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Getting CSV Header Files
The Export Headers button is context sensitive. It will export a CSV header matching the task type of the currently selected task to the location of your choice. In the diagram below a 'LoadTrade' task is highlighted, so trade headers will be exported.
If you require rate, counterparty or curve evolution formats you can click on LoadRate, LoadCounterparty or LoadCurveEvol tasks and then click Export Headers again.
For SA-FRTB you can export headers from a LoadMarketSenstivitiy task.
For IMA-FRTB you can export headers from LoadVarVector, or LoadDefaultRisk and LoadDailyPL tasks.
A Note on Date Formats
The 2nd row of the header in each CSV file contains a date format field (to the right of the calculation date field). Your PC's regional settings in combination with Excel's date formatting can lead to csv files being saved with various date formats (common amongst them are d/MM/yyyy and M/d/yyyy). As long as dates in the CSV file conform to the format you specify the data will load successfully.
A restriction we have is that dates must use a separator (either '/' or '-' or '.') and this separator must be used twice (to separate day, month and year). We convert the dates internally to our preferred format yyyy-MM-dd so any time you export headers, trades or rate data (to csv or xml files) you will see dates rendered in this format.