Release notes and changelog

5.3.0

2023-11-08

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

• Java 17 upgrade: The Atoti Market Risk is now compatible with, and requires, Java 17.
• Spring Security upgrade: We have upgraded Spring Security to version 5.8.7 to resolve vulnerabilities and prepare for the upgrade to Spring Security 6.0 (via Spring Boot 3).
• Solutions Tools BOM: The Solutions Tools BOM has been upgraded to 2.0-AS6.0
• Removed Sign-Off hierarchies - Fixed a bug that caused the Sign-off Adjustment dimension to be included in summary cubes and Sign-Off fields expected in summary input files and stores, even when Sign-Off was not enabled.
• Merged unfiltered pre-aggregated sensitivity measures: Unfiltered, pre-aggregated technical sensitivity measures (e.g. Delta.Native.Vector.SUM.Technical, Gamma.Ladder.Native.Vector.SUM.Technical) are no longer split by sensitivity type. Generic replacement measures are provided: Sensitivities.Native.SUM.Technical/Sensitivities.Native.Vector.SUM.Technical, Sensitivities.Ladder.Native.Vector.SUM.Technical.
• Defined stores against the GLOBAL schema: All stores in the application are now defined against the GLOBAL schema.
• Store and reference configuration classes are appropriately named: Store @Configuration classes are now named *StoreConfig and reference @Configuration classes are now named *ReferenceConfig.
• Removed ActiveMonitor module and dependency: The mr-activemonitor module is no longer part of the MR modules, and the associated dependencies have been removed. For limit monitoring functionality, see How to integrate Atoti Limits.
• Migration to ConfigurationProperties: The majority of MR properties have been migrated to Spring @ConfigurationProperties classes and the properties files have been consolidated.
• Virtual hierarchies: You can now use the virtual hierarchy feature on Atoti Market Risk directly from the configuration.
• Simplified market data API: A preview version of a market data API has been introduced. It covers several features of the current market data API, while reducing complexity. The implementation and configuration classes of the current market data API have been marked as deprecated. For details, see Market Data APIs.
• New SimpleQuantile implementation: Added a new implementation of IVaRQuantile: SimpleQuantile.

Known issues

Workaround for security configuration issue (MR-1626 )

To fix this issue, place the following code snippet in the file MRSecurityFilterChainsConfig for the beans managementFilterChain, dqRestServiceFilterChain and dqMigrationHelperFilterChain:

    @Bean
    @Order(6)
    public SecurityFilterChain managementFilterChain(HttpSecurity http, JwtAuthenticationConfigurer jwtAuthenticationConfigurer) throws Exception {
        return http
                // Only these URLs must be handled by this HttpSecurity
                .securityMatcher(url("/actuator", WILDCARD))
                .authorizeHttpRequests(
                        auth -> auth.requestMatchers(HttpMethod.OPTIONS, url("/actuator", WILDCARD))
                                .permitAll()
                                .anyRequest()
                                .hasAuthority(ROLE_ADMIN))
                .apply(jwtAuthenticationConfigurer)
                .and()
                .build();
    }

    @Bean
    @Order(7)
    public SecurityFilterChain dqRestServiceFilterChain(HttpSecurity http, JwtAuthenticationConfigurer jwtAuthenticationConfigurer) throws Exception {
        return http
                // Only these URLs must be handled by this HttpSecurity
                .securityMatcher(url("/directquery", WILDCARD))
                .authorizeHttpRequests(
                        auth -> auth.requestMatchers(HttpMethod.OPTIONS, url("/directquery", WILDCARD))
                                .permitAll()
                                .anyRequest()
                                .hasAuthority(ROLE_ADMIN))
                .apply(jwtAuthenticationConfigurer)
                .and()
                .build();
    }

    @Bean
    @Order(8)
    public SecurityFilterChain dqMigrationHelperFilterChain(HttpSecurity http, JwtAuthenticationConfigurer jwtAuthenticationConfigurer) throws Exception {
        return http
                // Only these URLs must be handled by this HttpSecurity
                .securityMatcher(url("/migrationHelper", WILDCARD))
                .authorizeHttpRequests(
                        auth -> auth.requestMatchers(HttpMethod.OPTIONS, url("/migrationHelper", WILDCARD))
                                .permitAll()
                                .anyRequest()
                                .hasAuthority(ROLE_ADMIN))
                .apply(jwtAuthenticationConfigurer)
                .and()
                .build();
    }

Dependency versions

Added

Changed

Fixed