Output Files
CCruncher leaves the output files in the directory indicated by the '-o' argument in ccruncher-cmd, or the directory indicated by the 'Output' textbox in the ccruncher-gui. CCruncher output files are:
| File | Content | Extension | Notes |
|---|---|---|---|
| segmentation.csv | Portfolio or sub-portfolios simulated losses | CSV | One file per segmentation |
| ccruncher.out | Execution trace | TXT | Only in ccruncher-gui |
CCruncher uses the CSV file format to save tabular data. This is a widely accepted data format supported by all data analysis tool (SPSS, R, Excel, Matlab, Mathematica, etc.). CCruncher CSV files satisfy the following considerations:
- Lines starting with a hash (#) are comments.
- The field separator is the comma (,).
- Each record contains the same number of comma-separated fields.
- The first non-commented line contains the names of fields. Names are surrounded by double quotes (").
- Amounts are rounded and represented with 2 decimal places, using the period (.) as decimal point separator and without thousand separators.
segmentation.csv
#=============================================================================
# file generated by ccruncher-2.6.0
# input file: samples/test05.xml
# exposure: 167.00, 166.00, 167.00, 167.00, 167.00, 166.00
#=============================================================================
"S1-A", "S1-B", "S1-C", "S2-A", "S2-B", "S2-C"
44.00, 46.00, 75.00, 32.00, 39.00, 69.00
9.00, 30.00, 41.00, 14.00, 36.00, 35.00
0.00, 0.00, 3.00, 1.00, 0.00, 3.00
11.00, 21.00, 57.00, 13.00, 28.00, 67.00
11.00, 14.00, 37.00, 5.00, 8.00, 16.00
5.00, 17.00, 32.00, 13.00, 25.00, 57.00
12.00, 19.00, 29.00, 6.00, 9.00, 24.00
13.00, 31.00, 39.00, 18.00, 55.00, 71.00
1.00, 3.00, 10.00, 2.00, 2.00, 7.00
21.00, 30.00, 65.00, 15.00, 37.00, 77.00
0.00, 5.00, 8.00, 5.00, 11.00, 29.00
...
24.00, 57.00, 76.00, 14.00, 23.00, 40.00
These files contain the simulated losses of the segmentations disaggregated by its segments (aka. sub-portfolios). There are so many files of this type as segmentations defined in the input file, being the file name identical to the segmentation name (e.g., portfolio.csv and sector-ratings.csv). In a file, each column corresponds to a segment, and each row is a simulation performed by CCruncher.
When there is more than one segment, the sum of row losses can differ slightly from the corresponding whole portfolio loss (located in a different file) due to the rounding errors (numeric values are rounded to 2 decimal places).
ccruncher.out
> bin/ccruncher-cmd -w -o data -DNU=12.54 -DW1=0.29 -DW2=0.48 -DR12=0.21 samples/test05.xml
ccruncher is Copyright (C) 2004-2023 Gerard Torrent and licensed
under the GNU General Public License, version 2. More info at
http://www.ccruncher.net
general information ************************************************************
ccruncher version 2.6.0 (06b9824)
start time (dd/MM/yyyy hh:mm:ss) 06/03/2023 07:27:52
reading input file *************************************************************
file name [/home/gerard/projects/ccruncher/samples/test05.xml]
file size 274.56 KB
macro (user defined) NU=12.54
macro (user defined) R12=0.21
macro (user defined) W1=0.29
macro (user defined) W2=0.48
macro (input file) numsims=200000
macro (input file) copula=t(12.54)
macro (input file) antithetic=true
macro (input file) seed=0
file checksum (adler32) 2868339635
elapsed time 00:00:00.016
input file summary *************************************************************
initial date 01/01/2013
end date 01/01/2014
number of ratings 4
number of factors 2
copula type t(12.54)
default probability functions computed
transition matrix period (months) 12
number of obligors 1000
number of assets 1000
number of values 1000
number of segmentations 2
output files *******************************************************************
directory [/home/gerard/projects/ccruncher/data]
segmentation [/home/gerard/projects/ccruncher/data/portfolio.csv]
segmentation [/home/gerard/projects/ccruncher/data/sector-rating.csv]
Monte Carlo ********************************************************************
seed used to initialize RNG 1500542872427502
maximum execution time (seconds) 86400
maximum number of iterations 200000
antithetic mode true
block size 128
number of threads 4
running Monte Carlo [1000 simulations per hash] ------------------------------
............................................................................
............................................................................
................................................
simulations realized 200000
elapsed time 00:00:02.012
general information ************************************************************
end time (dd/MM/yyyy hh:mm:ss) 06/03/2023 07:27:54
total elapsed time 00:00:02.033
ccruncher-gui program saves the execution trace in the ccruncher.out file. This file, together with the input file, allows interpreting the output files contents. The command line program (ccruncher-cmd) doesn't save its trace because it is designed with the Unix philosophy in mind (Write programs that do one thing and do it well. Write programs to work together. Write programs to handle text streams, because that is a universal interface.). If you want to preserve the trace, you can redirect stdout to a file or use the tee command.