Common formats

The CSV loaders have some common formats for values, detailed below:

Dates

The loaders support the following date formats:

Format Example Description Notes
yyyy-MM-dd 2017-06-01 1st June 2017 ISO-8601, Recommended format
yyyyMMdd 20170601 1st June 2017 ISO-8601 basic format
yyyy/MM/dd 2017/06/01 1st June 2017  
d-MMM-yyyy 1-Jun-2017 1st June 2017 Month abbreviation in English
d-MMM-yy 1-Jun-17 1st June 2017 Month abbreviation in English
dMMMyyyy 1Jun2017 1st June 2017 Month abbreviation in English
dMMMyy 1Jun17 1st June 2017 Month abbreviation in English
d/M/yyyy 1/6/2017 1st June 2017 Excel format
d/M/yy 1/6/17 1st June 2017  

Year/Month

The loaders support the following year/month formats:

Format Example Description Notes
yyyy-MM 2017-06 June 2017 ISO-8601, Recommended format
yyyyMM 201706 June 2017 ISO-8601 basic format
yyyy/MM 2017/06 June 2017  
MMM-yyyy Jun-2017 June 2017 Month abbreviation in English
MMM-yy Jun-17 June 2017 Month abbreviation in English
MMMyyyy Jun2017 June 2017 Month abbreviation in English
MMMyy Jun17 June 2017 Month abbreviation in English
d/M/yyyy 1/6/2017 June 2017 Excel format, day must be 1

Times

The loaders support the following time formats:

Format Example Description
H 2 02:00 (2 AM)
H:mm 15:30 15:30
H:mm:ss 11:20:40 11:20:40
H:mm:ss.SSS 12:30:40.123 12:30:40.123

Frequency/Tenor

The loaders support the following frequency/tenor formats:

Format Example Description Notes
PnY P3Y 3 years ISO-8601
nY 3Y 3 years  
PnM P4M 4 months ISO-8601
nM 4M 4 months  
PnW P5W 5 weeks ISO-8601
nW 5W 5 weeks  
PnD P6D 6 days ISO-8601
nD 6D 6 days  
Term Term Frequency = Tenor Only valid for frequency, indicates that the swap has one accrual period