mr.properties
File purpose
The mr.properties file defines the file loading formats and pattern matching for the input files to the datastore, content server settings, parameters for the starter web apps, spring profiles, and FX rates service.
File values
Section: Spring Profiles
| Key | Value | Description |
|---|---|---|
| spring.profiles.active | default,local-content,reporting-rest,reporting-plugins,contentservice-scheduling,scheduling-plugins | - ‘default’: disable the embedded ActiveMonitor component. - ’local-content’ and ‘remote-content’: choose whether to make a local content server or connect to a remote one. |
Section: FX Rates
| Key | Value | Description |
|---|---|---|
| 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). |
| context-value.reference-currency.members | EUR,USD,GBP,CHF,JPY,SEK,NOK,CAD | Order of the available reference currencies in the display currency level. |
Section: Day-to-day operations
| Key | Value | Description |
|---|---|---|
| asofdate.dtd.hierarchy.members | Yesterday=DAY-1,Day-2=DAY-2,Tomorrow=DAY+1,End Of Month=EOM-1,End Of Quarter=EOQ-1,End Of Year=EOY-1 | List of specific members used to perform day-to-day operations in addition to the asOfDates. |
Section: Data load
CSV Source
| Key | Value | Description |
|---|---|---|
| csvSource.dataset | data | Path to the directory containing the files to load. |
| csvSource.dataset.import.store | import/store | Folder for the reimport of store export data. |
| csvSource.dataset.import.aggregated | import/aggregated | Folder for the reimport of aggregated export data. |
File loading patterns
| Key | Value | Description |
|---|---|---|
| tradePnlFilePattern | glob:**TradePnLs*.csv | Pattern for the Trade PnL input file. |
| tradeAttributesFilePattern | glob:**TradeAttributes*.csv | Pattern for the Trade Attributes input file. |
| fxRatesFilePattern | glob:**FXRates*.csv | Pattern for the FX Rates input file. |
| scenariosFilePattern | glob:**Scenarios*.csv | Pattern for the Scenarios input file. |
| bookParentChildFilePattern | glob:**BookParentChild*.csv | Pattern for the Book Parent Child input file. |
| legalEntityParentChildFilePattern | glob:**LegalEntityParentChild*.csv | Pattern for the Legal Entity Parent Child input file. |
| counterpartyParentChildFilePattern | glob:**CounterpartyParentChild*.csv | Pattern for the Counterparty Parent Child input file. |
| counterpartiesFilePattern | glob:**Counterparties*.csv | Pattern for the Counterparties input file. |
| countriesFilePattern | glob:**Countries*.csv | Pattern for the Countries input file. |
| signOffMandatesFromBaseFilePattern | glob:**MandatesFromBase*.csv | This property is not in use. |
| pnlFilePattern | glob:**PLActuals*.csv | Default for the input file which does not have product control fields. |
| glob:*PLPCActuals.csv | Input file that has product control fields (cumulative PnLs). | |
| sensiLaddersFilePattern | glob:**LadderDefinition*.csv | Pattern for the Ladder Definition input file. |
| roundingMethodsFilePattern | glob:**RoundingMethods*.csv | Pattern for the Rounding Methods for VaR input file. |
| quantilesFilePattern | glob:**Quantiles*.csv | Pattern for the Quantiles2Rank for VaR input file. |
| summaryPnLFilePattern | glob:**SummaryPL*.csv | Pattern for the summary data loaded into the PnL Cube. |
| summarySensiFilePattern | glob:**SummarySensitivity*.csv | Pattern for the summary data loaded into the Sensitivity Cube. |
| summaryTradePnlFilePattern | glob:**SummaryVaR*.csv | Pattern for the summary data loaded into the VaR/ES Cube. |
Sensitivities file loading patterns
| Key | Value | Description |
|---|---|---|
| sensiDeltaFilePattern | glob:**DeltaSensitivities*.csv | Pattern for the Delta Sensitivities input file. |
| sensiVegaFilePattern | glob:**VegaSensitivities*.csv | Pattern for the Vega Sensitivities input file. |
| sensiGammaFilePattern | regex:^(?i).*Gamma(?<!CrossGamma)Sensitivities.*.csv.*$ | Pattern for the Gamma Sensitivities input file. |
| sensiVannaFilePattern | glob:**VannaSensitivities*.csv | Pattern for the Vanna Sensitivities input file. |
| sensiVolgaFilePattern | glob:**VolgaSensitivities*.csv | Pattern for the Volga Sensitivities input file. |
| sensiCashFilePattern | glob:**CashSensitivities*.csv | Pattern for the Cash Sensitivities input file. |
| sensiThetaFilePattern | glob:**ThetaSensitivities*.csv | Pattern for the Theta Sensitivities input file. |
| sensiCrossGammaFilePattern | glob:**CrossGammaSensitivities*.csv | Pattern for the Cross Gamma sensitivities input file. |
| sensiTenorsFilePattern | glob:**StaticTenors*.csv | Pattern for the Static Tenor Labels input file. |
| sensiMaturitiesFilePattern | glob:**StaticMaturities*.csv | Pattern for the Static Maturity Labels input file. |
| sensiMoneynessFilePattern | glob:**StaticMoneyness*.csv | Pattern for the Static Moneyness Labels input file. |
| sensiDynTenorsFilePattern | glob:**DynamicTenors*.csv | Pattern for the Dynamic Tenor Labels input file. |
| sensiDynMaturitiesFilePattern | glob:**DynamicMaturities*.csv | Pattern for the Dynamic Maturity Labels input file. |
| sensiDynMoneynessFilePattern | glob:**DynamicMoneyness*.csv | Pattern for the Dynamic Moneyness Labels input file. |
| riskFactorCatalogueFilePattern | glob:**RiskFactorsCatalog*.csv | Pattern for the Risk Factors Catalog input file. |
| marketDataFilePattern | glob:**MarketData*.csv | Pattern for the Market Data input file. |
| marketDataSetsFilePattern | glob:**MarketDataSets.csv | Pattern for the Market Data sets input file. |
| corporateActionFilePattern | glob:**CorporateAction*.csv* | Pattern for the Corporate Action input file. |
