Migration guide - Atoti Hub

This guide explains the changes required to migrate to the stated version of the .

6.0.8 to 6.0.9

Summary

SACubeRRAOExport column header rename: OtherResidualRiskType renamed to RRAOCategory.
Distributed messaging API: Messaging classes replaced with CommunicationRegistration API.

SACubeRRAOExport column header rename

The SACubeRRAOExport DEE template now exports the RRAO Category column under the header RRAOCategory instead of OtherResidualRiskType. Downstream consumers that parse the export by header name must be updated from OtherResidualRiskType to RRAOCategory.

Distributed messaging API (if customized)

This section applies only if your project customizes distributed messaging classes. The IMessageHandlerRegistrar pattern introduced in 6.0.8 has been replaced. The following classes have been removed:

BusinessDayCalendarMessageHandler
FrtbCoreMessageHandlerRegistrar
DatastoreMetadataMessenger

BusinessDayCalendarMessage is now a Java record implementing Request (from com.activeviam.activepivot.dist.impl.avinternal.communication). Its answer is a nested record implementing Answer and ProcessedOutput. Handler registration is done inline using the CommunicationRegistration fluent API instead of the @AtotiExtendedPluginValue annotation. Before (6.0.8):

@AtotiExtendedPluginValue(intf = IMessageHandlerRegistrar.class, key = "FrtbCoreMessageHandlerRegistrar")
public class FrtbCoreMessageHandlerRegistrar implements IMessageHandlerRegistrar {
    @Override
    public void registerHandlers(IDistributedMessenger messenger, IMultiVersionActivePivot pivot) {
        IMessageHandlerRepository repository = messenger.getMessageHandlerRepository();
        repository.setMessageHandler(BusinessDayCalendarMessage.class, new BusinessDayCalendarMessageHandler());
    }
}

After (6.0.9):

this.messageSender = CommunicationRegistration.startRegistering(BusinessDayCalendarMessage.class)
        .onMessageReceived((message, cubeIdentifier) -> {
            // handler logic inline
            return result;
        })
        .processOutput((message, pairs) -> {
            // merge results
            return mergedAnswer;
        })
        .registerOrReplace(manager);

The DistributedParametersRetriever constructor now requires an additional IActivePivotManager parameter. Update any custom instantiations accordingly.

6.0.7 to 6.0.8

Summary

New DLC Unload Topic Aliases: Purely additive — no migration required.
OpenTelemetry configuration changes: tracing.enabled property removed; exporters now disabled by default.
JGroups protocol files: AtotiAuthToken replaced with SharedSecretAuthToken.
Distributed messaging API: New IMessageHandlerRegistrar pattern for custom message handlers.
Import changes: Constants moved from AxisHierarchyBase to IAxisHierarchyDescription.

New DLC Unload Topic Aliases

Eight new unload topic aliases have been added to allow selective, per-cube data unloading via DLC: UnloadSA, UnloadIMA, UnloadIMADRC, UnloadPL, UnloadStressCalibration, UnloadCommon, UnloadParameters, and UnloadAllData. No migration is required; these are purely additive. See Unload Topic Aliases for details.

OpenTelemetry configuration changes

OpenTelemetry has been upgraded and simplified:

SDK: 1.49.0 → 1.56.0
Instrumentation: 1.33.0-alpha → 2.22.0 (stable)

Breaking changes:

tracing.enabled property removed — The OpenTelemetryTracingConfig class has been removed. Tracing is now configured entirely through OpenTelemetry Spring Boot auto-configuration.
Exporters disabled by default — OpenTelemetry exporters (traces, metrics, logs) are now set to none by default. Previously, tracing was enabled by default when tracing.enabled=true.

Migration steps:

The tracing.enabled property can be removed from your configuration as it is no longer used.
If you were using tracing.enabled=false to disable tracing: No action needed (tracing is now off by default).
If you were using tracing.enabled=true with -Dotel.java.global-autoconfigure.enabled=true, replace with the new VM flags:

Before:

-Dotel.java.global-autoconfigure.enabled=true

After:

-Dotel.traces.exporter=otlp -Dotel.metrics.exporter=otlp -Dotel.logs.exporter=otlp

JGroups protocol files

The AtotiAuthToken class has been replaced with SharedSecretAuthToken. Update all JGroups protocol XML files to use the new class name. Before:

<AUTH auth_class="com.activeviam.activepivot.dist.impl.internal.distribution.security.impl.AtotiAuthToken"
      auth_token.auth_value="distribution_password"
      auth_token.token_hash="SHA"/>

After:

<AUTH auth_class="com.activeviam.common.distribution.security.SharedSecretAuthToken"
      auth_token.auth_value="distribution_password"
      auth_token.token_hash="SHA"/>

Distributed messaging API (if customized)

This section applies only if your project customizes distributed messaging classes. The following API changes have been made:

IAuthenticatedBroadcastMessage now takes 1 type parameter instead of 3. Update any class that implements or references this interface.
BusinessDayCalendarMessage has been simplified to AUniqueBroadcastMessage<BusinessDayCalendarMessageAnswer>. Handler logic previously embedded in the message class now lives in BusinessDayCalendarMessageHandler.
DatastoreMetadataMessenger is deprecated for removal. Its third type parameter has changed from IDistributedHierarchyManager to Void.
Custom message handlers should now implement IMessageHandlerRegistrar and register using @AtotiExtendedPluginValue(intf = IMessageHandlerRegistrar.class), rather than embedding logic in the message class itself.

Import changes

The constants AUTO_CONTRIBUTE_UNKNOWN_MEMBER_ALWAYS and AUTO_CONTRIBUTE_UNKNOWN_MEMBER_PROPERTY have moved from AxisHierarchyBase to IAxisHierarchyDescription. Update any imports or references in your project. Before:

import static com.activeviam.activepivot.core.impl.internal.cube.hierarchy.axis.impl.AxisHierarchyBase.AUTO_CONTRIBUTE_UNKNOWN_MEMBER_ALWAYS;
import static com.activeviam.activepivot.core.impl.internal.cube.hierarchy.axis.impl.AxisHierarchyBase.AUTO_CONTRIBUTE_UNKNOWN_MEMBER_PROPERTY;

After:

import static com.activeviam.activepivot.core.intf.api.description.IAxisHierarchyDescription.AUTO_CONTRIBUTE_UNKNOWN_MEMBER_ALWAYS;
import static com.activeviam.activepivot.core.intf.api.description.IAxisHierarchyDescription.AUTO_CONTRIBUTE_UNKNOWN_MEMBER_PROPERTY;

6.0.6 to 6.0.7

No migration needed.

