File formats

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Introduction

This section describes the formats for the various data files used by FIA.

All files used by FIA are comma or tab-delimited ASCII, without leading or trailing rows. Therefore, no data field (such as a security name) can include a comma or a tab. Standard editing tools such as Excel or Notepad can be used to edit and update files.

In most cases, the only files required by FIA are a security file and a portfolio file .

The security file contains details about the securities held in your portfolios, while the portfolio file contains information about the holdings and returns of these securities. If you are modeling a hierarchical portfolio with several levels of security grouping, the structure of the portfolio is also supplied in the portfolio file.

Regularly updated data for sovereign zero coupon yield curves for most currencies is available to all users as part of the subscription package. However, should you wish to use your own data, we also describe the formats for these files.

Numerous sample data files are supplied on our website to help you set up your own files, and we suggest you refer to these while reading this chapter.

File definitions

Security file

Weights and returns

Yield curves

Index file

FX file

Configuration file

Sample security definitions

Subportfolios

Click here for information on how to set up subportfolio holdings in FIA.

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