System requirements

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FIA system requirements

Overview

FIA is a stand-alone C++ program that reads in CSV files and exports CSV and XLS files, using a command-line/configuration file driven interface. The interface and system requirements have deliberately been kept simple to assist deployment, speed, ease of installation, and use in batch mode. In practice, this results in a highly robust and configurable system that is simple to deploy and integrate, and runs extremely quickly.

We have also developed an optional GUI for use under Windows that allows the user to set up the attribution options and to run the program interactively.

Environment

FIA runs under Windows 7, Windows XP (32 and 64-bit), Solaris/Sparc, Linux (Ubuntu, Red Hat, CentOS, Solaris 10) and OS X. The program is written in C++ and is readily portable to other environments.

The program includes multi-threading capabilities and uses all available processor cores, although this is configurable by the user.

Dependencies

All these files are provided with the system.

Database

FIA does not use a database. CSV files are read into memory and processed internally.

Code

FIA was developed using Microsoft Visual C++, gcc, STL and Boost. The code is cross-platform and uses a single set of files for Windows, Unix and Mac, with #ifdefs to cover minor differences between environments.

Runtime checks

FIA runs a considerable number of detailed data consistency checks before beginning processing. If an issue is found, a diagnostic message indicating the exact line and column number of the issue is returned to the user. Processing then terminates in a controlled manner.

Interface with external systems

One of FIA’s core aims was to make data requirements as simple as possible.

FIA requires the following files in CSV format:

The same yield curve and security master files may be used for all portfolios.

Detailed formats and examples are available in the ‘FIA User Guide’ and on our web site.

The program may be driven entirely by command-line prompts, but for convenience we recommend the use of configuration files which store the various values of the program’s arguments. These files can be set up or modified in any text editor.

Pre-formatted benchmark data is available for any major benchmark from RIMES Data.

FIA exports data in a number of formats, including XLS and CSV. These files may then either be used as-is or read into a local reporting system or data warehouse for use elsewhere.

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