6.0.5 to 6.0.6

Summary

Changes to the frtb-starter: Updates to the frtb-starter to allow file uploads to be run without executing simulations.

Changes to the frtb-starter

The IFileUploadDataNodeClient interface has been updated in the frtb-starter module, the method createBranchForUIWithoutSimulation has been added to it.
The class FileUploadQueryNodeService has been changed extensively. It needs to be copied as is to your upgraded project.
In the class FileUploadQueryNodeRestController, the method resetDataNodeFiles does not throw an exception in its signature any more:

6.0.5:

  protected Map<String, FileUploadPayload> resetDataNodeFiles() throws Exception {...}

6.0.6:

  protected Map<String, FileUploadPayload> resetDataNodeFiles() {...}

The method createBranchForUI has been updated:

6.0.5:

@PostMapping(value = "/upload/{branch}")
@DependsOn(value = { "dataLoadController" })
public boolean createBranchForUI(
        @PathVariable("branch") String branch,
        @RequestParam("files") String[] files
) {
    if (files == null || files.length == 0) {
        return false;
    }
    try {
        Map<String, FileUploadPayload> dataNodeFiles = getDataNodeFiles();
        var branchCreated = fileUploadQueryNodeService.createBranchForUI(branch, files, dataNodeFiles);
        if (branchCreated) {
            Authentication authentication = SecurityContextHolder.getContext().getAuthentication();
            String userName = authentication.getName();
            IDatabaseSimulationDefinition definition = new FileUploadSimulationDefinition(files);
            var permissions = new BranchPermissions(Set.of(userName), IBranchPermissions.ALL_USERS_ALLOWED);
            branchPermissionsManager.setBranchPermissions(branch, permissions);
            workflow.execute(new DatabaseSimulation(FILE_UPLOAD_WHATIF_NAME, definition, userName, branch));
        }
        return branchCreated;
    } catch (Exception e) {
        throw new FRTBServiceException(
                HttpStatus.INTERNAL_SERVER_ERROR,
                "Unable to copy the files from stage folder to what-if folder.",
                "Ensure that the files being requested are available to copy via the retrieveStagedFile endpoint",
                e
        );
    }
}

6.0.6:

@PostMapping(value = "/upload/{branch}")
  @DependsOn(value = { "dataLoadController" })
  public boolean createBranchForUI(
  		@PathVariable("branch") String branch,
  		@RequestParam("files") String[] files
  ) {
  	if (files == null || files.length == 0) {
  		return false;
  	}
  	try {
  		Map<String, FileUploadPayload> dataNodeFiles = getDataNodeFiles();
  		Authentication authentication = SecurityContextHolder.getContext().getAuthentication();
  		String userName = authentication.getName();
  		IDatabaseSimulationDefinition definition = new FileUploadSimulationDefinition(files);
  		var sim = new DatabaseSimulation(FILE_UPLOAD_WHATIF_NAME, definition, userName, branch);
  		var status = workflow.execute(sim).getStatus();
  		if (!status.equals(DatabaseSimulationStatus.COMPLETED)) {
  			switch (status) {
  				case FAILED -> throw new ActiveViamSimulationException(sim);
  				case UNAUTHORISED -> throw new ActiveViamUnauthorizedException();
  				case UNKNOWN -> throw new ActiveViamUnknownSimulationException(sim.getSimulationId());
  				default -> {
  					return false;
  				}
  			}
  		} else {
  			return fileUploadQueryNodeService.createBranchForUI(branch, files, dataNodeFiles).equals(DatabaseSimulationStatus.COMPLETED);
  		}
  	} catch (Exception e) {
  		switch (e) {
  			case ActiveViamSimulationException activeViamSimulationException -> throw activeViamSimulationException;
  			case ActiveViamUnauthorizedException activeViamUnauthorizedException -> throw activeViamUnauthorizedException;
  			case ActiveViamUnknownSimulationException activeViamUnknownSimulationException -> throw activeViamUnknownSimulationException;
  			default -> throw new FRTBServiceException(
  					HttpStatus.INTERNAL_SERVER_ERROR,
  					"Unable to execute file-upload what-if simulation. Please check the logs for more information.",
  					"Ensure that the files being requested are available to copy via the retrieveStagedFile endpoint",
  					e
  			);
  		}

  	}
  }

In the class FileUploadPayload, the Lombok @EqualsAndHashCode annotation has been added, the topics attribute is now a set instead of a list, and the visibility of the topics and filePathSeparator attributes has been changed:

6.0.5:

@Data
@NoArgsConstructor
public class FileUploadPayload implements Serializable {
public String filePathSeparator;
public List<FileUploadTopic> topics;
private static final long serialVersionUID = 4349458336474922225L;

  /**
   * Constructor
     *
     * @param topics A List of {@link FileUploadTopic}s.
     */
  public FileUploadPayload(List<FileUploadTopic> topics) {
        this.topics = topics;
        this.filePathSeparator = File.separator;
  }

6.0.6:

@Data
@NoArgsConstructor
@EqualsAndHashCode
public class FileUploadPayload implements Serializable {
private String filePathSeparator;
private Set<FileUploadTopic> topics;

  private static final long serialVersionUID = 4349458336474922225L;

  /**
   * Constructor
     *
     * @param topics A Set of {@link FileUploadTopic}s.
     */
  public FileUploadPayload(Set<FileUploadTopic> topics) {
        this.topics = topics;
        this.filePathSeparator = File.separator;
  }

The class FileUploadRestServiceController has been changed extensively. It needs to be copied as is to your upgraded project.
In the class FileUploadTopic, the Lombok @EqualsAndHashCode annotation has been added, the files attribute is now a set instead of a list, and the visibility of the files and name attributes has been changed:

6.0.5:

@Data
@NoArgsConstructor
public class FileUploadTopic implements Serializable {
  public String name;
  public List<String> files;
  private static final long serialVersionUID = 4349474967374902823L;

  /**
   * Constructor
   *
   * @param name  Topic Name.
   * @param files List of file paths.
   */
  public FileUploadTopic(String name, List<String> files) {
    this.name = name;
    this.files = files;
  }

6.0.6:

@Data
@NoArgsConstructor
@EqualsAndHashCode
public class FileUploadTopic implements Serializable {
  private String name;
  private Set<String> files;
  private static final long serialVersionUID = 4349474967374902823L;

