FPP Terminology

FPP files

Template file Description Extension
Documents JSON files with the deal attributes. Stored in /src/test/resources/documents/ .json
Pricing data JSON files that gather the required data to run computations in parallel. Stored in /src/test/resources/pricingData/ .scn
Boxes Groovy-based class files that are executed during a workflow. Stored in /src/main/resources/library/boxes/ .box
Modules The containers that gather the functions called and shared by the scripts. Stored in /src/main/resources/library/modules/ .module
Scripts The pricing files that take parallel data as input. Stored in /src/main/resources/library/scripts/ .psl
Workflows JSON files that allow you to orchestrate complex executions of pricing models that require calibration or specific numerical methods; workflows link boxes which are responsible for the execution of specialized computations available in the library. Stored in src/main/resources/library/workflows/ .workflow

Pricing Data concepts

Concept Description
Dates The calculation dates for which a script will be executed.
Scenario data Simulated scenario values involved in parallel executions, each value corresponding to a different scenario. In order to take advantage of the parallel computation, scenarios should be defined in parallel, not sequentially, as detailed in Parallelization Tutorial.
Historical data Past and consequently single data not involved in parallel executions.
Calendars List of calendars.
Configuration List of global settings scenarios.