frtb.properties

The frtb.properties file configures general properties. The file is located in the folder frtb-starter\src\main\resources.

Datastore partitioning

Key Value Description
partitioning.TradeId 8 Datastore partitioning configuration option. Sets the number of partitions to use based on the hash value of the Trade Id.
partitioning.AsOfDate true Datastore partitioning configuration option. Enables and disables partitioning based on the AsOfDate.

Config files

Key Value Description
measure.descriptions measure-descriptions.json The configuration file containing measure descriptions.
drillIn.data drillInConfig.json The configuration file containing drill-in data.

CSV loading

Key Value Description
csvSource.parserThreads 16 The number of threads used to parse the files.
csvSource.bufferSize 1024 Sets the size of a byte buffer, in kilobytes.

FX rates service

Key Value Description
fx-rates.common-currency EUR Sets the currency to use for indirect FX rate look-ups (e.g AUD/SGD as AUD/EUR * EUR/SGD)

Content server

tip

For details on the Content Server in ActivePivot, see Content Server.

Key Value Description
contentServer.security.calculatedMemberRole ROLE_USER The role users must have to create calculated members in the content server.
contentServer.security.kpiRole ROLE_USER The role users must have to create KPIs in the content server.
contentServer.security.cache.entitlementsTTL 3600 The length of time (in seconds) the entitlement cache lives.
contentServer.remote false Specifies whether FRTB should use the remote or the local configuration. true uses the remote configuration, while false uses the local configuration.
contentServer.remote.api.uri localhost:9091/content The URI of the content server used by RemoteContentServiceConfig.
contentServer.factory-reset false Resets the contents of the content server to those provided in the FRTB Accelerator release. Valid values are false, true, file, folder (case agnostic). true defaults to the file-based implementation.

note

Development only. Turn this off in production.

contentServer.factory-reset.filename frtb-content-server.json The filename of the release version of the content server contents.
contentServer.factory-reset.folder-name frtb-content-server The folder containing the release version of the content server contents.
contentServer.bookmarks.default-owners ROLE_ADMIN The default owners for any bookmark.
contentServer.bookmarks.default-readers ROLE_USER The default readers for any bookmark.

FRTB parameter retriever selection

Key Value Description
parameter.retriever This property is not in use.

Logger level

Key Value Description
publishing.pre-interpolated-tuple-detection.logger-level NONE Logger level to use when pre-interpolated tuples skip the vectorization and interpolation logic. Accepted values are NONE and all the values in the java.util.logging.Level class (including INFO, WARNING and ERROR).

Maturity converter

Key Value Description
maturity-converter.sa.sbm legacy Maturity Converter to be used for SBM calculations. Currently available values are “legacy” and “simple”.
maturity-converter.drc simple Maturity Converter to be used for DRC calculations. Currently available values are “legacy” and “simple”.
maturity-converter.day-count A/365 The default day count convention to use with the “simple” maturity converter. Currently available values are:
- A/360
- A/365F
- A/365

note

This option is ignored by the legacy maturity converter.

Discovery requests

Key Value Description
qfs.distribution.maxPendingDiscoveries 7 The number of outstanding discovery requests in the query node. For a smooth startup, set this to the number of data cubes across all instances.

Data Load Controller

Key Value Description
dlc.audit-logging.enabled false Enable or disable additional logging of DLC.
csvSource.dataset data Path to the directory containing the files to load.
crif-reporting-currency USD the reporting currency used for FX sensitivities loaded from CRIF files.

Data Extraction Engine

Required properties

Key Value Description
data.extraction.service.base.dir.path ./ Path to the folder in which the files will be generated for regular extractions.
data.extraction.service.http.base.url http://localhost:8080 URL mount point to access the folder as a Web File Server for regular extractions.
enhanced.drillthrough.base.dir.path ./src/main/resources/DEEDrillthroughs Path to the folder in which the files will be generated for the Enhanced Drillthrough extractions.
enhanced.drillthrough.http.base.url http://localhost:8080 URL mount point to access the folder as a Web File Server for the Enhanced Drillthrough extractions.

Additional properties

Key Value Description
data.extraction.templates.base.dir.path ./src/main/resources/DEETemplateOrders Path to the folder holding the JSON order template files.
data.extraction.service.with.user.folders false Include the user name in the folder path generated. For example: /Output/User1/extraction.csv

Cube disable properties

Key Value Description
ima.disable false Set to true to disable IMA cubes:
InternalModelApproachCube, IMADRCCube, PLCube, PLSummaryCube, IMADRCSummaryCube & StressedCalibrationCube.
ima.es.disable false Set to true to disable IMA ES cubes:
InternalModelApproachCube.
ima.drc.disable false Set to true to disable IMA DRC cubes:
IMADRCCube & IMADRCSummaryCube.
ima.plat-backtesting.disable false Set to true to disable IMA PLAT & Backtesting cubes:
PLCube & PLSummaryCube.
ima.stress-calibration.disable false Set to true to disable StressedCalibrationCube.
combined.disable false Set to true to disable FRTBCombinedCube.
contentServer.context-values.ignore true Ignore context values stored in the content server (improves performance for remote content servers).

User Detail Service Properties

Key Value Description
user-detail-filename null Specify csv file for describing userDetailService (if property not set then use hardcoded user details; if property is set, then load from file)

Sign-Off

Key Value Description
signoff.extraction.templates DEFAULT:CubeAdjustmentExport;StandardisedApproachCube:CrifExtraction;InternalModelApproachCube:IMACubeExport;InternalModelApproachCube ES (Basic):IMACubeExportESBasic;PLCube:PLCubeExport;IMADRCCube:IMADRCCubeExport
generated.files.base.dir.path ${java.io.tmpdir} The base directory path where all the generated files will be generated. This property is needed by the Download service.
asofdate.level AsOfDate@Date@Dates The level containing the AsOfDates, used by the Sign-Off service for filtering.

What-If File Upload

Key Value Description
input.data.root.dir.path ./src/test/resources/data The directory where the files for the File Upload are located.
csvSource.subdirectory.dataset.stage /stage The staging directory for the File Upload.
csvSource.subdirectory.dataset.whatif /whatif The directory of files on which the What-If is executed.