Activating and de-activating cubes
Cubes can be activated or de-activated from the configuration file risk.properties.
Configuration
Properties
| 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.var.summary.cube | true | Enable (true) or disable (false) the Var-ES Summary cube |
| enable.sensi.summary.cube | true | Enable (true) or disable (false) the Sensi Summary cube |
| enable.pnl.summary.cube | true | Enable (true) or disable (false) the PnL Summary cube |
| enable.common.cube | true | Enable (true) or disable (false) the MRACombinedCube |
Spring profiles
| Profile | Description |
|---|---|
| dist-data-node | Only activate the data cubes (all except MRACombinedCube) and also the Netty bus messaging. |
| dist-query-node | Only activate the query cube (MRACombinedCube) and also the Netty bus messaging. |
| standard | The Sensi Cube stores its data vectorized with pillars. |
| scalar-sensi | The Sensi Cube stores its data with one double per sensitivity. |
| aggregated | If activated, the summary cubes only store data at book level and not below (trade level). |
| enable-signoff | The sign-off dimension is available for all cubes, adjustment and sign-off are activated on non-summary cubes |
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.
note
The MRACombinedCube does not require a store because it is a query cube.
Standard configuration
| Store | Var-ES cube | Sensi cube | PnL cube | Var-ES Summary cube | Sensi Summary cube | PnL Summary cube |
|---|---|---|---|---|---|---|
| FXRates | X | X | X | X | X | X |
| RoundingMethods1 | X | X | X | X | ||
| Quantiles1 | X | X | 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 | |||
| Scenarios1 | X | X | ||||
| PnL | X | |||||
| Maturities2 | 2 | |||||
| Tenors2 | 2 | |||||
| Moneyness2 | 2 | |||||
| DynamicMaturities | X | |||||
| DynamicTenors | X | |||||
| DynamicMoneyness | X | |||||
| TradeSensitivities | X | |||||
| MarketData | X | |||||
| CorporateAction | X | |||||
| SensiLadders | X | |||||
| MarketShifts | X | |||||
| TradePnLs | X | |||||
| PnLBaseStore | X | |||||
| SensiBaseStore | X | |||||
| BaseStore | X |