Activating and de-activating cubes

Cubes can be activated or de-activated from the configuration file application.yaml.

Configuration

Properties

Key Value Description
 cubes: Subsection for ActivePivot cubes.
  enable: Subsection for enabling and disabling individual cubes.
   var: true Enable (true) or disable (false) the Var-ES cube.
   var-summary: true Enable (true) or disable (false) the Var-ES Summary cube.
   pnl: true Enable (true) or disable (false) the PnL cube.
   pnl-summary: true Enable (true) or disable (false) the PnL Summary cube.
   sensi: true Enable (true) or disable (false) the Sensi cube.
   sensi-summary: true Enable (true) or disable (false) the Sensi Summary cube.
   market: true Enable (true) or disable (false) the Market Data Cube.
   common: true Enable (true) or disable (false) the MRCombinedCube.

Spring profiles

Profile Description
dist-data-node Only activate the data cubes (all except MRCombinedCube) and also the Netty bus messaging.
dist-query-node Only activate the query cube (MRCombinedCube) and also the Netty bus messaging.

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 MRCombinedCube 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

Removing modules from your application

The default MR application includes all modules, with the full project code containing the Sensitivity, Market Data, PnL, VaR-ES, and MRCombined cubes (and Summary versions where applicable).

To remove a module completely, remove the dependency in the MR application pom.xml file and modify the MarketRiskConfig class to remove the imports of configuration classes. All efforts have been made to minimize the amount of code changes required to achieve this removal, but some direct imports from the libraries might remain.


  1. This store is active even if only the PnL cube is activated ↩︎

  2. Only for the non-scalar profile ↩︎