Summary cubes file loading patterns
| Key | Value | Description |
|---|---|---|
| varImportFilePattern | glob:**VaR-ES Cube*.csv* | File loading pattern for the Var-ES Cube. |
| pnlImportFilePattern | glob:**PLCube*.csv* | File loading pattern for the PL Cube. |
| sensiImportFilePattern{Delta,Vega,Gamma}.csv | glob:**Sensitivity Cube*.csv* | File loading pattern for the Sensitivities Cube. |
Section: Content Server
| Key | Value | Description |
|---|---|---|
| contentServer.security.calculatedMemberRole | ROLE_USER | The role users must have to create calculated members in the content server. |
| contentServer.security.kpiRole | ROLE_USER | The role users must have to create KPIs in the content server. |
| contentServer.security.cache.entitlementsTTL | 3600 | The time to live (in seconds) of the entitlement cache. |
| contentServer.remote.api.uri | http://localhost:9093/content | The URI of the content server used by RemoteContentServiceConfig. |
| contentServer.prefix | mra | note The value here is the URL of the content server as executed with Jetty in Eclipse. You should change this value accordingly to your content server. |
| contentServer.factory-reset | TRUE | Reset the contents of the content server to those provided in the Atoti Market Risk release. |
note Development only, turn this off in production. |
||
| contentServer.factory-reset.filename | classpath:risk-content-server.json | Filename of the release version of the content server contents. |
| activemonitor.restUrl | http://localhost:10010/mr-application/sentinel/rest/v6/ | ActiveMonitor REST URL |
Section: Incremental metrics
| Key | Value | Description |
|---|---|---|
| inc.metrics.list.std | booking,trades,top,rlshift | The list of the technical names of the relative metrics created for the VaR-ES cube. |
| inc.metrics.list.summary.std | booking,top,trades | The list of the technical names of the relative metrics created for the Var-ES summary cube on the default/full profile. |
| inc.metrics.list.summary.agg | booking,top | The list of the technical names of the relative metrics created for the Var-ES summary cube on the aggregated. |
| inc.metrics.[name].sufix | Booking | [name] is the technical name of the metric. It defines the suffix appended to the relative metrics. It can be empty. |
| inc.metrics.[name].folder | [name] is the technical name of the metric. It defines the sub-folder used for the relative metrics. It can be empty. | |
| inc.metrics.[name].pp | ParentValue | [name] is the technical name of the metric. It defines the post-processor that computes the reference used by the relative metrics. |
| inc.metrics.[name].hierarchy | BookHierarchy@Organization | Only for “pp=ParentValue”, [name] is the technical name of the metric. It defines the axis used to find-out the parent for the relative metrics. |
| inc.metrics.[name].clearFilter | false | Only for “pp=TopPostProcessor”, [name] is the technical name of the metric. If set to true, the top metric is taken by also clearing all the query filters. |
| inc.metrics.[name].nullAtTop | false | Only for some post-processor, [name] is the technical name of the metric. If set to true, the metric returns null at the top level. |
| inc.metrics.[name].exclude | CounterpartyIds@Counterparties,Trades@Booking | Only for “pp=TopPostProcessor”, [name] is the technical name of the metric. A list of hierarchies that are excluded from the top level computation. |
| reference-levels.list | ,Book@Books,Desk@Desks | The list of levels available for the “ReferenceLevel” context value. The empty level means the top level for all hierarchies. |
inc.metrics.[name].pp content
| pp value | Description | Additional fields |
|---|---|---|
| ParentValue | Sets the reference of the relative metrics to the upper level of the given hierarchy. | hierarchy, nullAtTop |
| TopPostProcessor | Sets the reference of the relative metrics to the highest level of the cube for all hierarchies, keeping only the slicing hierarchies and “allMembers” levels. The clearFilter property specifies whether the MDX filters are also cleared. | clearFilter, nullAtTop, exclude |
| ReferenceLevelLocationShift | Sets the reference of the relative metrics to a dynamic level that is set by the “ReferenceLevel” context value. The property [reference-levels.list] defines the available levels for the context value. |
Section: Cube formatters
| Key | Value | Description |
|---|---|---|
| cube.format.double | DOUBLE[#,##0.00;-#,##0.00] | Formatter for double measures with at most 2 digits after the decimal separator. |
| cube.format.percent | DOUBLE[#,##0.00%] | Formatter for percentage double measures. |
| cube.format.integer | INT[#,###] | Integer formatter. |
| cube.format.date | DATE[HH:mm:ss] | Date formatters for timestamps. |
| cube.format.array | DOUBLE_ARRAY[#.###########] | Double array formatter with at most 2 digits after the decimal separator. |
Section: Starter Web Apps
| Key | Value | Description |
|---|---|---|
| starter.serverUrl | http://localhost:10010/mr-application | Base URL for all starter web apps (i.e. DoctorPivot, Content Service UI, Documentation). |
| starter.javadocBaseUrl | https://artifacts.activeviam.com/documentation/accelerators/mra/ | Javadoc base URL for DoctorPivot. |
| starter.javadocVersion | 1.2.0 | Javadoc version for DoctorPivot. |
| starter.documentationRoot | Default.htm | Documentation root file to redirect to index.html. |
| jgroup.protocol.file.path | jgroups-protocols/protocol-udp.xml | JGroup configuration file used for distributed cubes. |