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Changelog

For information on upgrading from previous versions, see the Atoti Market Data Migration Notes

0.9.0

2024-09-23

Upgrade to Atoti Server 6.1.0-rc2: Atoti Market Data has been upgraded to Atoti Server 6.1.0-rc2.
Java 21: Atoti Market Data 0.9.0 requires Java 21.
Improvements to overridden store values in post-processors: Overridden store values can now be the same length as the required levels and are declared as an array.
Added FX rate post-processors: Two FX rate post-processors have been added to the library.
FX rate on a currency against itself: The contextual FX rate retriever returns 1.0 when an FX rate is requested for a currency against itself.
Extensible SingleMarketDataPostProcessor: The SingleMarketDataPostProcessor is now extensible, allowing the static measure() method to be replaced with an appropriate one for the extension.
Store name suffix A suffix can be defined for all store names. By default, that suffix is the empty string.
SingleMarketDataPostProcessor split: The selection of a market data container based on a post-processor property has been moved into a new post-processor, APropertyMarketDataPostProcessor.

Issue Key	Details
BAST-1134	Two FX rate post-processors have been added to the library.
BAST-1141	Added property to append suffix to store names.

Issue Key	Details
BAST-1117	Updated Atoti Market Data to Atoti Server 6.1.0-rc2.
BAST-1131	Changed `overriddenStoreValues` to array instead of list to match `requiredLevels` in `ADefaultMarketDataPostProcessor`
BAST-1140	Allowed the possibility to have no interpolation mode defined in the `CurveMarketDataPostProcessor`, `SurfaceMarketDataPostProcessor` and `CubeMarketDataPostProcessor` classes.
BAST-1146	The selection of a market data container based on a post-processor property has been moved into a new post-processor, `APropertyMarketDataPostProcessor`.
BAST-1158	The `AContextualMarketDataRetriever#createCacheKey` method now returns `CompositeKey`.

Issue Key	Details
BAST-1129	Allowed the retrieval of a market data when `overriddenStoreValues` has the same length as `requiredLevels` in `ADefaultMarketDataPostProcessor`.
BAST-1130	Removed the setting of the `DATASTORE_TICK` continuous query handler and allowed the list of continuous query handlers to be passed on instead.
BAST-1133	Return 1.0 when an FX rate is requested for a currency against itself.
BAST-1138	The `SingleMarketDataPostProcessor` is now extensible, allowing the static `measure()` method to be replaced with an appropriate one for the extension.
BAST-1139	The Common Lib dependency has been removed, removing `NoClassDefFound` errors.

2024-08-28

Standalone Market Data module: Atoti Market Data is now a standalone module, with a release cycle independent of Atoti Market Risk.

Issue Key	Details
MR-1801	Extracted Atoti Market Data from the Atoti Market Risk codebase.