ia_aggr_mat_2

1. Description

The IA_aggr_mat_2 program takes bank account data and turns it into maturity reports.

It reads account balances, interest details, cashflows, currencies, and business rules. It then groups similar accounts together and produces files that show the total principal, interest rate, and spread for different maturity periods.

In simple terms: it converts detailed account data into ready-to-use maturity and repricing reports.

2. Program location

<installation_path>/ia_aggr_mat_2

3. Screen Configuration

3.1 File configuration

Here, enter the base input file path and additional inputs required for the setup.

3.1.1 Additional Input selection 🔗

#	File	Type	Description	Required	Default value	Example
1	Exchange_Rate	File_path	Contains currency conversion rates used to convert foreign currency accounts into local	true	N/A	{M_IN002} (this placeholder will get replaced by the actual file path like test-bed/M_IN002.json) Note: We can directly provide the actual file path here.
2	Excel File	File_path	Contains benchmark interest rates used for spread calculations.	true	N/A	Placeholder will automatically get replaced by the actual file path like test-bed/example.xlsx
3	Tenor File	File_path	Reference table used to derive account contract duration (tenor) from account dates.	true	N/A	placeholder will be replaced automatically by the actual file path of the tenor file like IA_LLG_TENOR.txt
4	Rule Selection	File_path	Path to the rule file used for aggregation. Provide a rule-file path, not a numeric rule_id.	true	N/A	{M_IN004}; the placeholder is replaced with the rule file path, for example test-bed/IA_RULES.txt. You can also provide the file path directly.

3.2 Required Field Mapping

#	File	Type	Description	Required	Default value	Example
1	curr_code	String	Currency code of the account	true	N/A	"KES" , "USD"
2	next_repr_date	Date	Timestamp of when the interest rate will reset	true	N/A	30-06-2024
3	req_freq	Number of months	Frequency of interest rate reset	true	N/A	1 , 12
4	intt_rate	Interest rate (%)	Effective Interest rate applied to account balance	true	N/A	7.5 , 12
5	cashflows	List	List of scheduled principal & interest payment events	true	N/A	principal amount , interest , date
6	mat_date	Maturity date	Final contract maturity date of the account	true	N/A	30-06-2024
7	ac_open_date	Date	The date when the account was activated	true	N/A	30-06-2024
8	bm_id	ID	Benchmark interest rate identifier, used for benchmark spread calculation	true	N/A	FIXED
9	npa_flag	String	Non-performing asset classification status	true	N/A	"STD"
10	last_repr_date	Date	Date when interest rate was last reset	true	N/A	30-06-2024
11	spread	Number	Margin percentage added or reduced from benchmark rate	false	0.0	1.5 , 0.0

3.3 Process Arguments

#	Parameters	Description	Required	Default value	Example
1	src_local_ccy	Source Local currency.🔗	true	N/A	INR
2	display_local_ccy	Display Local Currency.🔗	true	N/A	RUP
3	consol_ccy	Consolidated Currency.🔗	true	N/A	INR
4	foreign_local_ccy	Foreign Local Currency	false	""	USD
5	default_llg_code	If no rules are satisfied , then this llg code will be used	true	N/A	08888
6	default_overdue_llg_code	default value of overdue llg code	false	9999	08888
7	default_tenor_code	Represents the contract length / duration bucket (in days, months, or years) for an account.	false	0	0888
8	npa_flag_values	NPA values separated by commas. If any of these values is found in the provided NPA field (from the required field mapping), then the interest rate is treated as 0 and the next repricing date is treated as none for that account.	true	N/A	A123 , B123
9	log_level	Log level to log the required logs from the program	false	info	error/warn/info/debug/trace/none
10	diagnostic_flag	Diagnostic Flag is to get info if diagnostic logs are required or not	false	false	True/False
11	is_account_level_exchange_rate	The flag that decides whether the account level exchange rate is provided in the input file or not. If provided, then we use exchange rate for conversion.	false	false	True/False
12	is_consolidated	Is consolidated flag is used to define the currency type of given amount in input field. If is_consolidated flag is set, then the amount given is of consolidated type else it is in the curr input type.🔗	false	false	True/False
13	process_config (Auto generated)	Path to process configuration JSON file	true	N/A	test-bed/json/M_PC3189.json
14	as_on_date(Auto generated)	As on Date	true	N/A	31-03-2023
15	log_file(Auto generated)	Path for main log output	true	N/A	test-bed/logs/log.txt
16	diagnostics_log_file(Auto generated)	Path for diagnostic log output	true	N/A	test-bed/logs/diag-log.txt
17	is_amt_abs(Auto generated)	Flag to compute absolute amounts during cashflow aggregation	false	false	true/false

Click ⬇️ to download the sample data.