  /**
   * Constructor
   *
   * @param name  Topic Name.
   * @param files Set of file paths.
   */
  public FileUploadTopic(String name, Set<String> files) {
    this.name = name;
    this.files = files;
  }

In the CommonDimensionsConfig class, hard-coded strings have been replaced by constants:

6.0.5:

 public static ICanBuildCubeDescription<IActivePivotInstanceDescription> getHiMedLowDimension(ICanStartBuildingDimensions builder) {
 	//@formatter:off
 	var hierarchy = ConstantHierarchy
 				.hierarchy(CORRELATION_SCENARIO_HIERARCHY)
 				.withLevel(CORRELATION_SCENARIO_LVL)
 					.withComparator(new CustomComparator<>(List.of("High", "Medium", "Low", "Reference"), List.of()))
 				.withLevelPath(null, "High")
 				.withLevelPath(null, "Medium")
 				.withLevelPath(null, "Low")
 				.withLevelPath(null, "Reference")
 				.build();
 	return builder
 			.withDimension(CORRELATION_SCENARIO_DIM)
 			.withAnalysisHierarchy(hierarchy)
 			.withAggregationProcedure(AnalysisHierarchyExpansionProcedure.PLUGIN_KEY)
 			.end();
 	//@formatter:on
 }

6.0.6:

public static ICanBuildCubeDescription<IActivePivotInstanceDescription> getHiMedLowDimension(ICanStartBuildingDimensions builder) {
  	//@formatter:off
  	var hierarchy = ConstantHierarchy
  				.hierarchy(CORRELATION_SCENARIO_HIERARCHY)
  				.withLevel(CORRELATION_SCENARIO_LVL)
  					.withComparator(new CustomComparator<>(List.of(
  							CORRELATION_SCENARIO_HIGH,
  							CORRELATION_SCENARIO_MED,
  							CORRELATION_SCENARIO_LOW,
  							CORRELATION_SCENARIO_REF), List.of()))
  				.withLevelPath(null, CORRELATION_SCENARIO_HIGH)
  				.withLevelPath(null, CORRELATION_SCENARIO_MED)
  				.withLevelPath(null, CORRELATION_SCENARIO_LOW)
  				.withLevelPath(null, CORRELATION_SCENARIO_REF)
  				.build();
  	return builder
  			.withDimension(CORRELATION_SCENARIO_DIM)
  			.withAnalysisHierarchy(hierarchy)
  			.withAggregationProcedure(AnalysisHierarchyExpansionProcedure.PLUGIN_KEY)
  			.end();
  	//@formatter:on
  }

6.0.4 to 6.0.5

Summary

Crypto 2a Support: Added configuration, cube dimensions, measures, and starter module components to support Group 2a cryptoassets.
SBM Correlation Scenarios: Introduced a new cube dimension allowing user-defined correlation scenarios for enhanced control over SBM risk calculations.

Configuration files

Parameters

The following parameters have been added to the file FRTBParameters.csv:

Index	Vertex	FRTB Risk Class	Risk Measure	Date
0	0.5	Crypto 2a	Vega	2016-01-01
1	1	Crypto 2a	Vega	2016-01-01
2	3	Crypto 2a	Vega	2016-01-01
3	5	Crypto 2a	Vega	2016-01-01
4	10	Crypto 2a	Vega	2016-01-01

Configuration properties

Properties added

Property	Default value	Description
frtb.crypto-2a.apply-correlation-stress	false	If set to false, the stress scenarios are ignored, and we use the same correlation constants for the ‘high’, ‘medium’ and ‘low’ scenarios. If set to true, the correlations for the ‘high’, ‘medium’ and ‘low’ scenarios are calculated in alignment with [MAR21.6].
frtb.crypto-2a.exchange-stored	false	Enables the addition of the optional Crypto2aExchange field in the UnderlyingDescription store.

Datastores

Added stores

Store	Details
Crypto2aDeltaDoubleSums	Crypto 2a Delta Double Sums store. This is a technical store used for the crypto 2a calculations.
Crypto2aVegaDoubleSums	Crypto 2a Vega Double Sums store. This is a technical store used for the crypto 2a calculations.

Modified stores

Modification	Store	Field	Type	Description
Added	UnderlyingDescription	Crypto2aExchange	String	Optional field. The exchange where the crypto asset is traded. Disabled by default. See Crypto 2a UnderlyingDescription.

Cube schema

Added

Cube	Dimension	Hierarchy	Levels	Datastore fields	Details
StandardisedApproach	Correlation Scenario	Correlation Scenario	Scenario	The members do not come from the datastore, they are defined in the definition of the hierarchy directly. See Correlation Scenario	Users can now directly influence which correlation scenario is applied in the `SBM Risk Charge` and related measures.
StandardisedApproach	Double Sums	Crypto 2a Delta Double Sums	Crypto 2a Risk Factor	Field Crypto2aRiskFactor in store Crypto2aDeltaDoubleSums (technical store)	This hierarchy is used to describe factors determining delta risk factor correlations for the Crypto 2a risk class.
StandardisedApproach	Double Sums	Crypto 2a Vega Double Sums	Crypto 2a Risk Factor	Field Crypto2aRiskFactor in store Crypto2aVegaDoubleSums (technical store)	This hierarchy is used to describe factors determining vega risk factor correlations for the Crypto 2a risk class.
StandardisedApproach	Buckets	Crypto 2a Buckets	Crypto 2a Bucket	Field Bucket in store UnderlyingDescription	Sensitivity buckets for the Crypto 2a risk class.
StandardisedApproach	Risk	Crypto 2a Exchange	Crypto 2a Exchange	Field Crypto2aExchange in store UnderlyingDescription	The exchange where the crypto asset is traded. This hierarchy is only added if the `frtb.crypto-2a.exchange-stored` property is set to true.

Measures

Added

Cube	Measure	Details
StandardisedApproach	Crypto 2a	Support for Cryptoassets Group 2a

Integration of Crypto 2a into the frtb-starter module

The following classes have been added to the frtb-starter module:

Crypto2aService
Crypto2aConfig

and are imported in the FRTBConfig class:

  // Crypto 2a Configuration
  Crypto2aConfig.class,
  Crypto2aService.class

The Crypto2aConfigurationProperties is now included in the list of configuration properties classes in the class FRTBConfig:

@EnableConfigurationProperties({
        ...
		Crypto2aConfigurationProperties.class
})

The following classes have been modified to take into account the datastore and cube dimensions modifications needed:

CommonDimensionsConfig

In the getSARiskDimension method, the argument Crypto2aConfigurationProperties crypto2aProp has been added. Before:

public static ICanBuildCubeDescription<IActivePivotInstanceDescription> getSARiskDimension(ICanStartBuildingDimensions builder) {

Now:

public static ICanBuildCubeDescription<IActivePivotInstanceDescription> getSARiskDimension(ICanStartBuildingDimensions builder,
		Crypto2aConfigurationProperties crypto2aProp) {

The implementation of that method has been changed to add the Crypto 2a Exchange hierarchy: Before:

return builder
    .withDimension(RISK_DIM)
        .withHierarchy(RISK_CLASSES_HIERARCHY)
            .withLevel(RISK_CLASS_LVL)

 ...

