Startup properties

The FRTB Accelerator uses Spring Boot to manage some configuration properties. Typically these are properties that may change between environments and deployments, for example, development, CI, QA/UAT, and production.

The properties are spread over several files, they are located in the folder frtb-starter/src/main/resources, and loaded from the classpath:

• application.yaml
• frtb.properties
• frtb-cloud.properties
• jwt.properties

While application.yaml is specified as part of Spring Boot, the other files are specified using the @PropertySource annotation.

ActivePivot Server

Key	Value	Description	Default Definition in File
server.port	8080	The port used for the application external services.	application.yaml
server.servlet.context-path	“/frtb-starter”	The context path of the application.	application.yaml

Datastore partitioning

Key	Value	Description	Default Definition in File
partitioning.TradeId	8	Datastore partitioning configuration option. Sets the number of partitions to use based on the hash value of the Trade Id.	frtb.properties
partitioning.AsOfDate	true	Datastore partitioning configuration option. Enables and disables partitioning based on the AsOfDate.	frtb.properties

Config files

Key	Value	Description	Default Definition in File
measure.descriptions	measure-descriptions.json	The configuration file containing measure descriptions.	frtb.properties
drillIn.data	drillInConfig.json	The configuration file containing drill-in data.	frtb.properties
logging.config	classpath:logback-stdout.xml	Location of the logging configuration file.	application.yaml

CSV loading

Key	Value	Description	Default Definition in File
csvSource.parserThreads	16	The number of threads used to parse the files.	frtb.properties
csvSource.bufferSize	1024	Sets the size of a byte buffer, in kilobytes.	frtb.properties

FX rates service

Key	Value	Description	Default Definition in File
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)	frtb.properties

Content server

Key	Value	Description	Default Definition in File
contentServer.security.calculatedMemberRole	ROLE_USER	The role users must have to create calculated members in the content server.	frtb.properties
contentServer.security.kpiRole	ROLE_USER	The role users must have to create KPIs in the content server.	frtb.properties
contentServer.security.cache.entitlementsTTL	3600	The length of time (in seconds) the entitlement cache lives.	frtb.properties
contentServer.remote	false	Specifies whether FRTB should use the remote or the local configuration. true uses the remote configuration, while false uses the local configuration.	frtb.properties
contentServer.remote.api.uri	localhost:9091/content	The URI of the content server used by RemoteContentServiceConfig.	frtb.properties
contentServer.factory-reset	false	Resets the contents of the content server to those provided in the FRTB Accelerator
release. Valid values are false, true, file, folder (case-agnostic). true defaults to the file-based implementation. note Development only. Turn this off in production.	frtb.properties
contentServer.factory-reset.filename	frtb-content-server.json	The filename of the release version of the content server contents.	frtb.properties
contentServer.factory-reset.folder-name	frtb-content-server	The folder containing the release version of the content server contents.	frtb.properties
contentServer.bookmarks.default-owners	ROLE_ADMIN	The default owners for any bookmark.	frtb.properties
contentServer.bookmarks.default-readers	ROLE_USER	The default readers for any bookmark.	frtb.properties

FRTB parameter retriever selection

Key	Value	Description	Default Definition in File
parameter.retriever		This property is not in use.	frtb.properties

Logger level

Key	Value	Description	Default Definition in File
publishing.pre-interpolated-tuple-detection.logger-level	NONE	Logger level to use when pre-interpolated tuples skip the vectorization and interpolation logic. Accepted values are NONE and all the values in the java.util.logging.Level class (including INFO, WARNING and ERROR).	frtb.properties

Maturity converter

Key	Value	Description	Default Definition in File
maturity-converter.sa.sbm	legacy	Maturity Converter to be used for SBM calculations. Currently available values are “legacy” and “simple”.	frtb.properties
maturity-converter.drc	simple	Maturity Converter to be used for DRC calculations. Currently available values are “legacy” and “simple”.	frtb.properties
maturity-converter.day-count	A/365	The default day count convention to use with the “simple” maturity converter. Currently available values are: - A/360 - A/365F - A/365 note This option is ignored by the legacy maturity converter.	frtb.properties

Discovery requests

Key	Value	Description	Default Definition in File
activeviam.distribution.maxPendingDiscoveries	5	The number of outstanding discovery requests in the query node. For a smooth startup, set this to the number of data cubes across all instances.	frtb.properties

Data Load Controller

Key	Value	Description	Default Definition in File
dlc.audit-logging.enabled	false	Enable or disable additional logging of DLC.	frtb.properties
csvSource.dataset	data	Path to the directory containing the files to load.	frtb.properties
crif-reporting-currency	USD	The reporting currency used for FX sensitivities loaded from CRIF files.	frtb.properties
auto-cleanup.upon.summary.data	true	When loading data into a cube, the presence of summary data for an AsOfDate automatically erases the corresponding full dataset.	frtb.properties
optionality-service.auto-run	“none”	The Optionality Service can automatically set the “optionality” flag on the delta sensitivities, by matching them with curvature sensitivities during the ETL. It can be run explicitly as a topic through the DLC, or automatically after loading sensitivities for “delta”, “curvature”, “crif”, “all”, or “none”.	application.yaml

