irrbb_aggr_nm

1. Description

Overview

The Irrbb_aggr_nm program is designed to read multiple CF (Cash Flow) files in metadata format and process them for aggregation and consolidation. The program works as follows:

***|Reading CF Files: It can process multiple CF files at the same time.

Each CF file is passed to the aggregator, which performs aggregation based on the bais of ***|LLG ***|Country ***|Currency (CCY) ***|Cf freq ***|Interest Basis (int_basis) ***|Cap ***|Floor ***|Benchmark ***|Category

Merging Outputs

Once the aggregation for each CF file is completed, the program will merge the individual aggregator outputs.

Consolidation

The merged output is then passed to the consolidation (consol) process, where the data is consolidated into a single file.

Loading Data to IRB20 Table

Finally, the consolidated output will be loaded into the IRB20 table for further processing.

2. Program location

<installation_path>/irrbb_nm_2

3. Input

3.1 Mandatory Parameters

#	Parameters	Description	Example
1	as_on_date	The date for which the program has to run	26-09-2023
2	process-config	Path to process config file that needs to be processed	configs/process.json
3	connection-string	Connection credentials to connect to the database	Oracle (Username|Password|IP:PORT/Servicename)
4	default_currency	The default currency	USD
5	log-file	Path to write logs	logs/application.log
6	diagnostics-log-file	Path to write diagnostics logs	logs/diagnostics.log
7	base_currency	Base Currency to consider	INR
8	country	Country Value	IND

3.2 Non Mandatory Parameters

#	Parameters	Description	Default value	Example
1	log-level	Level of diagnostics written to the log file	info	debug
2	diagnostics-flag	Flag to enable/disable performance diagnostics in the diagnostics log file	false	true
3	is-consol-ex-rt-applied	Flag to enable/disable for doing consolidation in Consol part.	false	true

4.1 Process config file 🔗

This file contains:

#	File	Description	Example
1	input_metadata	Path to Exchngae rate file.	test-bed/M_IN001.json
2	additional_input	Path to additonal files required by the program.	test-bed/M_IN003.json.
3	output_metadata	Path to output_metadata file.	test-bed/M_OP001.json
4	AggrRule	Path to Rule files required by the program.	test-bed/rule.txt
5	Consol	Path to Consol files required by the program.	test-bed/M_IN003.json

5.1 Required field file 🔗

#	Parameters	Description	From Metadata	Mandatory
1	file_id	Id of the input file	M_IN002	TRUE
2	ccy	Currency of the cashflows	INPUT FILE METADATA	TRUE
3	int_rate	Interest rate for the cashflows	INPUT FILE METADATA	FALSE
4	int_basis	Interest calculation basis	INPUT FILE METADATA	FALSE
5	exch_rt	Exchange rate for currency conversion	INPUT FILE METADATA	FALSE
6	cap	Cap value for the cashflows	INPUT FILE METADATA	FALSE
7	floor	Floor value for the cashflows	INPUT FILE METADATA	FALSE
8	benchmark	Benchmark reference rate	INPUT FILE METADATA	FALSE
9	prin_amt	Principal amount for the cashflows	INPUT FILE METADATA	FALSE
10	int_amt	Interest amount for the cashflows	INPUT FILE METADATA	FALSE
11	cf_freq	Cashflow frequency	INPUT FILE METADATA	FALSE
12	acc_no	Account number	INPUT FILE METADATA	FALSE
13	rule_id	Rule identifier for processing	M_IN004	TRUE
14	llg_attribute_file_id	LLG attribute file identifier	M_IN005	FALSE
15	is_exch_rate_appl	Flag indicating if exchange rate is applied	FALSE	FALSE
16	is_consolidated	Flag indicating if data is consolidated	FALSE	FALSE
17	is_amt_abs	Flag indicating if amount is absolute	FALSE	FALSE
18	is_aggr_amt_abs	Flag indicating if aggregated amounts are absolute	FALSE	FALSE
19	is_neg_amt	Flag indicating if negative amounts are allowed	FALSE	FALSE
20	default_llg_code	Default LLG code	1399	TRUE

6. Sample test-bed

Click ⬇️ to download the sample data.

7. Output

7.1 Output file-1 : Consolidated Output

It will be uploaded in IRB20 table.

7.2 Output file-3 : Health report

The health check report gives summary about the processed accounts such as success counts, failed counts, etc.🔗