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Running FIA

How can I process a group of portfolios in batch mode?

Upload all data files specified in your configuration files to your filespace on the FIA server. Then upload all the configuration files for each run. FIA will work through each configuration file in turn, writing results and sending you notification emails as each portfolio is processed.

What IT resources do I need?

You don’t need to get your IT department involved to begin using FIA. All you need is a working copy of Python with the requests library installed, and a Web connection. If you want to start using the system in an independent proof-of-concept study, you can.

Once up and running, you will probably want to set up your in-house performance calculation system to generate a standard set of files that can be read by FIA. This is usually a straightforward task and needs only be done once.

How long does FIA take to run?

FIA is written in highly optimized C++ and is extremely fast, so most results are ready for download in a minute or less. Results of stress tests on large benchmark portfolios are available on request.

Our standard benchmark is a portfolio with 15000 bonds over a period of 22 days (1 calendar month), roughly equivalent to the Barclays Global Aggregate. On a typical development PC, this gives

  • With risk numbers provided: 4 seconds
  • First-principles: 34 seconds

The program used to generate these results is available within our standard test suite.

Why aren't my files being recognised when I upload them?

FIA's server runs under Linux, and Linux treats files names as case sensitive. For instance, under Windows the following files are identical:

STF1.CSV
Stf1.CSV
STF1.csv

But under Linux, they are treated as three separate files.

If you are seeing 'file not found' errors in your diagnostics, please check that the filenames specified in your configuration file are identical (including case) to the names of the files that you upload. For simplicity, we recommend always using either upper or lower case for file names.

Can I call FIA from my own program?

Yes. FIA's API is designed to allow the program to be embedded into other systems, if required. Flametree have wrappers available that allow FIA to be called from C++, C-Sharp, Python, and Java. Full examples are available.

Is FIA multi-core?

Yes. FIA can use as many cores as are available on your system to speed up processing. The number of cores used may be set using the n_cores setting in the configuration file.