The following import template files are described and can be downloaded from here:
- Raw Market Data
- Fixings
- Correlation Matrices
- Market Data Key Definitions
- Market Data Key Mapping
- Data Providers
- Valuation Data
Raw Market Data
Under the Data/Market Data/Market Data Groups menu item, at the market data group level (that can be accessed by double-clicking anywhere on a market data group line item), under any market data type tab (RATES, FX or CREDIT tab), you can import a list of historical:
- Quotes for curve nodes and FX Rates,
- Volatility points and skew data (where applicable) for IR, FX and inflation and/or
- Credit spreads for credit curve nodes (CDS, funding spreads and CTD spreads) for various providers.
See permissible values.
Example Download 
Example Download Modified MD
Example Download Restored MD
Fixings
Under the Data/Market Data/Fixings menu item, you can import a list of historical fixing rates for the relevant projection indices. Fixings will apply globally (i.e. not specifically to a given curve configuration).
See permissible values.
Example Download
Correlation Matrices
An interest rate/FX rate correlation matrix that is used globally (i.e. not specifically to a given curve configuration) when calculating XVAs.
See permissible values.
Example Download
Market Data Key Definitions
Under the Data/Static Data/Market Data Keys menu item, you can define MDK.
See permissible values.
Example Download
Market Data Key Mapping
Under the Data/Static Data/Market Data Keys menu item, you can provide the mapping between an MDX and the market data providers
See permissible values.
Example Download
Data Providers
Under the Data/Static Data/Data Providers menu item, you can define the permitted data providers. Data providers are defined by the properties set out below:
See permissible values.
Example Download
Valuation Data
Under the Data/Valuation Data menu item, at the valuation data group level (that can be accessed by double-clicking anywhere on any valuation data group line item, you can import a list of historical valuations for different providers.
See permissible values.
Example Download
