Setting up the index file

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The index file supplies information about various single-valued times series.

Typical values stored in the index file are:

  • CPI and RPI indices, measuring underlying inflation levels for markets
  • LIBOR, BBSW and other short-term interest rates
  • Paydown schedules for individual bonds

Note that different indices can be entered at different frequencies. For instance, CPI or RPI may be recorded monthly or quarterly, while LIBOR is recorded daily. Both types of data may be recorded in the same file.

Values must be entered in decimal format. For instance, a 2% CPI value is recorded as 0.02.

All rows in the index file must conform to the following format:

Column Field Type Example Required? Rules
1 Date Date 31/12/12 Yes Date of current record, using the date format supplied in the DateFormat or IndexDateFormat strings
2 Index name String GBP_CPI Yes Must be a string with at least 3 characters
3 Value Double 0.25 Yes Value of given index at given date

The tuple (Date, Index name) must be unique. Duplicate index entries within the same file will generate an error.


Entries in the Date column must conform to the relevant date format string in the project’s configuration file.

Index data can be supplied at any frequency you wish, including daily, weekly or monthly.

Index name

Name of current index


Value of current index