        .withLevel(CRYPTO_2B_DIRECTION_LVL, DRC_DIRECTION_HIERARCHY);

Now:

var riskDimension = builder
        .withDimension(RISK_DIM)
            .withHierarchy(RISK_CLASSES_HIERARCHY)
                .withLevel(RISK_CLASS_LVL)

     ...

		if(crypto2aProp.isExchangeStored()){
		riskDimension = riskDimension
				.withHierarchy(CRYPTO_2A_EXCHANGE_LVL)
					.withLevel(CRYPTO_2A_EXCHANGE_LVL,CRYPTO_2A_EXCHANGE);
	}

    return riskDimension;

The following method has been added:

public static ICanBuildCubeDescription<IActivePivotInstanceDescription> getHiMedLowDimension(ICanStartBuildingDimensions builder) {
	//@formatter:off
	var hierarchy = ConstantHierarchy
				.hierarchy(CORRELATION_SCENARIO_HIERARCHY)
				.withLevel(CORRELATION_SCENARIO_LVL)
					.withComparator(new CustomComparator<>(List.of("High", "Medium", "Low", "Reference"), List.of()))
				.withLevelPath(null, "High")
				.withLevelPath(null, "Medium")
				.withLevelPath(null, "Low")
				.withLevelPath(null, "Reference")
				.build();
	return builder
			.withDimension(CORRELATION_SCENARIO_DIM)
			.withAnalysisHierarchy(hierarchy)
			.withAggregationProcedure(AnalysisHierarchyExpansionProcedure.PLUGIN_KEY)
			.end();
	//@formatter:on
}

CubesDimensionsConfig The Crypto2aConfigurationProperties crypto2aProp configuration properties are now used in the standardisedApproachCubeDimensions bean, and the new Correlation Scenario dimension has been added to that bean. Before:

  @Qualifier("DimensionsStandardisedApproachCube")
@Order(20)
@Bean
public DimensionsAdder standardisedApproachCubeDimensions(
        ParentChildProperties parentChildProperties,
        ParameterSetConfig parameterSetConfig
) {
    return merge(
            builder -> CommonDimensionsConfig.getBookingDimension(builder, irtDeskGroupsEnabled),
            builder -> CommonDimensionsConfig.getOrganizationDimension(builder, parentChildProperties),
            castToDimensionsAdder(categoriesHierarchyAdder),
            CommonDimensionsConfig::getSARiskDimension,

            ...

            CommonDimensionsConfig::getSaDefaultRiskChargeDimension,
            b -> CommonDimensionsConfig.getParameterSetsDimension(b, parameterSetConfig.root()),
            this::getDisplayCurrencyDimension);
}

Now:

@Qualifier("DimensionsStandardisedApproachCube")
@Order(20)
@Bean
public DimensionsAdder standardisedApproachCubeDimensions(
        ParentChildProperties parentChildProperties,
        ParameterSetConfig parameterSetConfig,
        Crypto2aConfigurationProperties crypto2aProp
) {
    return merge(
            builder -> CommonDimensionsConfig.getBookingDimension(builder, irtDeskGroupsEnabled),
            builder -> CommonDimensionsConfig.getOrganizationDimension(builder, parentChildProperties),
            castToDimensionsAdder(categoriesHierarchyAdder),
            b -> CommonDimensionsConfig.getSARiskDimension(b, crypto2aProp),
            CommonDimensionsConfig::getMarketDataDimension,

            ...

            CommonDimensionsConfig::getSaDefaultRiskChargeDimension
			CommonDimensionsConfig::getHiMedLowDimension,
            b -> CommonDimensionsConfig.getParameterSetsDimension(b, parameterSetConfig.root()),
            this::getDisplayCurrencyDimension);
}

DatastoreCustomisationsConfig The following bean has been added:

@Qualifier(SP_QUALIFIER__CUSTOMISATIONS)
@Bean
@ConditionalOnExchangeDatastoreFieldEnabled
DatastoreConfiguratorConsumer addCrypto2aExchangeToUnderlyingStore() {
	return this::addCrypto2aExchangeToUnderlyingStore;
}

private void addCrypto2aExchangeToUnderlyingStore(IDatastoreConfigurator configurator) {
	configurator.appendField(UNDERLYING_DESCRIPTION_STORE_NAME, new CustomField(
			FieldDescription.builder()
					.name(UNDERLYING_DESCRIPTION_STORE_CRYPTO_EXCHANGE)
					.dataType(STRING)
					.build()));
}

Miscellaneous

The following dependency has been added to the frtb-starter POM file:

<dependency>
    <groupId>com.activeviam</groupId>
    <artifactId>atoti-server-test</artifactId>
    <scope>test</scope>
</dependency>

6.0.3 to 6.0.4

Summary

Atoti What-If upgrade: Atoti What-If has been upgraded to 4.1.1-AS6.1. To migrate any custom What-If configuration, see the migration guides for this release.

6.0.2 to 6.0.3

Summary

Virtual hierarchies can be set with the property frtb.configuration.virtual-hierarchies.
The new Curvature CVR measure will be disabled by default in 6.0.x versions of . To enable it, set the property frtb.curvature-cvr.enabled=true in the application.yaml file.
Cube distribution can now handle data overlap. This means it is possible to have several data cubes with duplicated data. you need to set frtb.distribution.enable-data-duplication=true.
HistoricalDatesProvider no longer queries the base stores for the list of historical dates. This is achieved by using the database statistics to gather the set of unique dates. The HistoricalDatesProvider can be reverted to the previous behavior of executing distinct datastore queries by setting the property frtb.historical-dates-provider.is-using-approximate-members=false.
The zero risk-weight can now be specified per obligor and jurisdiction, defaulting to 0%.

Breaking changes

None.

Deprecations

Cube distribution by field: Distribution of data cubes across nodes by defining clustering fields is deprecated, it should be done with distribution levels.

