Loaders

Strata provides a number of loaders that can be used to load data into the system.

CSV loaders

The following loaders are defined using CSV as the basic file format:

• Trades - trades (FRA, Swap)
• Positions - positions (ETD)
• Sensitivities - curve sensitivities
• Quotes - observable market data
• FX rates - market data for FX
• Fixings - historical time-series
• Curves - pre-calibrated curves
• Curve calibration - defines a curve to be calibrated

XML loaders

The following loaders are defined using XML as the basic file format:

• Trades - FpML format trades