Startup properties

The uses Spring Boot to manage some configuration properties. Typically these are properties that may change between environments and deployments, for example, development, CI, QA/UAT, and production. The properties are spread over several files, they are located in the folder frtb-application/src/main/resources, and loaded from the classpath:

application.yaml
application.properties
frtb-cloud.properties
jwt.properties
frtb-config.properties

While application.yaml and application.properties are automatically included as part of Spring Boot, the other files are specified using the @PropertySource annotation. See frtb-config.properties for the list of properties defined in that file.

For details on the external configuration in Spring Boot, including how properties may be changed for different environments, see the Spring Boot documentation.

Web Server

Key	Value	Description	Default Definition in File
server.port	8080	The port used for the application external services.	application.yaml
server.resources.documentation	`null`	The optional resource location of the offline documentation. For example, “classpath:/static/documentation/”. Since 5.3.2	none
server.servlet.context-path	“/frtb-starter”	The context path of the application.	application.yaml
server.servlet.session.cookie.name	“FRTB_JSESSIONID”	Customize cookie name	application.yaml
server.servlet.session.cookie.secure	“true”	Whether to always mark the cookie as secure	application.yaml
server.servlet.session.cookie.http-only	“true”	Whether to use “HttpOnly” attribute for the cookie	application.yaml
server.servlet.session.cookie.same-site	“none”	SameSite setting for the cookie	application.yaml

Deployment

Key	Value	Description	Default Definition in File
starter.deployment.type	“in-memory”	The nature of the database used for the cube. It can take three values:`in-memory` (default): The in-memory datastore is used., `direct-query`: An external database is used. Note: An in-memory datastore is still used for configuration data. , `query-node`: No database is used.	application.yaml
starter.deployment.transport	“local”	The messenger to use for communication between cubes. It can take three values:`local` (default): For communication only within a single machine. It cannot be used for distribution, but is faster if distribution isn’t needed., `netty`: For jgroups communication between machines in a distributed deployment., `none`: For data cubes that don’t use any communication bus. This configuration cannot be used with query-nodes, and the FRTBCombinedCube must be disabled.	application.yaml

Datastore partitioning

Key	Value	Description	Default Definition in File
partitioning.TradeId	8	Datastore partitioning configuration option. Sets the number of partitions to use based on the hash value of the Trade Id.	application.properties
partitioning.AsOfDate	true	Datastore partitioning configuration option. Enables and disables partitioning based on the AsOfDate.	application.properties

Config files

Key	Value	Description	Default Definition in File
measure.descriptions	measure-descriptions.json	The configuration file containing measure descriptions.	application.properties
drillIn.data	drillInConfig.json	The configuration file containing drill-in data.	application.properties
logging.config	classpath:logback-stdout.xml	Location of the logging configuration file.	application.yaml

CSV loading

Key	Value	Description	Default Definition in File
csv-source.parser-threads	16	The number of threads used to parse the files.	application.properties
csv-source.buffer-size	1024	Sets the size of a byte buffer, in kilobytes.	application.properties
csv-source.type	local	Sets source from where the data should be loaded.	application.properties

FX rates service

Key	Value	Description	Default Definition in File
fx-rates.common-currency	EUR	Sets the currency to use for indirect FX rate look-ups (e.g AUD/SGD as AUD/EUR * EUR/SGD)	application.properties

Content server

For details on the Content Server in , see Content Server.

Key	Value	Description	Default Definition in File
contentServer.security.calculatedMemberRole	ROLE_USER	The role users must have to create calculated members in the content server.	application.properties
contentServer.security.kpiRole	ROLE_USER	The role users must have to create KPIs in the content server.	application.properties
contentServer.security.cache.entitlementsTTL	3600	The time to live (in seconds or duration string) of the entitlement cache.	application.properties
contentServer.remote	false	Specifies whether FRTB should use the remote or the local configuration. `true` uses the remote configuration, while `false` uses the local configuration.	application.properties
contentServer.remote.api.uri	localhost:9091/	The URI of the content server used by RemoteContentServiceConfig.	application.properties
contentServer.factory-reset	false	Resets the contents of the content server to those provided in the release. Valid values are `false`, `true`, `file`, `folder` (case-agnostic). `true` defaults to the file-based implementation. Development only. Turn this off in production.	application.properties
contentServer.factory-reset.filename	frtb-content-server.json	The filename of the release version of the content server contents.	application.properties
contentServer.factory-reset.folder-name	bookmarks	The folder containing the release version of the content server contents.	application.properties
contentServer.bookmarks.default-owners	ROLE_ADMIN	The default owners for any bookmark.	application.properties
contentServer.bookmarks.default-readers	ROLE_USER	The default readers for any bookmark.	application.properties
contentServer.root.user	pivot	The root user of the content server, used by `RemoteContentServiceConfig`.	application.properties
contentServer.remote.max-connection-time	PT5M	The max time to wait for Remote Content Service (in seconds or duration string), used by `RemoteContentServiceConfig`.	application.properties