Input file formats

Added

File	Details
DRC_Public_Sector_Obligor_Risk_Weights.csv	Use this file to configure specific zero risk-weights per obligor and jurisdiction.

Configuration properties

Properties added

Property	Default value	Description
frtb.configuration.virtual-hierarchies	Empty	A list of hierarchies to set as virtual.
frtb.curvature-cvr.enabled	false	Enables the new Curvature CVR measures.
frtb.distribution.levels.sa-cube	AsOfDate@Date@Dates	The levels used for the StandardisedApproachCube distribution.
frtb.distribution.levels.ima-cube	AsOfDate@Date@Dates	The levels used for the InternalModelApproachCube distribution.
frtb.distribution.levels.ima-drc-cube	AsOfDate@Date@Dates	The levels used for the IMADRCCube distribution.
frtb.distribution.levels.pl-cube	AsOfDate@Date@Dates	The levels used for the PLCube distribution.
frtb.distribution.levels.stress-calibration-cube	AsOfDate@Date@Dates	The levels used for the StressCalibrationCube distribution.
frtb.distribution.priority.sa-cube	Empty	The priority of the StandardisedApproachCube in cases of data overlap within a horizontal distribution.
frtb.distribution.priority.ima-cube	Empty	The priority of the InternalModelApproachCube in cases of data overlap within a horizontal distribution.
frtb.distribution.priority.ima-drc-cube	Empty	The priority of the IMADRCCube in cases of data overlap within a horizontal distribution.
frtb.distribution.priority.pl-cube	Empty	The priority of the PLCube in cases of data overlap within a horizontal distribution.
frtb.distribution.priority.stress-calibration-cube	Empty	The priority of the StressCalibrationCube in cases of data overlap within a horizontal distribution.
frtb.distribution.enable-data-duplication	false	Set to true to allow duplicate members in the distribution level of horizontally distributed data cubes.
directquery.incremental-refresh	Empty	Configures increment refresh templates.
frtb.historical-dates-provider.is-using-approximate-members	true	If true (default), the `HistoricalDatesProvider` will use the database statistics to gather the unique set of dates from the stores. If false, it will revert to the previous behavior of executing distinct datastore queries.
frtb.historical-dates-provider.stores-to-scan	[PLTrades, IMATrades, DRCIMABase, SASensitivities, StressCalibrationTrades]	The list of stores to scan to collect the historical dates from.
frtb.historical-dates-provider.as-of-date-field	AsOfDate	The name of the date field to use when querying the stores for historical dates.

Properties files

Files Modified

frtb-data-load.properties

New properties:

Property Name	Comment	Value
drc.public-sector.obligor-risk-weights.file-pattern	File pattern used to load the PublicSectorObligorRiskWeights store.	`*/DRC_Public_Sector_Obligor_Risk_Weights.csv{,.gz}`

Datastores

Added stores

Store	Details
PublicSectorObligorRiskWeights	This store contains optional risk-weights for public sector obligors applied to zero risk-weight exposures in the DRC non-securitisations calculation.

Databases

Added tables

Table	Details
PUBLIC_SECTOR_OBLIGOR_RISK_WEIGHTS	This store contains optional risk-weights for public sector obligors applied to zero risk-weight exposures in the DRC non-securitisations calculation.

Measures

Added

Cube	Measure	Details
StandardisedApproach	Curvature CVR	This measure uses the underlying Curvature CVR Up or Curvature CVR Down measure depending on the “direction” of the Risk Position Scenario at the Bucket level. A new intermediate measure Curvature Bucket Scenario evaluates the Risk Position Scenario measure at the Book level. This measure has been added for the following risk classes within sa-sbm: - Commodity - CSR non-Sec - CSR Sec CTP - CSR Sec non-CTP - Equity - FX - GIRR
StandardisedApproach	Crypto 2b	Support for Cryptoassets Group 2b

6.0.1 to 6.0.2

No migration needed.

6.0.0 to 6.0.1

No migration needed.

Breaking changes

None

Summary

Upgraded to Data Connectors 5.0.4

5.3.0 to 6.0.0

Upgrading from version 5.3.0, see 6.0 Release Notes. uses 6.1.7 and 5.2.x. For new features and fixes included in these releases, please see the documentation and Migration Notes, and the release notes for .

Breaking changes

Measure Configuration: The text replacement template for measure configuration now uses the pattern #{_name_} instead of ${_name_}. See Startup Properties.
frtb-application module: Some of the content of the frtb-starter module has been moved to the new frtb-application module.
DLC 5.0 Upgrade: With the new version of the DLC, the configuration of the ETL has been simplified.
What-if endpoints: The (undocumented) what-if REST endpoints used by the Switch Desk Model and Switch Book Desk what-if simulations have changed.
DoctorPivot endpoint: DoctorPivot is now embedded within the AdminUI. See Relocation of DoctorPivot for more.

Headline announcement

Upgraded to 6.1.7 : Upgraded to the latest .
Upgraded to JDK 21 : Upgraded from JDK 17 to JDK 21 to utilize the latest features.
Removed ActiveMonitor : The Active-Monitor module and related features have been removed.
frtb-application module: The frtb-application module replaces the frtb-starter module. All customizations should now be done in the frtb-application module, or in a new module based on the frtb-application module.
Sign-Off Service Availability: The Sign-Off REST service now throws ServiceUnavailableExceptions until the initial data loading phase has been completed. The Sign-Off REST service now provides a GET /enabled endpoint to check if the service is currently enabled.
Simplified OpenTelemetry Configuration: We now rely on OpenTelemetry’s GlobalOpenTelemetry to configure the export of logs and metrics.
OpenRewrite recipes As an experimental feature, we have added OpenRewrite recipes that you can use to automate some of the migration steps.

OpenRewrite recipes

We have included these OpenRewrite recipes as an experimental feature and would welcome your feedback on their usefulness in your migration. We can then evaluate the feature for potential inclusion in future releases. Please report any issues you have through the normal Jira channels.

To help with upgrades, we have created a set of OpenRewrite recipes that can be used to automatically perform some of the migration steps from 5.3 to 6.0. The recipes included in this release are:

Recipe Name	Description
`com.activeviam.frtb.Migrate_6_0`	Runs all 6.0 migration recipes.
`com.activeviam.frtb.FileUpload_6_0`	Updates the properties for the file-upload what-if. This includes:Renames `csvSource.subdirectory.dataset.whatif` to `file-upload.csv-source-subdirectory`, Adds `file-upload.staging-directory` as the combination of `input.data.root.dir.path` (or `csv-source.dataset`) and `csvSource.subdirectory.dataset.stage` by referencing the old properties.
`com.activeviam.frtb.DQAutoVectorizer_6_0`	Deletes the old, unused `activeviam.directquery.enableAutoVectorizer` property.
`com.activeviam.frtb.DataDirectories_6_0`	Updates the properties configuring the data directories. This includes:Standardizes the case of `csv-source`., Adds `csv-source.dataset-historical=${csv-source.dataset}/historical`., Adds `csv-source.dataset-configuration=${csv-source.dataset}/configuration`.

