Release notes and changelog

5.1.0

2023-06-13

Download the distribution files here

The distribution files comprise the following zipped artifacts:

• UI source code.
• UI build that does not require an installation and can be directly deployed.
• Source files that can be used to build the module.
• Maven repository required to build the project and run the tests.
  

  note

  The Atoti Server 6.0.5 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.

• Offline documentation that can be served by the module.

Summary

• DirectQuery: DirectQuery support has been implemented for the VaR/ES, Sensitivity, and PnL Cubes.

• Removal of MarketRiskTestApplication: The MarketRiskTestApplication has been removed from the mr-application module as part of a cleanup. To start the application from an IDE, you can now simply run the MarketRiskApplication class, which remains in mr-application/src/main/java/com/activeviam/mr/application/main.
  

  To support this change, the reference data has been moved from mr-application/src/test/resources/data to mr-application/src/main/resources/data.
  

  note

  No files in the data directory are included in the mr-application JAR.

• Upgraded to Atoti Server 6.0.5 and Atoti UI 5.1.x. Atoti Market Risk can now be used with Atoti UI version 5.1 or higher.

• Simplified combining UIs: Introduction of Atoti UI 5.1 simplifies how to activate and configure UI features in Atoti Market Risk and across combined Atoti Business Solutions. See Configuring the UI for details.

• Updated bookmark configuration: Set bookmark owners to ROLE_ADMIN and readers to ROLE_USER.

• Migrated bookmarks to Atoti UI 5.1.x: Bookmarks have been upgraded to be compatible with Atoti UI 5.1.x

• Separated the configuration of Taylor VaR measures from the configuration of PnL explain measures: the Taylor VaR measures can now be removed from the configuration in an easier way.

• Input files: The SecondOrderLadder field has been removed from the Sensitivities files.

  note

  To be compatible with old file formats, you can set the configuration.data-load.format property in the application.yaml file to ‘5.0’. In this case the first non-null field is used for the ladder. However, please note that this old sensitivity format is being deprecated.

• Updated user configuration: Removed the ROLE_CS_ROOT role from all users except admin.

• Hibernate properties change: The content of the hibernate.properties file has changed and the unused Hikari properties have been replaced with Tomcat JDBC properties.

Known issues

Issue Key	Details
MR-1519	Querying a number of Vega measures on the Sensitivity Cube is slower than on previous versions, by as much as 50%. This only applies when the Sensitivity Cube is in vectorized mode, that is, when the configuration.data-model.scalar-sensitivities property is set to false. This is being investigated to find a resolution.
MR-1520	Querying the PnLExplain measure on the Sensitivity Cube is slower than on previous versions, by approximately 15%. This only applies when the Sensitivity Cube is in scalar mode, that is, when the configuration.data-model.scalar-sensitivities property is set to true. This is being investigated to find a resolution.

Dependency versions

Component	Version
Adjustments Services API	2.2.0
Atoti Server	6.0.5
Atoti UI	5.1.x
Data Connectors	4.0.1-AP6.0
Java	JDK11
Sign-Off API	2.1.0
UI Components	5.0.22
What-If	2.0.0-AS6.0

Added

Issue Key	Details
GENACL-949	Updated the Actuator property to remove automatic connection to Elasticsearch.
MR-1372	Vectors for VaR data are now handled with DirectQuery.
MR-1414	The Snowflake database Data model for DirectQuery has been defined.
MR-1419	Side stores are now handled for DirectQuery.
MR-1431	The PnL Cube can now connect to DirectQuery.
MR-1432	The VaR Cube can now connect to DirectQuery.
MR-1433	The Sensitivity Cube (scalar mode only) can now connect to DirectQuery.
MR-1462	The property initial-load.business-dates has been added.

Changed

Issue Key	Details
MR-851	The default read/write access for bookmarks has been improved. For details, see Updated bookmarks in the Migration notes.
MR-1469	MarketRiskApplication is now the default class for local development.
MR-1482	Upgraded to Atoti Server 6.0.5.
MR-1488	Migrated bookmarks to ActiveUI 5.1.
MR-1489	The Taylor VaR measure configuration has been separated from the PnL explain measure configurations.
MR-1492	Configuration classes for ClickHouse and SQL Server have been added in the “com.activeviam.mr.preview” package.
MR-1498	Added missing output type configuration for post-processed measures.
MR-1508	Hibernate properties have been renamed to prepend content-service.db. to the property name. The Hikari connection pool properties have been replaced with Tomcat JDBC connection pool properties.
MR-1509	The JGroups version has been added to the JGroups configuration files.

Removed

None

Fixed

Issue Key	Details
PIVOT-7078	Fixed a performance regression with vector-based aggregations that caused a number of queries in the VaR-ES cube to run slower.
PIVOT-6796	Executing distinct queries was slow on stores with a large number of entries.
MR-1471	The method getCorporateAction was incorrectly invoked when no corporate ation was applied.
MR-1491	Removed a condition from the SensiTradeStoreTuplePublisher and ScalarSensiTradeStoreTuplePublisher that prevented some tuples from being published unless they were equity or FX sensitivities. These publishers no longer differentiate on risk class. Additionally, in the case of a malformed tuple, the log message has been elevated from warning to severe.
MR-1504	Hidden hierarchies are now handled correctly in the Market Data Cube.
MR-1505	Fixed primary key collisions in sample input CSV data, which used to print out DuplicateKeyWithinTransaction warnings at start-up.
MR-1507	Fixed warnings printed out by Spring Boot PropertySourcesDeducer at start-up.
MR-1510	Changed the file pattern used to load Market Data files to prevent MarketDataSets files from being loaded incorrectly into the market data store.