4. Output

The program generates one summary file and fifteen detailed files. All output files are pipe-delimited text files.

For an output base name such as IA_td_1, the files are:

Output file	Number of files	Description
IA_td_1_smry.txt	1	Summary of each aggregated account group.
IA_td_1_principal_amt_1.txt to IA_td_1_principal_amt_5.txt	5	Aggregated principal amount for each maturity period.
IA_td_1_rate_1.txt to IA_td_1_rate_5.txt	5	Aggregated interest rate for each maturity period.
IA_td_1_spread_rate_1.txt to IA_td_1_spread_rate_5.txt	5	Aggregated spread rate for each maturity period.

4.1 Summary output format (File 1)

#	Field	Field Name	Description	Example
1	as_on_date	As On Date	Report processing / calculation date (DD-MM-YYYY).	31-03-2023
2	llg_id	LLG ID	Line Level Grouping ID assigned by business rules. 🔗	8888
3	currency	Currency	Currency code of the aggregated account group.	KES
4	exchange_rate	Exchange Rate	Exchange rate applied for currency conversion.	1.0
5	benchmark_id	Benchmark ID	Linked benchmark rate identifier (or FIXED).	FIXED
6	tenor	Tenor	Derived contract duration / tenor code.	0
7	spread	Spread	Weighted average interest rate spread for the group.	0.0
8	next_repricing_date	Next Repricing Date	Next interest rate reset/repricing date (DD-MM-YYYY).	30-06-2023
9	repricing_frequency	Repricing Frequency	Reset frequency in months (1, 3, 6, 12, or14 for fixed).	1
10	outstanding_amount	Outstanding Amount	Total aggregated outstanding principal balance.	3000.00
11	weighted_interest_rate	Weighted Interest Rate	Amount-weighted average interest rate (%) for the group.	8.50

4.2 Aggregated Principal Amount Files (Files 2 to 6)

#	Field	Field Name	Description	Example
1	as_on_date	As On Date	Report processing / calculation date (DD-MM-YYYY).	31-03-2023
2	llg_id	LLG ID	Line Level Grouping ID. 🔗	8888
3	currency	Currency	Currency code of the account group.	KES
4	exchange_rate	Exchange Rate	Exchange rate applied.	1.0
5	benchmark_id	Benchmark ID	Benchmark rate identifier.	FIXED
6	tenor	Tenor	Account tenor code.	0
7	next_repricing_date	Next Repricing Date	Next repricing date (DD-MM-YYYY).	30-06-2023
8	repricing_frequency	Repricing Frequency	Repricing frequency code (e.g. 1 = Monthly).	1
9	value	Value	Aggregated principal cashflow amount maturing in Bucket N.	1500.00

4.3 Aggregated Interest rate Files (Files 7 to 11)

#	Field	Field Name	Description	Example
1	as_on_date	As On Date	Report processing date (DD-MM-YYYY).	31-03-2023
2	llg_id	LLG ID	Line Level Grouping ID. 🔗	8888
3	currency	Currency	Currency code of the account group.	KES
4	exchange_rate	Exchange Rate	Exchange rate applied.	1.0
5	benchmark_id	Benchmark ID	Benchmark rate identifier.	FIXED
6	tenor	Tenor	Account tenor code.	0
7	next_repricing_date	Next Repricing Date	Next repricing date (DD-MM-YYYY).	30-06-2023
8	repricing_frequency	Repricing Frequency	Repricing frequency code.	1
9	value	Value	Amount-weighted interest rate (%) for Bucket $N$.	8.50

4.4 Aggregated Spread Rate Files (Files 12 to 16)

#	Field	Field Name	Description	Example
1	as_on_date	As On Date	Report processing date (DD-MM-YYYY).	31-03-2023
2	llg_id	LLG ID	Line Level Grouping ID. 🔗	8888
3	currency	Currency	Currency code of the account group.	KES
4	exchange_rate	Exchange Rate	Exchange rate applied.	1.0
5	benchmark_id	Benchmark ID	Benchmark rate identifier.	FIXED
6	tenor	Tenor	Account tenor code.	0
7	next_repricing_date	Next Repricing Date	Next repricing date (DD-MM-YYYY).	30-06-2023
8	repricing_frequency	Repricing Frequency	Repricing frequency code.	1
9	value	Value	Amount-weighted interest spread rate for Bucket $N$.	1.25

5. Notes

• All paths mentioned in the process configuration and metadata files must be available before the run starts.
• The account metadata must match the account data file; otherwise, the program cannot read the data correctly.
• The exchange-rate file must contain a rate for every currency that needs to be converted.
• Existing output files with the same name are replaced during a new run.
• The log file should be checked first if a run fails or produces unexpected output.
• No separate health-check report is generated by this program.