See Using OpenRewrite in Atoti FRTB for instructions on how to run the recipes.

`frtb-application` module

The new frtb-application Maven module has been split out of the frtb-starter Maven module.

Components moved

The following components have been moved into the new module:

FRTBApplication class including the main() method.
Spring security configuration
OpenTelemetry configuration
Logging configuration
Content Service configuration
Configuration files

Configuration classes moved

For the full list of configuration classes that have been moved into the frtb-application module, see the Moved Classes section.

Data & Test folders moved

The sample data located at /frtb-starter/src/test/resources/ has been moved out of the frtb-starter module to the /sample-data/ folder located at the root of the project. The tests included in the frtb-starter module have been moved into the new frtb-application-tests module.

OpenTelemetry Configuration

The previous OpenTelemetry configuration has been replaced with a simple OpenTelemetry bean. To enable the autoconfiguration of this bean, set -Dotel.java.global-autoconfigure.enabled=true on the command line.

FX Translation Risk

The field “Translation Risk Currency” has been added to support loading translation risk for different reporting currencies. It is now possible to load different translation risks for different reporting currencies. This field is only used if FXComplexTrade=Y (otherwise the translation risk is calculated automatically).

If this field is empty, the sensitivity is not treated as translation risk but instead treated normally.
If this field is set, then the sensitivity will be interpreted as translation risk for that currency. It will be filtered and only used if the translation risk currency is the same as the reporting currency.

Alternative root parameter sets

The property parameter-set.root has been added to specify the root parameter set in the configuration and input files. It is expected that input files are generated for the parameter set specified in this property. Additionally, the configuration files containing parameters will need to be adapted to the new root parameter set.

Previously, when no parameter set was specified in the configuration it was assumed to be “BCBS”. Now, these parameters will default to the specified root parameter set.
Parameter configuration will need to be modified for the new root parameter set.

For example, for the bucket used for CSR non-Sec covered bonds we have in FRTBParameters.csv:

Name	Value	Date	ParameterSet
`sa.csr-nonsec.bucket.covered-bonds`	8	2016-01-01
`sa.csr-nonsec.bucket.covered-bonds`	10	2016-01-01	CRR2

If you want to set CRR2 as the root parameter set, the above two lines can change to become:

Name	Value	Date	ParameterSet
`sa.csr-nonsec.bucket.covered-bonds`	8	2016-01-01	BCBS
`sa.csr-nonsec.bucket.covered-bonds`	10	2016-01-01

So that the value in the CRR2 parameter set is still “10”, and the value for the BCBS parameter set is still “8”.

Summing Sensitivities

When multiple sensitivities with the same key fields are loaded, they are now summed. Previously this was only done when processing a chunk within a file, now it is done across the whole transaction. The following configuration has been added to application.yaml and 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", "Direction"]
    summing: ["Sensitivity", "Shift_Up_PV", "Shift_Down_PV", "PresentValue", "Notional", "Adjustment"]

FRTB Modules

Removed

Module	Details
`frtb-activemonitor`	ActiveMonitor and associated configurations have been removed from .

Added

Module	Details
`frtb-application`	Provides an example Spring Boot Application for Atoti FRTB. * Contains simple configurations required to run Atoti FRTB.* Is intended to be used as a reference for clients to build their own applications as this module is not production-ready. * Provides various Spring profiles outlining the properties required to run the application in different environments. For example, the profile `dist-query-node` activates the `application-dist-query-node.yaml` configuration file which defines the properties required to run the application as a distributed query node. tipTo help ease upgrade efforts, move all customizations into your new module.

DLC 5.0 upgrade

The upgrade to DLC 5.0 has brought some significant changes to the ETL configuration. For non-FRTB specific DLC migration, please see the DLC 5.0 Migration Guide. DLC configurations for have now been organized into FrtbDlcConfig.

Loading Topic Configurations

Before the DLC redesign, ChannelParameters were being used to encapsulate DLC configurations into beans. Now, configurations that were previously found as ChannelParameters beans can be found as Topic Descriptions in the following classes:

Old Class	New Class
`AConfigurationSourceConfig`	`ConfigurationSourceDescription`
`ASourceConfig`	`SourceDescription`
`ASensiSourceConfig`	`SensiSourceDescription`

Column calculators are now configured as DLC CustomFieldDescription beans and have been organized into CustomFieldDescriptionConfig. The DLC implicitly adds CSVColumnParser column calculators based on the store being targeted, so those have been removed from the topic configurations. The new DLC also lets you configure parser overrides. In they can be found in ColumnParserOverridesDescriptionConfig. Tuple publishers are now configured as DLC TargetDescription beans and have been organized into TargetDescriptionsConfig.

Unloading Topic Configurations

Unloading topics are now completely separate from loading topics. They are configured in UnloadTopicDescriptionsConfig.

Topic Aliases

Old Class	New Class
`SourceTopicAliases`	`AliasesDescriptionConfig`

ETL Extension Updates

See the following sections on how the ETL extensions have changed with the new DLC:

Removed classes

See the list of classes removed as part of the DLC 5.0 upgrade.

Video overview

Check out our video on migrating to Data Connectors 5.0 in 6.0:

Input file formats

Modified

Modification	File	Field	Optional	Description
Added	SBM_Delta_Sensitivities.csv	Translation Risk Ccy	Y	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.
Added	SBM_Summary_Delta_Sensitivities.csv	Translation Risk Ccy	Y	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.
Added	Trade_Attributes.csv	Inclusion	Y	Indicates if the trade should be included (“Y”) or not by default in the calculations. Default is ‘Y’

Startup properties

The file frtb-config.properties is now loaded into the Spring Boot environment, so the properties in this file can be overridden on the command line. The file measures-config.json is now also loaded into the Spring Boot environment. The json file is converted to properties with the prefix “measures”. The text replacement template in these files now uses the pattern #{_name_} instead of ${_name_}. The ${_name_} pattern can still be used for Spring Boot’s property placeholders.