Data Extraction Engine

Required properties

Key	Value	Description	Default Definition in File
data.extraction.service.base.dir.path	./	Path to the folder in which the files will be generated for regular extractions.	frtb.properties
data.extraction.service.http.base.url	http://localhost:8080	URL mount point to access the folder as a Web File Server for regular extractions.	frtb.properties
enhanced.drillthrough.base.dir.path	./src/main/resources/DEEDrillthroughs	Path to the folder in which the files will be generated for the Enhanced Drillthrough extractions.	frtb.properties
enhanced.drillthrough.http.base.url	http://localhost:8080	URL mount point to access the folder as a Web File Server for the Enhanced Drillthrough extractions.	frtb.properties

Additional properties

Key	Value	Description	Default Definition in File
data.extraction.templates.base.dir.path	./src/main/resources/DEETemplateOrders	Path to the folder holding the JSON order template files.	frtb.properties
data.extraction.service.with.user.folders	false	Include the user name in the folder path generated. For example: /Output/User1/extraction.csv	frtb.properties

Feature selection properties

Key	Value	Description	Default Definition in File
ima.disable	false	Set to true to disable IMA cubes: InternalModelApproachCube, IMADRCCube, PLCube & StressedCalibrationCube.	frtb.properties
ima.es.disable	false	Set to true to disable IMA ES cubes: InternalModelApproachCube.	frtb.properties
ima.drc.disable	false	Set to true to disable IMA DRC cubes: IMADRCCube	frtb.properties
ima.plat-backtesting.disable	false	Set to true to disable IMA PLAT & Backtesting cubes: PLCube	frtb.properties
ima.stress-calibration.disable	false	Set to true to disable StressedCalibrationCube.	frtb.properties
combined.disable	false	Set to true to disable FRTBCombinedCube.	frtb.properties
contentServer.context-values.ignore	true	Ignore context values stored in the content server (improves performance for remote content servers).	frtb.properties
management.endpoints.web.exposure.include	“*”	The endpoint IDs to include.	application.yaml
springdoc.swagger.enabled	false	Enables Swagger UI.	application.yaml
springdoc.swagger.path		Path to Swagger UI.	application.yaml

User Detail Service Properties

Key	Value	Description	Default Definition in File
user-detail-filename		Specify the csv file for describing userDetailService. If the property is not set, use hardcoded user details. If property is set, load from file.	frtb.properties

Sign-Off

Key	Value	Description	Default Definition in File
signoff.extraction.templates	DEFAULT:CubeAdjustmentExport;StandardisedApproachCube:CrifExtraction;InternalModelApproachCube:IMACubeExport;InternalModelApproachCube	ES (Basic):IMACubeExportESBasic;PLCube:PLCubeExport;IMADRCCube:IMADRCCubeExport	Extraction templates used for signoff. Format : cubeName1:templateName11,templateName12;cubeName2:templateName21 and optionally: cubeName1
generated.files.base.dir.path	${java.io.tmpdir}	The base directory path where all the generated files will be generated. This property is needed by the Download service.	frtb.properties
asofdate.level	AsOfDate@Date@Dates	The level containing the AsOfDates, used by the Sign-Off service for filtering.	frtb.properties

What-If File Upload

Key	Value	Description	Default Definition in File
input.data.root.dir.path	./src/test/resources/data	The directory where the files for the File Upload are located.
csvSource.subdirectory.dataset.stage	/stage	The staging directory for the File Upload.
csvSource.subdirectory.dataset.whatif	/whatif	The directory of files on which the What-If is executed.

Cloud Storage properties

Key	Value	Description	Default Definition in File
cloudSource.dataset	“data”	Path to the Cloud directory containing the files to load.	frtb-cloud.properties
cloud.fetch.thread	12	Maximum number of threads that will download in parallel.	frtb-cloud.properties
aws.bucket		Bucket of the directory (access point alias).	frtb-cloud.properties
aws.region		Region to be used by the client.	frtb-cloud.properties
aws.accessKeyId		Access key ID.	frtb-cloud.properties
aws.secretKey		Secret access key.	frtb-cloud.properties
azure.container		Container name.	frtb-cloud.properties
azure.connection.string		Connection string of the storage account.	frtb-cloud.properties

JWT properties

Key	Value	Description	Default Definition in File
activeviam.jwt.key.public	*	RSA public key (Base64 encoding)	jwt.properties
activeviam.jwt.key.private	*	RSA private key (Base64 encoding)	jwt.properties
activeviam.jwt.expiration	43200	Lifetime of JWT token in seconds	jwt.properties

TCP Gossip

Key	Value	Description	Default Definition in File
activeviam.distribution.gossip.router.enable		Enable TCP GOSSIP router (query node)	none
activeviam.distribution.gossip.router.port		TCP GOSSIP router port (query node)	none