FRTB parameter retriever selection

Key	Value	Description	Default Definition in File
parameter.retriever		This property is not in use.	application.properties

Maturity converter

Key	Value	Description	Default Definition in File
maturity-converter.sa.sbm	legacy	Maturity Converter to be used for SBM calculations. Currently available values are “legacy” and “simple”.	application.properties
maturity-converter.drc	simple	Maturity Converter to be used for DRC calculations. Currently available values are “legacy” and “simple”.	application.properties
maturity-converter.day-count	A/365	The default day count convention to use with the “simple” maturity converter. Currently available values are: - A/360 - A/365F - A/365 This option is ignored by the legacy maturity converter.	application.properties

Discovery requests

Key	Value	Description	Default Definition in File
activeviam.distribution.maxPendingDiscoveries	5	The number of outstanding discovery requests in the query node. For a smooth startup, set this to the number of data cubes across all instances.	application.properties

Data Load Controller

Key	Value	Description	Default Definition in File
dlc.enabled	true	Enables or disables the use of the Data Load Controller.	application.yaml
csv-source.dataset	sample-data/data	Path to the directory containing the files to load.	application.properties
csv-source.dataset-historical	${csv-source.dataset}/historical	Path to the directory containing historical files to load.	application.properties
csv-source.dataset-configuration	sample-data/configuration	Path to the directory containing the configuration files to load.	application.properties
initial-load.business-dates		If set, the (comma-separated) set of as-of-dates to load at startup	application.properties
initial-load.history	true	If set to `true`, historical data will be loaded	application.properties
crif-reporting-currency	USD	The reporting currency used for FX sensitivities loaded from CRIF files.	application.properties
auto-cleanup.upon.summary.data	true	When loading data into a cube, the presence of summary data for an AsOfDate automatically erases the corresponding full dataset.	application.properties
optionality-service.auto-run	“none”	The Optionality Service can automatically set the “optionality” flag on the delta sensitivities, by matching them with curvature sensitivities during the ETL. It can be run explicitly as a topic through the DLC, or automatically after loading sensitivities for “delta”, “curvature”, “crif”, “all”, or “none”.	application.yaml

Data Extraction Engine

Required properties

Key	Value	Description	Default Definition in File
data.extraction.service.base.dir.path	./	Path to the folder in which the files will be generated for regular extractions.	application.properties
data.extraction.service.http.base.url	http://localhost:8080	URL mount point to access the folder as a Web File Server for regular extractions.	application.properties
enhanced.drillthrough.base.dir.path	./src/main/resources/DEEDrillthroughs	Path to the folder in which the files will be generated for the Enhanced Drillthrough extractions.	application.properties
enhanced.drillthrough.http.base.url	http://localhost:8080	URL mount point to access the folder as a Web File Server for the Enhanced Drillthrough extractions.	application.properties

Additional properties

Key	Value	Description	Default Definition in File
data.extraction.templates.base.dir.path	frtb-application/src/main/resources/DEETemplateOrders	Path to the folder holding the JSON order template files.	application.properties
data.extraction.service.with.user.folders	false	Include the user name in the folder path generated. For example: `/Output/User1/extraction.csv`	application.properties
parameter-set.root		Root parameter set. Defaults to “BCBS”

Feature selection properties

Key	Value	Description	Default Definition in File
ima.disable	`false`	Set to `true` to disable IMA cubes: InternalModelApproachCube, IMADRCCube, PLCube & StressedCalibrationCube.	application.properties
ima.es.disable	`false`	Set to `true` to disable IMA ES cubes: InternalModelApproachCube.	application.properties
ima.drc.disable	`false`	Set to `true` to disable IMA DRC cubes: IMADRCCube	application.properties
ima.plat-backtesting.disable	`false`	Set to `true` to disable IMA PLAT & Backtesting cubes: PLCube	application.properties
ima.stress-calibration.disable	`false`	Set to `true` to disable StressedCalibrationCube.	application.properties
combined.disable	`false`	Set to `true` to disable FRTBCombinedCube.	application.properties
springdoc.swagger.enabled	`false`	Enables Swagger UI.	application.yaml
springdoc.swagger.path		Path to Swagger UI.	application.yaml
categories-hierarchy.enabled	`false`	Enables the Categories hierarchy.

