Activating and de-activating cubes
Cubes can be activated or de-activated from the configuration file application.yaml.
Configuration
Properties
| Key | Value | Description |
|---|---|---|
| mr: | ||
| cubes: | Subsection for Atoti Server 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. |
| starter: | Subsection for Atoti Server instance configuration. | |
| deployment: | Subsection for customising the node instance. | |
| type: | in-memory | in-memory datastore, direct-query database or query-node only. |
| transport: | local | local, netty or none bus. |
starter.deployment.type could be:
in-memory: Configures the instance to have data cubes that rely on in memory datastorequery-node: Configures the instance to handle only the query cube, aka the common cubedirect-query: Configures the instance to have data cubes that rely on directQuery database
starter.deployment.transport could be:
local: The data cubes communication with the query cube uses the local bus.netty: The data cubes communication with the query cube uses the netty bus.none: The data cubes use no communication bus, in this case you can’t have any query cube.
(!) To activate or disable the query cube, you should use the property mr.enable.cubes.common:
true: The instance will start a query cube (MRCombinedCube).false: The instance won’t start a query cube, assuming another one will start it.
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.