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mr.properties

File purpose

The mr.properties file defines the file loading formats and pattern matching for the input files to the datastore, content server settings, parameters for the starter web apps, spring profiles, and FX rates service.

File values

Section: Spring Profiles

Key Value Description
spring.profiles.active default,local-content,reporting-rest,reporting-plugins,contentservice-scheduling,scheduling-plugins - ‘default’: disable the embedded ActiveMonitor component.
- ’local-content’ and ‘remote-content’: choose whether to make a local content server or connect to a remote one.

Section: FX Rates

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).
context-value.reference-currency.members EUR,USD,GBP,CHF,JPY,SEK,NOK,CAD Order of the available reference currencies in the display currency level.

Section: Day-to-day operations

Key Value Description
asofdate.dtd.hierarchy.members Yesterday=DAY-1,Day-2=DAY-2,Tomorrow=DAY+1,End Of Month=EOM-1,End Of Quarter=EOQ-1,End Of Year=EOY-1 List of specific members used to perform day-to-day operations in addition to the asOfDates.

Section: Data load

CSV Source

Key Value Description
csvSource.dataset data Path to the directory containing the files to load.
csvSource.dataset.import.store import/store Folder for the reimport of store export data.
csvSource.dataset.import.aggregated import/aggregated Folder for the reimport of aggregated export data.

File loading patterns

Key Value Description
tradePnlFilePattern glob:**TradePnLs*.csv Pattern for the Trade PnL input file.
tradeAttributesFilePattern glob:**TradeAttributes*.csv Pattern for the Trade Attributes input file.
fxRatesFilePattern glob:**FXRates*.csv Pattern for the FX Rates input file.
scenariosFilePattern glob:**Scenarios*.csv Pattern for the Scenarios input file.
bookParentChildFilePattern glob:**BookParentChild*.csv Pattern for the Book Parent Child input file.
legalEntityParentChildFilePattern glob:**LegalEntityParentChild*.csv Pattern for the Legal Entity Parent Child input file.
counterpartyParentChildFilePattern glob:**CounterpartyParentChild*.csv Pattern for the Counterparty Parent Child input file.
counterpartiesFilePattern glob:**Counterparties*.csv Pattern for the Counterparties input file.
countriesFilePattern glob:**Countries*.csv Pattern for the Countries input file.
signOffMandatesFromBaseFilePattern glob:**MandatesFromBase*.csv This property is not in use.
pnlFilePattern glob:**PLActuals*.csv Default for the input file which does not have product control fields.
glob:*PLPCActuals.csv Input file that has product control fields (cumulative PnLs).
sensiLaddersFilePattern glob:**LadderDefinition*.csv Pattern for the Ladder Definition input file.
roundingMethodsFilePattern glob:**RoundingMethods*.csv Pattern for the Rounding Methods for VaR input file.
quantilesFilePattern glob:**Quantiles*.csv Pattern for the Quantiles2Rank for VaR input file.

Sensitivities file loading patterns

Key Value Description
sensiDeltaFilePattern glob:**DeltaSensitivities*.csv Pattern for the Delta Sensitivities input file.
sensiVegaFilePattern glob:**VegaSensitivities*.csv Pattern for the Vega Sensitivities input file.
sensiGammaFilePattern regex:^(?i).*Gamma(?<!CrossGamma)Sensitivities.*.csv.*$ Pattern for the Gamma Sensitivities input file.
sensiVannaFilePattern glob:**VannaSensitivities*.csv Pattern for the Vanna Sensitivities input file.
sensiVolgaFilePattern glob:**VolgaSensitivities*.csv Pattern for the Volga Sensitivities input file.
sensiCashFilePattern glob:**CashSensitivities*.csv Pattern for the Cash Sensitivities input file.
sensiThetaFilePattern glob:**ThetaSensitivities*.csv Pattern for the Theta Sensitivities input file.
sensiCrossGammaFilePattern glob:**CrossGammaSensitivities*.csv Pattern for the Cross Gamma sensitivities input file.
sensiTenorsFilePattern glob:**StaticTenors*.csv Pattern for the Static Tenor Labels input file.
sensiMaturitiesFilePattern glob:**StaticMaturities*.csv Pattern for the Static Maturity Labels input file.
sensiMoneynessFilePattern glob:**StaticMoneyness*.csv Pattern for the Static Moneyness Labels input file.
sensiDynTenorsFilePattern glob:**DynamicTenors*.csv Pattern for the Dynamic Tenor Labels input file.
sensiDynMaturitiesFilePattern glob:**DynamicMaturities*.csv Pattern for the Dynamic Maturity Labels input file.
sensiDynMoneynessFilePattern glob:**DynamicMoneyness*.csv Pattern for the Dynamic Moneyness Labels input file.
riskFactorCatalogueFilePattern glob:**RiskFactorsCatalog*.csv Pattern for the Risk Factors Catalog input file.
marketDataFilePattern glob:**MarketData*.csv Pattern for the Market Data input file.
marketDataSetsFilePattern glob:**MarketDataSets.csv Pattern for the Market Data sets input file.
corporateActionFilePattern glob:**CorporateAction*.csv* Pattern for the Corporate Action input file.

