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 MR application.
Cube
Bean name
Class (where applicable)
Var-ES Cube
contextValueVaRESCube
VarESCubeContextValueConfig
VaR-ES Summary Cube
contextValueVaRESSummaryCube
VarESSummaryCubeContextValueConfig
Sensitivity Cube
contextValueSensitivityCube
SensiCubeContextValueConfig
Sensitivity Summary Cube
contextValueSensitivitySummaryCube
SensiSummaryCubeContextValueConfig
PLCube
contextValuePLCube
PnlCubeContextValueConfig
PL Summary Cube
contextValuePLSummaryCube
N/A in Atoti Market Risk.
Combined Cube
contextValueMRCombinedCube
MRCombinedCubeContextValueConfig
The context values are defined in the specific mr-*- a specific configuration class ContextValueConfig within
/mr-application/src/main/java/com/activeviam/risk/starter/cfg/pivot/impl: