Activating and de-activating cubes
Cubes can be activated or de-activated from the configuration file application.yaml.
Configuration
Properties
| Key | Value | Description |
|---|---|---|
| cubes: | Subsection for ActivePivot cubes. | |
| enable: | Subsection for enabling and disabling individual cubes. | |
| var: | true | Enable (true) or disable (false) the Var-ES cube. |
| var-summary: | true | Enable (true) or disable (false) the Var-ES Summary cube. |
| pnl: | true | Enable (true) or disable (false) the PnL cube. |
| pnl-summary: | true | Enable (true) or disable (false) the PnL Summary cube. |
| sensi: | true | Enable (true) or disable (false) the Sensi cube. |
| sensi-summary: | true | Enable (true) or disable (false) the Sensi Summary cube. |
| market: | true | Enable (true) or disable (false) the Market Data Cube. |
| common: | true | Enable (true) or disable (false) the MRCombinedCube. |
Spring profiles
| Profile | Description |
|---|---|
| dist-data-node | Only activate the data cubes (all except MRCombinedCube) and also the Netty bus messaging. |
| dist-query-node | Only activate the query cube (MRCombinedCube) and also the Netty bus messaging. |
Datastore implication
De-activating a cube means that the unused stores will also be de-activated. The following matrix shows the mapping between store and cubes.
note
The MRCombinedCube does not require a store because it is a query cube.
Standard configuration
| Store | Var-ES cube | Sensi cube | PnL cube | Var-ES Summary cube | Sensi Summary cube | PnL Summary cube |
|---|---|---|---|---|---|---|
| FXRates | X | X | X | X | X | X |
| RoundingMethods1 | X | X | X | X | ||
| Quantiles1 | X | X | X | X | ||
| TradeAttributes | X | X | X | |||
| BookParentChild | X | X | X | |||
| BookHierarchy | X | X | X | |||
| LegalEntityParentChild | X | X | X | |||
| LegalEntityHierarchy | X | X | X | |||
| CounterpartyParentChild | X | X | X | |||
| CounterpartyHierarchy | X | X | X | |||
| Counterparties | X | X | X | |||
| Countries | X | X | X | |||
| RiskFactorsCatalogue | X | X | X | |||
| MarketDataSets | X | X | X | |||
| Scenarios1 | X | X | ||||
| PnL | X | |||||
| Maturities2 | 2 | |||||
| Tenors2 | 2 | |||||
| Moneyness2 | 2 | |||||
| DynamicMaturities | X | |||||
| DynamicTenors | X | |||||
| DynamicMoneyness | X | |||||
| TradeSensitivities | X | |||||
| MarketData | X | |||||
| CorporateAction | X | |||||
| SensiLadders | X | |||||
| MarketShifts | X | |||||
| TradePnLs | X | |||||
| PnLBaseStore | X | |||||
| SensiBaseStore | X | |||||
| BaseStore | X |
Removing modules from your application
The default MR application includes all modules, with the full project code containing the Sensitivity, Market Data, PnL, VaR-ES, and MRCombined cubes (and Summary versions where applicable).
To remove a module completely, remove the dependency in the MR application pom.xml file and modify the MarketRiskConfig class to remove the imports of configuration classes.
All efforts have been made to minimize the amount of code changes required to achieve this removal, but some direct imports from the libraries might remain.