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Release notes and changelog

info

For user-facing changes, refer to the What’s New page.
For information on upgrading from previous versions, see the Atoti Market Risk Migration Notes.

5.2.3

2023-11-03

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 6.0.9 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

  • Atoti Server version: Upgraded to 6.0.9. This version solves a bug in the leaf aggregation in version 6.0.8.
  • Common library: Upgraded to 1.13.7-AS6.0 to be compatible with Atoti Server 6.0.9.

Dependency versions

Component Version
Adjustments Services API 2.2.0
Atoti Server 6.0.9
Atoti UI 5.1.x
Data Connectors 4.0.2-AP6.0
Java JDK11
Sign-Off API 2.1.0
UI Components 5.0.27
What-If 2.1.1-AS6.0

Changed

Issue Key Details
MR-1622 Upgraded to Atoti Server 6.0.9

5.2.2

2023-10-25

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 6.0.8 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

  • Atoti Server version Upgraded to 6.0.8.
  • Common Parent POM: The Common Parent POM has been upgraded to 1.2.0
  • Common Dependencies BOM: The Common Dependencies BOM has been upgraded to 1.2.0
  • Solutions Tools BOM: The Solutions Tools BOM has been upgraded to 1.3-AS6.0
  • Volga Taylor VaR measures: Volga Taylor VaR measures have been added to the Solution.
  • Statistical measures for interpolated market shift measures: The minimum, maximum, average, and percentile measures have been added for interpolated market shift measures.
  • PnL Explain and Taylor VaR: The ladder computation has been fixed by replacing PnL = PnL(Ladder(shift), sensi) with PnL = Ladder(PnL(shift), shift).
  • IPnLExplainFormulaProvider consistency cleanup: The new getShiftFromMDFormula function has been added to the IPnLExplainFormulaProviderto transform market data into a shift.
  • DirectQuery cube refresh: The DirectQuery cube refresh is now available by REST service: use a POST at the URL ‘http://localhost:10010/mr-application/directquery/refresh’.
  • Made ladder-based sensitivity measures optional: Ladder-based sensitivity measures can now be excluded from the configuration. If the configuration classes are excluded, no visible measures will be present in the cube. If the Solution is configured to use ladders as an input to PnL Explain and Taylor VaR calculations, the result will be NaN.
  • Removal of ActivePivotRemotingServicesConfig import: The optional ActivePivotRemotingServicesConfig remoting configuration import has been removed to mitigate a security vulnerability.

note

The security vulnerability mitigated is CVE-2016-1000027. It affects the httpinvoker package in Spring. By removing the remoting services, the vulnerable package is not utilized. A full fix will be provided when Atoti Market Risk is upgraded to Spring 6.

Known issues

Issue Key Details
GENACL-1022 There is a dependency conflict between Atoti Server 6.0.8 and Atoti Data Connectors for jaxb-runtime. See Upgrade to Atoti Server 6.0.8 for more details.
MR-1616 The CVE https://nvd.nist.gov/vuln/detail/CVE-2016-1000027 can only be fully fixed with an upgrade to Spring 6.
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 6.0.8
Atoti UI 5.1.x
Data Connectors 4.0.2-AP6.0
Java JDK11
Sign-Off API 2.1.0
UI Components 5.0.27
What-If 2.1.1-AS6.0

Added

Issue Key Details
MR-1614 Added statistical measures for interpolated market shifts and interpolated normalized market shifts.

Changed

Issue Key Details
MR-1595 Upgraded to Atoti Server 6.0.8.

Removed

Issue Key Details
MR-1615 Removed ActivePivotRemotingServicesConfig import.

Fixed

Issue Key Details
MR-1392 The ladder computations for PnL Explain and Taylor VaR have been fixed by replacing PnL = PnL(Ladder(shift), sensi) with PnL = Ladder(PnL(shift), shift).
MR-1610 Configured missing Volga Taylor VaR measures.
MR-1618 Ladder-based sensitivity measures can now be excluded from the configuration.

5.2.1

2023-09-05

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 6.0.7 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

  • Atoti Server version Upgraded to 6.0.7.
  • What-If: Upgrade to 2.1.1-AS6.0. For more information, see the What-If Documentation
  • Solutions Tools BOM: The Solutions Tools BOM has been upgraded to 1.1-AS6.0, replacing Accelerator Tools BOM 1.0-AP6.0.
  • Common Parent POM and Common Dependencies BOM: The solution now imports third party dependency versions from the Common Dependencies BOM version 1.1.0.

Known issues

Issue Key Details
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 6.0.7
Atoti UI 5.1.x
Data Connectors 4.0.1-AP6.0
Java JDK11
Sign-Off API 2.1.0
UI Components 5.0.25
What-If 2.1.1-AS6.0

Added

Issue Key Details
GENACL-952 Support for “O/N” and “T/N” strings in LegacyTenorConverter and SimpleTenorConverter.

Changed

Issue Key Details
MR-1581 Upgraded to Atoti Server 6.0.7.

Fixed

Issue Key Details
MR-1519 This performance issue has been fixed: querying a number of Vega measures on the Sensitivity Cube was slower than on previous versions, by as much as 50%. This only applied when the Sensitivity Cube was in vectorized mode, that is, when the configuration.data-model.scalar-sensitivities property was set to false.

5.2.0

2023-06-28

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

  • Improved Sensitivity Cube configuration for testing: store, dimension, and measure configuration classes have been split to allow targeted testing of measure chains.

Known issues

Issue Key Details
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

Changed

Issue Key Details
MR-1501 The Sensitivity Cube now allows targeted testing of measures. The configuration classes have been split to support import of required stores, dimensions, and measures explicitly.