Property Name	Comment	Value	Default Definition in File
`dlc.enabled`	Enables or disables the Data Load Controller.	`true` or `false`	application.yaml
`file-upload.staging-directory`	The staging directory for the File Upload.	`${csv-source.dataset}/stage`	application.properties
`file-upload.csv-source-subdirectory`	The sub-directory of files on which the What-If is executed.	`true` or `false`	application.properties
`csv-source.dataset-historical`	Path to the directory containing historical files to load.	${csv-source.dataset}/historical	application.properties
`csv-source.dataset-configuration`	Path to the directory containing the configuration files to load.	sample-data/configuration	application.properties
`parameter-set.root`	Root parameter set.	Defaults to “BCBS”
`datastore-sum-duplicates._store-name_.matching`	List of names of fields that must match when summing duplicates for the store store-name. 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.
`directquery.aggregate-tables`	Configuration of the Aggregate Tables to be used when running with DirectQuery.	Mapping of aggregate tables per cube	application.yaml
`whatif.datastore..*`	Simple datastore changes what-if simulations. See Simple Datastore Changes.	`inclusion-change` what-if simulation definition.	application.yaml

Updated properties: changed values or renamed Changed values:

Old Property	New Property	Comment	Default Definition in File
`csv-source.parserThreads`	`csv-source.parser-threads`	The naming convention has changed from camel case to kebab case, but the old property key will still work.	application.properties
`csv-source.bufferSize`	`csv-source.buffer-size`	The naming convention has changed from camel case to kebab case, but the old property key will still work.	application.properties
`aws.accessKeyId`	`aws.accessKeyId`	Previously managed by FRTB, now inheriting AWS SDK property `aws.accessKeyId` in `DefaultCredentialsProvider`	frtb-cloud.properties
`aws.secretKey`	`aws.secretAccessKey`	Previously managed by FRTB, now inheriting AWS SDK property `aws.secretAccessKey` in `DefaultCredentialsProvider`	frtb-cloud.properties
`azure.connection.string`	`dlc.azure.connection-string`	Previously managed by FRTB, now inheriting DLC property `dlc.azure.connection-string` for `DefaultAzureClientConfig`	frtb-cloud.properties

Deleted properties:

Property Name	Comment	Deleted from File
`activeviam.directquery.enableAutoVectorizer`	The property is no longer being used.	application.properties
`input.data.root.dir.path`	This is now a part of `file-upload.staging-directory`	application.properties
`csvSource.subdirectory.dataset.stage`	This is now a part of `file-upload.staging-directory`	application.properties
`csvSource.subdirectory.dataset.whatif`	This is now `file-upload.csv-source-subdirectory`	application.properties
`cloudSource.dataset`	`csv-source.dataset-historical`, `csv-source.dataset-configuration` and `csv-source.dataset` are now shared between cloud sources and local	frtb-cloud.properties
`cloud.fetch.thread`	No longer configurable	frtb-cloud.properties
`dlc.audit-logging.enabled`	DLC event handlers are no longer a part of the new DLC	application.properties

Configuration files

Files Modified

FRTBParameters.csv

Modification	Parameter	Type	Default	Description
Deprecated (for removal)	`sa.drc.no-maturity-floor-when-offsetting`	boolean	`false`	Parameter is no longer needed ref

Datastores

Modified stores

Modification	Store	Field	Type	Description
Added	Trade Mapping	Inclusion	String	Indicates if the trade should be included (“Y”) or not by default in the calculations.
Added	SaSensitivities	Translation Risk Ccy	STRING	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.

Databases

Modified tables

Modification	Table	Field	Type	Description
Added	SASENSITIVITIES	TRANSLATION_RISK_CCY	String	FX only. Indicates the sensitivity represents translation risk; set to the reporting currency.
Added	TRADE_MAPPING	INCLUSION	String	Indicates if the trade should be included (“Y”) or not by default in the calculations.

Cube schema

Added

Cube	Dimension	Hierarchy	Levels	Datastore fields	Details
All	Booking	Inclusion	Inclusion	TradeMapping.Inclusion	This hierarchy is used to indicate which trades should be included in the calculations.

Modified Classes

The following classes have been added, removed or had their function replaced with new classes.

Added Classes

Added	Rationale
`DatastoreChangeSimulations`	WhatIf definitions have been restructured.
`SummingDuplicateKeyHandler`	DuplicateKeyHandler that sums tuples.
`TableSecurityConfig`	Configures the security roles for the actions that can be taken on the datastore.
`OpenTelemetryTracingConfig`	Configures the OpenTelemetry service for the application.

Removed Classes

DataLoadController

The following classes related to the DLC and data loading have been removed as part of the DLC 5.0 upgrade.

Click to see the full list of removed classes.

Removed	Replacement	Rationale
`ICsvSourceConfig`		DLC 5.0 reduces complexity.
`IJdbcSourceConfig`		DLC 5.0 reduces complexity.
`ISourceConfig`		DLC 5.0 reduces complexity.
`ACSVSourceConfig`		DLC 5.0 reduces complexity.
`AConfigurationSourceConfig`	`ConfigurationSourceDescription`	The source itself is now configured as multiple a Source Descriptions. ChannelParameters found in this class are now configured as Topic Descriptions.
`ASensiSourceConfig`	`SensiSourceDescription`	The source itself is now configured as multiple a Source Descriptions. ChannelParameters found in this class are now configured as Topic Descriptions.
`ASourceConfig`	`SourceDescription`	The source itself is now configured as multiple a Source Descriptions. ChannelParameters found in this class are now configured as Topic Descriptions.
`SensiSourceConfig`		DLC 5.0 reduces complexity.
`ConfigurationSourceConfig`		DLC 5.0 reduces complexity.
`SourceConfig`		DLC 5.0 reduces complexity.
`SourceTopicAliases`	`AliasesDescriptionConfig`	Aliases are now configured as AliasesDescription.
`CompositeTopicConfig`		DLC 5.0 reduces complexity.
`TopicConfig`		DLC 5.0 reduces complexity.
`DataLoadControllerFileConfig`		DLC 5.0 reduces complexity.
`SimpleCsvSourceConfig`		DLC 5.0 reduces complexity.
`SimpleJdbcSourceConfig`		DLC 5.0 reduces complexity.
`SimpleSourceConfig`		DLC 5.0 reduces complexity.
`ITuplePublisherDlcHealthEventHandler`		DLC 5.0 handles events itself.
`TuplePublisherDlcHealthEventHandler`		DLC 5.0 handles events itself.
`TuplePublisherDlcTuplesAdded`		DLC 5.0 handles events itself.

