use strict; print "\nSTARTING $0...\n"; if (@ARGV != 3) { print "Usage: \n"; exit -1; } my $infile = $ARGV[0]; my $eqfile = $ARGV[1]; my $irfile = $ARGV[2]; my (@arr,@arr2,$w1,$w2); unless (open(INFILE, "< $infile")) {print "Error: Can not open $infile\n"; exit -1}; unless (open(EQFILE, "> $eqfile")) {print "Error: Can not open $eqfile!\n"; exit -1}; unless (open(IRFILE, "> $irfile")) {print "Error: Can not open $irfile!\n"; exit -1}; while () { chomp $_; if ($_ =~ /ScenSet/) { print EQFILE "$_\n"; print IRFILE "$_\n";next;} @arr = split/\,/; if ($arr[1]) { print EQFILE ",equity,Base Scenario,0,\n"; print IRFILE ",irate,Base Scenario,0,\n"; next; } if ($arr[2]) { my @arrn = split(/\_/,$arr[2]); print EQFILE ",,eq_".$arrn[1].",1,\n"; print IRFILE ",,ir_".$arrn[1].",1,\n"; next; } if ($arr[6]) {$w1 = 0;$w2 = 0;} # riskfactor contains the string "Index" will be identified as equity riskfactor if ($_ =~ /Index/ && $_ !~ /Credit/) { $w1 = 1;} # Assumption for IR - there will be only riskfactor USDSWAP and USDTREA if ($_ =~ /USDSWAP/ || $_ =~ /USDTREA/) { $w2 = 1;} if ($w1) { print EQFILE "$_\n"; } if ($w2) { print IRFILE "$_\n"; } } close INFILE; close EQFILE; close IRFILE;