Navigation :
test ../../ test user-ref.html
User & Reference Guide
test ../../ test getting-started.html
Getting started
test ../../ test getting-started/about.html
- Using this guide
test ../../ test getting-started/whats-new.html
- What's New
test ../../ test getting-started/data-model.html
- Market Risk Data Model
test ../../ test dashboards.html
Dashboards
test ../../ test what-if.html
What-If Analysis
test ../../ test limits.html
Limit monitoring
test ../../ test sign-off.html
Sign-Off Approvals
test ../../ test calculations.html
Calculations Guide
test ../../ test configuration.html
Configuration files
test ../../ test cube.html
Cube Reference
test ../../ test datastore.html
Datastores
test ../../ test input-files.html
Input file formats
test ../../ test dev.html
Developer Guide
test ../../ test dev/dev-release.html
-
Release and migration notes
test ../../ test dev/dev-getting-started.html
-
Getting Started
test ../../ test dev/dev-ref-impl.html
-
Market Risk Accelerator Reference Implementation
test ../../ test dev/dev-core.html
-
MRA Core
test ../../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../../ test dev/dev-extensions/activate-cube.html
-- Activating and de-activating cubes
test ../../ test dev/dev-extensions/add-a-new-cube-hierarchy.html
-- Adding cube hierarchies
test ../../ test dev/dev-extensions/add-a-new-cube-measure.html
-- Adding cube measures
test ../../ test dev/dev-extensions/add-a-new-data-loading-unloading-topic.html
-- Adding data loading or unloading topics
test ../../ test dev/dev-extensions/add-a-new-kpi.html
-- Adding KPIs
test ../../ test dev/dev-extensions/configure-measures.html
-- Configuring measures using Spring Beans
test ../../ test dev/dev-extensions/configure-sources.html
-- Configuring sources using Spring Beans
test ../../ test dev/dev-extensions/setup-context-values.html
-- Setting up the default context values
test ../../ test dev/dev-extensions/dev-guidelines.html
--
Developing on the Accelerator
test ../../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../../ test dev/dev-sign-off.html
-
Sign-Off
test ../../ test dev/dev-whatif.html
-
What-If
test ../../ test pdf-guides.html
PDF Guides
Setting up the default context values
This page provides a description of how we set up the context values. The techniques
employed are generic examples that can be extended, adapted and repeated
for any use case that we need. In all cases, we make minimal changes to
the Accelerator Reference Implementation.
Cube
Bean name
Var-ES Cube
contextValueVaRESCube
VaR-ES Summary Cube
contextValueVaRESSummaryCube
Sensitivity Cube
contextValueSensitivityCube
Sensitivity Summary Cube
contextValueSensitivitySummaryCube
PLCube
contextValuePLCube
PL Summary Cube
contextValuePLSummaryCube
Combined Cube
contextValueMRACombinedCube
The context values are defined in a specific configuration class ContextValueConfig
within
/risk-starter/src/main/java/com/activeviam/risk/starter/cfg/pivot/impl
:
@Bean
public List<IContextValue> contextValuePLCube() {
return List.of(
QueriesTimeLimit.of(queriesTimeLimit, TimeUnit.SECONDS),
[...]
);
}