Migration notes 4.0
This page explains the changes required to migrate to the stated version of the CVA Risk Capital Accelerator.
Migrate to 4.0.3
No migration needed.
Migrate to 4.0.2
Headline announcement
Add sa.cva-loss.sign property to indicate if CVA losses are represented by “positive” or “negative” numbers
Configuration files
Files Modified
cvarc.properties
New properties:
| Property Name | Value | Comment |
|---|---|---|
sa.cva-loss.sign |
positive |
Indicate if CVA losses are represented by “positive” or “negative” numbers. |
Migrate to 4.0.1
Headline announcement
An Azure-specific Source Config file was added for loading CRIF files.
Configuration files
Files Modified
cvarc.properties
New properties:
| Property Name | Comment | Value |
|---|---|---|
| azure.connection.endpoint | URL to Azure container | https://{Storage account name}.blob.core.windows.net |
Migrate to 4.0.0
Upgrading from version 3.0.0 - See CVA Risk Capital Accelerator 4.0.0 Release Notes.
The Accelerator is using ActivePivot 5.10.6 and ActiveUI 5.0.7.
For new features and fixes included in these releases, please see the ActiveUI documentation and ActiveUI Migration Notes, and the release notes for ActivePivot.
For clients licensed to use ActiveMonitor, a skeleton module based on version 5.10.6 is included with the CVA Risk Capital Accelerator release.
Headline announcement
- With the upgrade to ActiveUI5, your bookmarks must be migrated to the latest version. See the Migrating Bookmarks section of this page for details on how to do so.
Input file formats
Added
| File | Details |
|---|---|
| fx-rates.csv | Exchange rate for the date. |
Configuration files
Files Modified
CVARC.properties
New properties:
| Property Name | Comment | Value |
|---|---|---|
| fx-rates.common-currency | The default common currency for FX Rate exchange. | USD |
| asOfDateLevel | The AsOfDate hierarchy | AsOfDate@Date@Dates |
Datastores
Added stores
| Store | Details |
|---|---|
| FXRates | Datastore to keep the exchange rate for the date. |
Modified stores
| Modification | Store | Field | Type | Description |
|---|---|---|---|---|
| Added | FXRates | AsOfDate | LocalDate | Exchange rate for the date. |
| Added | FXRates | BaseCcy | String | Base currency for the exchange rate. |
| Added | FXRates | CounterCcy | String | Counter currency for the exchange rate. |
| Added | FXRates | FxRate | Double | Exchange rate. |
Cube schema
Added
| Cube | Dimension | Hierarchy | Levels | Datastore fields | Details |
|---|---|---|---|---|---|
| BA | ReferenceCurrency | ReferenceCurrency | ReferenceCurrency | Slicing Analysis Hierarchy | Express calculation in the reference currency |
| SA | ReferenceCurrency | ReferenceCurrency | ReferenceCurrency | Slicing Analysis Hierarchy | Express calculation in the reference currency |
Measures
No changes.
Context values
No changes.
Other changes
Migrating Bookmarks
Activeui 5 relies on a new content server structure, which means that the bookmarks need to be migrated to be compatible with this version. ActiveUI 4 bookmarks are not compatible with ActiveUI 5.
There is a simple tool that you can download to migrate your bookmarks though. You can install it by running yarn global add activeui-migration or npm install -g activeui-migration, and run it by using the migrate command that gets installed. The instructions on how to use the tool, as well as the tool itself, can be found on the github repository for the tool. If you have difficulties installing the tool from the public repo, we recommend you install and build the tool from this repo.
In order to use the tool, you will need the server file for your input, we have included that file here
note
ActiveUI 5 does not have any context value widgets, as such, you must remove them from your bookmarks before migrating them. The migration will not fail with them in your bookmarks, but you will get an error when you open a bookmark with a context value widget in it.