Program allows reading and joining data coming from CSV files of trade.csv, refdata.csv and valuations.csv into one output set.

Refdata and Trade are joined by column Inventory Trade and Valuation are joined by column TradeId

The output will be based on the Trade file. If no valuation or refdata for a given trade, then leave the "refdata" and "valuation" fields BLANK

Help

java -jar tradereader.jar --help

Use bundled CSV files (Trade, RefData and Valuation) from jar to get output into console

java -jar tradereader.jar --bundled_csv

or

java -jar tradereader.jar --bundled_csv --output console

Use bundled CSV files (Trade, RefData and Valuation) from jar to get output into CSV named output.csv

java -jar tradereader.jar --bundled_csv --output csv

Provide external CSV files (Trade, RefData and Valuation) to get output into console

java -jar tradereader.jar -t path\to\trade.csv -r path\to\refdata.csv -v path\to\valuation.csv

or

java -jar tradereader.jar -t path\to\trade.csv -r path\to\refdata.csv -v path\to\valuation.csv --output console

Provide external CSV files (Trade, RefData and Valuation) to get output into CSV named output.csv

java -jar tradereader.jar -t path\to\trade.csv -r path\to\refdata.csv -v path\to\valuation.csv

or

java -jar tradereader.jar -t path\to\trade.csv -r path\to\refdata.csv -v path\to\valuation.csv --output csv

Columns of Trade.csv

Inventory,Book,System,LegalEntity,TradeId,Version,TradeStatus,ProductType,Resetting Leg,ProductSubType,TDSProductType,SecCodeSubType,SwapType,Description,TradeDate,StartDate,MaturityDate

Columns of RefData.csv

topOfHouse,segment,viceChair,globalBusiness,Policy,desk,portfolio,BU,CLINE,Inventory

Columns of Valuation.csv

TradeId,UQL_OC_MMB_MS,UQL_OC_MMB_MS_PC

Available output :

• Console by using command line option --output console
• CSV by using command line option --output csv

Output columns:

topOfHouse,segment,viceChair,globalBusiness,Policy,desk,portfolio,BU,CLINE,Inventory,Book,System, LegalEntity,TradeId,Version,TradeStatus,ProductType,Resetting Leg,ProductSubType,TDSProductType,
SecCodeSubType,SwapType,Description,TradeDate,StartDate,MaturityDate,
UQL_OC_MMB_MS, UQL_OC_MMB_MS_PC, MS-PC, BreakStatus,Term

Calculated columns:

MS-PC = the difference between column UQL_OC_MMB_MS and UQL_OC_MMB_MS_PC

BreakStatus = the difference in Absolute (MS-PC) as following buckets:
0-99
100-999
1000-9999
10000-99999
100000+

Term = Column MaturityDate - Today. If MaturityDate (MaturityDate < Today) is blank or already matured, set it as blank
0m-1m
1m-6m
6m-1yr
1yr-10yr
10yr-30yr
30yr-50yr
50yr+

Getting output into console does scale better by using IntelliJ/Eclipse comparing to standard Shell

JDK 11

• Spring Boot
• OpenCSV
• Lombok
• Guava
• Ascii Table
• Joda Time
• Commons CLI
• AssertJ
• EasyRandom