RollDownAttribution = n
DateFormat = %d/%m/%Y

This file specifies that

The user has left a comment on the first line that the name of the file is sample.cnf. Any line that is prefixed by a # symbol is treated as a comment, and is ignored by FIA.

A detailed list of the possible options specified in the configuration file is shown in the next table. Note that many settings do not need to have values assign, as sensible default values are defined.

A configuration file must always start with [FIA].

If an option setting does not correspond to a defined field, FIA flags an error and stops.

Portfolios that are regularly analysed may be assigned their own configuration file. This file can then be reused as often as required.

Options may be set in any order.
Options are case-sensitive.

Setting up a configuration file

There are two ways to set up a configuration file for FIA.

Setting up values

For string-valued options, use the pattern

FIELD=VALUE

VALUE can be upper or lower case.

For Boolean-valued options, use the pattern

FIELD=VALUE

where VALUE can take the values True, False, Yes, No, 1, 0.

Some fields can also be integer and real-valued.

No quotation marks are needed. Spaces to either side of the ‘=’ sign are ignored.

If a field is specified that is not recognised by FIA, the program will stop with an error message.

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