Spring boot actuator properties

Key	Value	Description	Default Definition in File
management.endpoints.web.exposure.include	“health”	The endpoint IDs to include.	application.yaml
management.endpoints.web.exposure.exclude	“env,beans”	The endpoint IDs to exclude.	application.yaml
management.endpoint.env.additional-keys-to-sanitize	“activeviam.jwt.key.*”	Values to sanitize in the env endpoint (if enabled)	application.yaml

User Detail Service Properties

Key	Value	Description	Default Definition in File
user-detail-filename		Specify the csv file for describing userDetailService. If the property is not set, use hardcoded user details. If property is set, load from file.	application.properties

Sign-Off

Key	Value	Description	Default Definition in File
signoff.extraction.templates	DEFAULT:CubeAdjustmentExport;StandardisedApproachCube:CrifExtraction;InternalModelApproachCube:IMACubeExport;InternalModelApproachCube	ES (Basic):IMACubeExportESBasic;PLCube:PLCubeExport;IMADRCCube:IMADRCCubeExport	Extraction templates used for signoff. Format : cubeName1:templateName11,templateName12;cubeName2:templateName21 and optionally: cubeName1
generated.files.base.dir.path	${java.io.tmpdir}	The base directory path where all the generated files will be generated. This property is needed by the Download service.	application.properties
as-of-date.level	AsOfDate@Date@Dates	The level containing the AsOfDates, used by the Sign-Off service for filtering.	application.properties

What-If Engine

Key	Value	Description	Default Definition in File
`what-if.db.*`	what-if.db: hibernate: dialect: org.hibernate.dialect.H2Dialect hbm2ddl.auto: create current_session_context_class: thread connection.url: jdbc:h2:mem:what-if;DB_CLOSE_DELAY=-1 connection.driver_class: org.h2.Driver	The properties used to define the hibernate JDBC database for persisting the what-if engine simulation statuses.See the hibernate documentation for details on individual properties.	application.yaml

What-If File Upload

Key	Value	Description	Default Definition in File
file-upload.staging-directory	${csv-source.dataset}/stage	The staging directory for the File Upload.	application.properties
file-upload.csv-source-subdirectory	what-if	The sub-directory of files on which the What-If is executed.	application.properties

What-If Datastore

Key	Value	Description	Default Definition in File
whatif.datastore.<identifier>*	`inclusion-change` what-if simulation definition.	For details on these configurations for simple What-If simulations which modify data in the datastore, see Simple Datastore Changes.	application.yaml

Cloud Storage properties

Key	Description	Default Definition in File
aws.region	Region to be used by the client.	frtb-cloud.properties
aws.accessKeyId	Provided by AWS SDK - Access key ID used by the client.	frtb-cloud.properties
aws.secretAccessKey	Provided by AWS SDK - Secret access key used by the client.	frtb-cloud.properties
aws.bucket	Bucket name.	frtb-cloud.properties
dlc.azure.connection-string	Connection string of the storage account.	frtb-cloud.properties
azure.container	Container name.	frtb-cloud.properties

JWT properties

Key	Value	Description	Default Definition in File
activeviam.jwt.key.public	*	RSA public key (Base64 encoding)	jwt.properties
activeviam.jwt.key.private	*	RSA private key (Base64 encoding)	jwt.properties
activeviam.jwt.expiration	12h	Lifetime of JWT token in as a `Duration` object.	jwt.properties

Distribution properties

Key	Value	Description	Default Definition in File
activeviam.distribution.gossip.router.enable		Enable TCP GOSSIP router (query node)	none
activeviam.distribution.gossip.router.port		TCP GOSSIP router port (query node)	none
activeviam.distribution.endpoint.protocol	“http”	Protocol to use when connecting to the server’s REST endpoints. Defaults to “http”.	application.yaml
activeviam.distribution.endpoint.host		Host name to use when connecting to the server’s REST endpoints. Defaults to server’s IP address
activeviam.distribution.endpoint.port	`${server.port}`	(deprecated) Port to use when connecting to the server’s REST endpoints. If set, must match `server.port`	application.yaml
activeviam.distribution.endpoint.suffix	“frtb-starter”	(deprecated) Servlet context path for connecting to the server’s REST endpoints. If set, must be compatible with the path in `server.servlet.context-path`.	application.yaml

DirectQuery

DirectQuery’s startup properties can be found in the dedicated DirectQuery Configuration Properties page.

Summing Duplicate Sensitivities

Key	Value	Description
datastore-sum-duplicates.store-name.matching		List of names of fields that must match when summing duplicates for the store store-name. Errors are logged when fields in this set do not match. If missing, all fields are matched; if empty, no fields are matched.
datastore-sum-duplicates.store-name.summing		List of names of fields that should be summed when there are duplicates for the store store-name.