Summary cubes file loading patterns

Key Value Description
varImportFilePattern glob:**VaR-ES Cube*.csv* File loading pattern for the Var-ES Cube.
pnlImportFilePattern glob:**PLCube*.csv* File loading pattern for the PL Cube.
sensiImportFilePattern{Delta,Vega,Gamma}.csv glob:**Sensitivity Cube*.csv* File loading pattern for the Sensitivities Cube.

Section: 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 time to live (in seconds) of the entitlement cache.
contentServer.remote.api.uri http://localhost:9093/content The URI of the content server used by RemoteContentServiceConfig.
contentServer.prefix mra

note

The value here is the URL of the content server as executed with Jetty in Eclipse. You should change this value accordingly to your content server.
contentServer.factory-reset TRUE Reset the contents of the content server to those provided in the Market Risk Accelerator release.

note

Development only, turn this off in production.
contentServer.factory-reset.filename classpath:risk-content-server.json Filename of the release version of the content server contents.
activemonitor.restUrl http://localhost:10010/mr-application/sentinel/rest/v6/ ActiveMonitor REST URL

Section: Incremental metrics

Key Value Description
inc.metrics.list.std booking,trades,top,rlshift The list of the technical names of the relative metrics created for the VaR-ES cube.
inc.metrics.list.summary.std booking,top,trades The list of the technical names of the relative metrics created for the Var-ES summary cube on the default/full profile.
inc.metrics.list.summary.agg booking,top The list of the technical names of the relative metrics created for the Var-ES summary cube on the aggregated.
inc.metrics.[name].sufix Booking [name] is the technical name of the metric. It defines the suffix appended to the relative metrics. It can be empty.
inc.metrics.[name].folder [name] is the technical name of the metric. It defines the sub-folder used for the relative metrics. It can be empty.
inc.metrics.[name].pp ParentValue [name] is the technical name of the metric. It defines the post-processor that computes the reference used by the relative metrics.
inc.metrics.[name].hierarchy BookHierarchy@Organization Only for “pp=ParentValue”, [name] is the technical name of the metric. It defines the axis used to find-out the parent for the relative metrics.
inc.metrics.[name].clearFilter false Only for “pp=TopPostProcessor”, [name] is the technical name of the metric. If set to true, the top metric is taken by also clearing all the query filters.
inc.metrics.[name].nullAtTop false Only for some post-processor, [name] is the technical name of the metric. If set to true, the metric returns null at the top level.
inc.metrics.[name].exclude CounterpartyIds@Counterparties,Trades@Booking Only for “pp=TopPostProcessor”, [name] is the technical name of the metric. A list of hierarchies that are excluded from the top level computation.
reference-levels.list ,Book@Books,Desk@Desks The list of levels available for the “ReferenceLevel” context value. The empty level means the top level for all hierarchies.

inc.metrics.[name].pp content

pp value Description Additional fields
ParentValue Sets the reference of the relative metrics to the upper level of the given hierarchy. hierarchy, nullAtTop
TopPostProcessor Sets the reference of the relative metrics to the highest level of the cube for all hierarchies, keeping only the slicing hierarchies and “allMembers” levels. The clearFilter property specifies whether the MDX filters are also cleared. clearFilter, nullAtTop, exclude
ReferenceLevelLocationShift Sets the reference of the relative metrics to a dynamic level that is set by the “ReferenceLevel” context value. The property [reference-levels.list] defines the available levels for the context value.

Section: Cube formatters

Key Value Description
cube.format.double DOUBLE[#,##0.00;-#,##0.00] Formatter for double measures with at most 2 digits after the decimal separator.
cube.format.percent DOUBLE[#,##0.00%] Formatter for percentage double measures.
cube.format.integer INT[#,###] Integer formatter.
cube.format.date DATE[HH:mm:ss] Date formatters for timestamps.
cube.format.array DOUBLE_ARRAY[#.###########] Double array formatter with at most 2 digits after the decimal separator.

Section: Starter Web Apps

Key Value Description
starter.serverUrl http://localhost:10010/mr-application Base URL for all starter web apps (i.e. DoctorPivot, Content Service UI, Documentation).
starter.javadocBaseUrl https://artifacts.activeviam.com/documentation/accelerators/mra/ Javadoc base URL for DoctorPivot.
starter.javadocVersion 1.2.0 Javadoc version for DoctorPivot.
starter.documentationRoot Default.htm Documentation root file to redirect to index.html.
jgroup.protocol.file.path jgroups-protocols/protocol-udp.xml JGroup configuration file used for distributed cubes.