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Activating and de-activating cubes
Cubes can be activated or de-activated from the configuration file risk.properties.
Configuration
| Key |
Value |
Description |
| enable.var.cube |
true |
Enable (true) or disable (false) the Var-ES cube |
| enable.sensi.cube |
true |
Enable (true) or disable (false) the Sensi cube |
| enable.pnl.cube |
true |
Enable (true) or disable (false) the PnL cube |
| enable.common.cube |
true |
Enable (true) or disable (false) the MRACombinedCube |
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.
The MRACombinedCube does not require a store because it is a query cube.
Standard configuration
| Store |
Var-ES cube |
Sensi cube |
PnL cube |
| FXRates |
X |
X |
X |
| RoundingMethods |
X |
X |
|
| Quantiles |
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 |
| Scenarios |
X |
X |
|
| PnL |
|
|
X |
| Maturities |
|
X[^2] |
|
| Tenors |
|
X[^2] |
|
| Moneyness |
|
X[^2] |
|
| DynamicMaturities |
|
X |
|
| DynamicTenors |
|
X |
|
| DynamicMoneyness |
|
X |
|
| TradeSensitivities |
|
X |
|
| MarketData |
|
X |
|
| CorporateAction |
|
X |
|
| SensiLadders |
|
X |
|
| MarketShifts |
|
X |
|
| TradePnLs |
X |
|
|
Import configuration
Configuration to load back exported data
| Store |
Var-ES cube |
Sensi cube |
PnL cube |
| FXRates |
X |
X |
X |
| RoundingMethods |
X |
X |
|
| Quantiles |
X |
X |
|
| PnLBaseStore |
|
|
X |
| SensiBaseStore |
|
X |
|
| BaseStore |
X |
|
|