For example, the following will sum sensitivities and PVs for the SASensitivities store, making sure that the currency and a few other fields are the same.

datastore-sum-duplicates:
  SASensitivities:
    matching: ["Ccy", "RiskWeight", "FXOtherCcy", "PVApplied", "Direction"]
    summing: ["Sensitivity", "Shift_Up_PV", "Shift_Down_PV", "PresentValue", "Notional", "Adjustment"]

Tracing

Key	Value	Description	Default Definition in File
tracing.enabled	true	Enable OpenTelemetry Configuration	application.properties
open-telemetry.zipkin-span-exporter.url		URL to use for zipkin SpanProcessor bean	application.properties
open-telemetry.logging-span-exporter.enabled		Enable SpanProcessor bean with LoggingSpanExporter	application.properties

Virtual hierarchies

Key	Value	Description	Default Definition in File
frtb.configuration.virtual-hierarchies	Trades@Booking	A list of hierarchies that will be set virtual.	application.yaml

Regulatory Book

The following properties can be used to fine-tune the behaviour of this feature. See Regulatory Book for details on their purpose.

Key	Default Value	Description
regulatory-book.classification.enabled	`false`	Set to “true” to enable regulatory book classification.
regulatory-book.classification.what-if-enabled	`true`	Set to “false” to disable switch-regulatory-book what-if simulation.
regulatory-book.classification.add-input-file-column	`true`	Set to “false” to suppress adding a column to the Trade Attributes file.
regulatory-book.classification.field-name	“Regulatory Book”	Field name of the regulatory book classification in the datastore and cubes (hierarchy and level name).
regulatory-book.classification.banking-book-name	“Banking Book”	Banking book name.
regulatory-book.classification.trading-book-name	“Trading Book”	Trading book name.
regulatory-book.filter.enabled	`false`	Set to “true” to enable regulatory book filter.
regulatory-book.filter.hierarchy-name	“Regulatory Book Filter”	The name of the level used to filter by regulatory book.
regulatory-book.filter.hierarchy-visible	`false`	Is the regulatory book filter hierarchy visible in the cube.
regulatory-book.filter.hierarchy-slicing	`true`	Is the regulatory book filter hierarchy a slicing hierarchy.

EBA Reporting Templates

The following properties can be used to fine-tune the behaviour of this feature. See EBA Reporting Templates for details on their purpose.

Key	Default Value	Description
eba-reporting.instrument-type.enabled	`false`	Set to “true” to add EBA Instrument Type field.
eba-reporting.instrument-type.add-input-file-column	`true`	Set to “false” to suppress adding a column to the “Trade_Attributes” input file.
eba-reporting.instrument-type.field-name	“EBA Instrument Type”	Field name of the EBA instrument type in the datastore and cubes (hierarchy and level name).
eba-reporting.rrao-other-inst-type.enabled	`false`	Set to “true” to add EBA Instrument Type field.
eba-reporting.rrao-other-inst-type.file-pattern	`*/RRAO_OtherInstrumentType.csv{,.gz}`	File pattern to match the RRAO Asset Class CSV files.
eba-reporting.rrao-other-inst-type.field-name	“EBA RRAO Other Instrument Type”	Field name of the EBA RRAO Other Instrument Type in the datastore and cubes (hierarchy and level name).
eba-reporting.rrao-other-inst-type.add-topic	`true`	Set to “false” to disable the addition of the topic.
eba-reporting.rrao-other-inst-type.default-other-instrument-type	“N/A”	Default other instrument type.

Documentation Index

​Web Server

​Deployment

​Datastore partitioning

​Config files

​CSV loading

​FX rates service

​Content server

​FRTB parameter retriever selection

​Maturity converter

​Discovery requests

​Data Load Controller

​Data Extraction Engine

​Required properties

​Additional properties

​Feature selection properties

​Spring boot actuator properties

​User Detail Service Properties

​Sign-Off

​What-If Engine

​What-If File Upload

​What-If Datastore

​Cloud Storage properties

​JWT properties

​Distribution properties

​DirectQuery

​Summing Duplicate Sensitivities

​Tracing

​Virtual hierarchies

​Regulatory Book

​EBA Reporting Templates

Web Server

Deployment

Datastore partitioning

Config files

CSV loading

FX rates service

Content server

FRTB parameter retriever selection

Maturity converter

Discovery requests

Data Load Controller

Data Extraction Engine

Required properties

Additional properties

Feature selection properties

Spring boot actuator properties

User Detail Service Properties

Sign-Off

What-If Engine

What-If File Upload

What-If Datastore

Cloud Storage properties

JWT properties

Distribution properties

DirectQuery

Summing Duplicate Sensitivities

Tracing

Virtual hierarchies

Regulatory Book

EBA Reporting Templates