Supplying data to FIA
FIA has been designed to require as little data as possible to generate useful results.
To call FIA in stand-alone mode, supply data as CSV files.
To call the Flametree API from a program, supply data as in-memory arrays.
In all cases, security master data and at least one set of portfolio return data are required. Depending on how the analysis is configured, FIA may also require benchmark data, yield curve data, index data, and FX data. Each type of data is represented in a different way.
Configuration setting are described in a separate section.
This section describes how to set up data if you are supplying it as files.
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.
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.
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.
This section describes how to set up data if you are supplying it as in-memory arrays, via a Python, Java or program in another language.
All arrays are supplied as two-dimensional arrays of strings. Data arrays have exactly the same structure as files.
Click here for information on how to set up subportfolio holdings in FIA.