Setting up the default context values

This page provides a description of how we set up the context values. The techniques employed are generic examples that can be extended, adapted and repeated for any use case that we need. In all cases, we make minimal changes to the MR application.

Cube Bean name Class (where applicable)
Var-ES Cube contextValueVaRESCube VarESCubeContextValueConfig
VaR-ES Summary Cube contextValueVaRESSummaryCube VarESSummaryCubeContextValueConfig
Sensitivity Cube contextValueSensitivityCube SensiCubeContextValueConfig
Sensitivity Summary Cube contextValueSensitivitySummaryCube SensiSummaryCubeContextValueConfig
PLCube contextValuePLCube PnlCubeContextValueConfig
PL Summary Cube contextValuePLSummaryCube N/A in Atoti Market Risk.
Combined Cube contextValueMRCombinedCube MRCombinedCubeContextValueConfig

The context values are defined in the specific mr-*- a specific configuration class ContextValueConfig within /mr-application/src/main/java/com/activeviam/risk/starter/cfg/pivot/impl:

    @Bean
    public List<IContextValue> contextValuePLCube() {
        return List.of(
                QueriesTimeLimit.of(queriesTimeLimit, TimeUnit.SECONDS),
                [...]
        );
    }