Definition

What is a Pricing Data File?

A pricing data file is a JSON file that contains the pricing data information. It has the extension .scn.

The .scn extension enables to differentiate from the .json extension used for documents

Fig. 98: Different file extensions.

Fig. 98: Different file extensions.

Both .json and .scn extensions are syntax-highlighted in Valuation Editor.

What Does a Pricing Data File Contain?

A pricing data scenario file contains the following types of items:

  • dates section: array of dates.
  • scenarioData section: array of scenario data.
  • historicalData section: array of historical data.
  • calendars section: array of calendars.
  • configuration section: list of scenario global settings.

The dates section is mandatory.

If you open it with a JSON editor, it looks like in the following figure:

Fig. 99: Pricing data file content displayed in a standard JSON editor

Fig. 99: Pricing data file content displayed in a standard JSON editor