WhatIf

The following classes have been replaced with DatastoreChangeSimulations because the configuration of WhatIfs has changed.

Removed
`BookDeskSwitchSubmissionDTO`
`DeskModelSwitchSubmissionDTO`
`BookDeskSwitchRestServiceController`
`DeskModelSwitchRestServiceController`
`BookDeskSwitchSimulationDefinition`
`DeskModelSwitchSimulationDefinition`

Moved Classes

Class	Previous Module & Package	New Module & Package
`LocalContentServiceConfig`	`frtb-starter/com.activeviam.frtb.starter.cfg.impl`	`frtb-application/com.activeviam.frtb.application.config.content`
`RemoteContentServiceConfig`	`frtb-starter/com.activeviam.frtb.starter.cfg.impl`	`frtb-application/com.activeviam.frtb.application.config.content`
`BasicAuthenticationProviderConfig`	`frtb-accelerator/com.activeviam.frtb.ref.cfg.impl.security`	`frtb-application/com.activeviam.frtb.application.config.security`
`SecurityConfig`	`frtb-accelerator/com.activeviam.frtb.ref.cfg.impl`	`frtb-application/com.activeviam.frtb.application.config.security`
`UserDetailsServiceConfig`	`frtb-starter/com.activeviam.frtb.starter.cfg.impl.security`	`frtb-application/com.activeviam.frtb.application.config.security`

Migrating to using Atoti Starters

now provides Spring Boot Starters to aid in application development. These starters will auto-configure some basic and required beans for the application to run. has been updated to use these starters. The following changes have been made:

Change	Description
Removal of `JMXEnabler` Beans	The `JMXEnabler` beans have been removed from as the ‘s Starters provide these beans automatically for us.
Removed `FRTBI18nConfig` Configuration Class	This class is now autoconfigured by .
Removed `SameSiteConfig`	The SameSite config is handled by Spring.

Historical Date Provider Service

The historical dates used for the Lookback hierarchy measures are now configurable via a IHistoricalDatesProvider bean. By default, a HistoricalDatesProvider (configured in HistoricalDatesProviderConfig) will be created that provides all AsOfDates available in all base stores.

Sign-Off REST services

The implementation of the Sign-Off REST service now has a Boolean to enable state flag. Out of the box, the Sign-Off REST services are disabled until the initial load is completed. This prevents the Sign-Off server from sending requests on those services before the end of the initial load. The status of the Sign-Off service can be retrieved through a GET request at /enabled. exceptions are now used instead of the previously used Javax exceptions. Error messages and constants have been fixed. Their prefix and/or content was previously incorrect.In particular, the constant ERROR_MESSAGE has been replaced by the constant ERROR_MESSAGE_NO_VALID_DTO_PROVIDED. The exception message prefix has been changed from "[EXPORT]" to "[SIGN-OFF]" in the error message constants.

Relocation of DoctorPivot

DoctorPivot has been moved from the endpoint /frtb-starter/doctorpivot to now being embedded within the AdminUI’s Measures dependencies tab which is located at: /frtb-starter/admin/ui/index.html#/measures-dependencies.

​6.0.8 to 6.0.9

​Summary

​SACubeRRAOExport column header rename

​Distributed messaging API (if customized)

​6.0.7 to 6.0.8

​Summary

​New DLC Unload Topic Aliases

​OpenTelemetry configuration changes

​JGroups protocol files

​Distributed messaging API (if customized)

​Import changes

​6.0.6 to 6.0.7

​6.0.5 to 6.0.6

​Summary

​Changes to the frtb-starter

​6.0.4 to 6.0.5

​Summary

​Configuration files

​Parameters

​Configuration properties

​Properties added

​Datastores

​Added stores

​Modified stores

​Cube schema

​Added

​Measures

​Added

​Integration of Crypto 2a into the frtb-starter module

​Miscellaneous

​6.0.3 to 6.0.4

​Summary

​6.0.2 to 6.0.3

​Summary

​Breaking changes

​Deprecations

​Input file formats

​Added

​Configuration properties

​Properties added

​Properties files

​Files Modified

frtb-data-load.properties

​Datastores

​Added stores

​Databases

​Added tables

​Measures

​Added

​6.0.1 to 6.0.2

​6.0.0 to 6.0.1

​Breaking changes

​Summary

​5.3.0 to 6.0.0

​Breaking changes

​Headline announcement

​OpenRewrite recipes

​frtb-application module

​Components moved

​Configuration classes moved

​Data & Test folders moved

​OpenTelemetry Configuration

​FX Translation Risk

​Alternative root parameter sets

​Summing Sensitivities

​FRTB Modules

​Removed

​Added

​DLC 5.0 upgrade

​Loading Topic Configurations

​Unloading Topic Configurations

​Topic Aliases

​ETL Extension Updates

​Removed classes

​Video overview

​Input file formats

​Modified

​Startup properties

​Configuration files

​Files Modified

6.0.8 to 6.0.9

Summary

SACubeRRAOExport column header rename

Distributed messaging API (if customized)

6.0.7 to 6.0.8

Summary

New DLC Unload Topic Aliases

OpenTelemetry configuration changes

JGroups protocol files

Distributed messaging API (if customized)

Import changes

6.0.6 to 6.0.7

6.0.5 to 6.0.6

Summary

Changes to the frtb-starter

6.0.4 to 6.0.5

Summary

Configuration files

Parameters

Configuration properties

Properties added

Datastores

Added stores

Modified stores

Cube schema

Added

Measures

Added

Integration of Crypto 2a into the frtb-starter module

Miscellaneous

6.0.3 to 6.0.4

Summary

6.0.2 to 6.0.3

Summary

Breaking changes

Deprecations

Input file formats

Added

Configuration properties

Properties added

Properties files

Files Modified

Datastores

Added stores

Databases

Added tables

Measures

Added

6.0.1 to 6.0.2

6.0.0 to 6.0.1

Breaking changes

Summary

5.3.0 to 6.0.0

Breaking changes

Headline announcement

OpenRewrite recipes

`frtb-application` module

Components moved

Configuration classes moved

Data & Test folders moved

OpenTelemetry Configuration

FX Translation Risk

Alternative root parameter sets

Summing Sensitivities

FRTB Modules

Removed

Added

DLC 5.0 upgrade

Loading Topic Configurations

Unloading Topic Configurations

Topic Aliases

ETL Extension Updates

Removed classes

Video overview

Input file formats

Modified

Startup properties

Configuration files

Files Modified

Datastores