Common values
The CSV loaders have some common values, detailed below:
Currency
Currencies are specified using the standard three letter ISO-4217 code. The following currencies have been fully defined in Strata:
AED, ARS, AUD, BGN, BHD, BRL, CAD, CHF, CLP, CNY, COP, CZK, DKK, EGP, EUR, GBP, HKD, HRK, HUF, IDR, ILS, INR, ISK, JPY, KRW, MXN, MYR, NOK, NZD, PEN, PHP, PKR, PLN, RON, RUB, SAR, SEK, SGD, THB, TRY, TWD, UAH, USD, ZAR, XXX, XAG, XAU, XPD, XPT,
In addition, these historic EUR currencies are defined:
ATS, BEF, CYP, DEM, EEK, ESP, FIM, FRF, GRD, IEP, ITL, LTL, LUF, LVL, MTL, NLG, PTE, SIT, SKK
Other currencies can be used, but may not have the correct number of fractional digits.
Day Count
See the day counts page.
Business Day Convention
The loaders support the following values:
| Standard value | Valid alternatives | Notes |
|---|---|---|
NoAdjust |
None |
Case insensitive |
Following |
F, Follow |
Case insensitive |
ModifiedFollowing |
M, MF, Modified, ModFollowing |
Can replace Following with Follow. Case insensitive |
Preceding |
P |
Case insensitive |
ModifiedPreceding |
MP, ModPreceding |
Case insensitive |
Nearest |
Case insensitive | |
ModifiedFollowingBiMonthly |
ModFollowingBiMonthly |
Can replace Following with Follow. Case insensitive |
A space or an underscore can also be used between any two words.
For example, Modified Following and MODIFIED_PRECEDING are also valid.
See also the date adjustments page.
Stub Convention
The loaders support the following values:
| Standard value | Valid alternatives | Notes |
|---|---|---|
SmartInitial |
SMART_INITIAL |
Case insensitive |
ShortInitial |
SHORT_INITIAL |
Case insensitive |
LongInitial |
LONG_INITIAL |
Case insensitive |
SmartFinal |
SMART_FINAL |
Case insensitive |
ShortFinal |
SHORT_FINAL |
Case insensitive |
LongFinal |
LONG_FINAL |
Case insensitive |
None |
NONE |
Case insensitive |
Both |
BOTH |
Case insensitive |
See also the schedules page.
Roll Convention
The loaders support the following values:
| Standard value | Valid alternatives | Notes |
|---|---|---|
None |
Case insensitive | |
Day1 |
Day_1, 1 |
Case insensitive |
Day2 to Day27 |
Day_2, Day_3 etc, 2, 3, etc |
Case insensitive |
Day28 |
Day_28, 28 |
Case insensitive |
Day29 |
Day_29, 29 |
Case insensitive |
Day30 |
Day_30, 30 |
Case insensitive |
EOM |
Day31, Day_31, 31 |
Case insensitive |
IMM |
Case insensitive | |
IMMCAD |
Case insensitive | |
IMMAUD |
Case insensitive | |
IMMNZD |
Case insensitive | |
SFE |
Case insensitive | |
TBILL |
Case insensitive | |
DayMon |
Day_Mon, Mon |
Case insensitive |
DayTue |
Day_Tue, Tue |
Case insensitive |
DayWed |
Day_Wed, Wed |
Case insensitive |
DayThu |
Day_Thu, Thu |
Case insensitive |
DayFri |
Day_Fri, Fri |
Case insensitive |
DaySat |
Day_Sat, Sat |
Case insensitive |
DaySun |
Day_Sun, Sun |
Case insensitive |
See also the schedules page.
Buy/Sell
The loaders support the following values:
| Standard value | Valid alternatives | Notes |
|---|---|---|
Buy |
B |
Case insensitive |
Sell |
S |
Case insensitive |
Pay/Receive
| Standard value | Valid alternatives | Notes |
|---|---|---|
Pay |
P |
Case insensitive |
Receive |
Rec, R |
Case insensitive |
Put/Call
| Standard value | Valid alternatives | Notes |
|---|---|---|
Put |
P |
Case insensitive |
Call |
C |
Case insensitive |
Long/Short
| Standard value | Valid alternatives | Notes |
|---|---|---|
Long |
L |
Case insensitive |
Short |
S |
Case insensitive |