Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
This page lists the changes since 6.0.0-beta, and explains any changes required to migrate from 6.0.0-beta to the stated version
of .
Changes since 6.0.0-beta
- Upgrade to 6.1.7
- Upgrade to Data Connectors 5.0.1 : Upgraded to the new version of Data Connectors.
- FX Translation Risk: Allow FX translation risk to be calculated upstream for multiple different reporting currencies.
- Inclusion hierarchy: Added “Inclusion” hierarchy to support filtering and what-ifs on trades. For example, Banking book or speculative trades.
- What-If Configuration: Simple what-if simulations that alter the datastore can now be created through configuration.
- Support for DirectQuery Aggregate Tables: Added support for using Aggregate Tables to improve startup time & reduce DirectQuery database compute costs.
- Fix SwaggerUI: SwaggerUI is now working again, allowing you to test the REST API endpoints.
Added
| Issue Key | Details |
|---|
| FRTB-3239 | Added support for creating simple what-if simulations through configuration. |
| FRTB-3421 | Added support for using Aggregate Tables to improve startup time and database costs when using DirectQuery. |
Changed
| Issue Key | Details |
|---|
| FRTB-3323 | Deprecated sa.drc.no-maturity-floor-when-offsetting for removal. |
| FRTB-3361 | Upgraded to 6.1.7. |
| FRTB-3441 | Upgraded Data Connectors to 5.0.1. |
Removed
| Issue Key | Details |
|---|
| FRTB-3448 | Removed explicit OpenTelemetry configuration. We now use the autoconfiguration in the Spring Boot starters. |
Fixed
| Issue Key | Details |
|---|
| FRTB-3342 | Fixed StressCalibrationCube not being properly disabled in a distributed environment. |
| FRTB-3570 | Fixed SwaggerUI not working. The springdoc-openapi-starter-webmvc-ui dependency has been upgrade from 2.5.0 to 2.8.9. |
Migrate to 6.0.0
Upgrading from version 6.0.0-beta, 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
- 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.
Summary
See 6.0.0 Migration Notes for details on:
- Upgraded to 6.1.7 : Upgraded to the latest .
- Simplified OpenTelemetry Configuration: We now rely on OpenTelemetry’s GlobalOpenTelemetry to configure the export of logs and metrics.
Startup properties
New properties:
| Property Name | Comment | Value | Default Definition in File |
|---|
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.<identifier>.* | Simple datastore changes what-if simulations. See Simple Datastore Changes. | inclusion-change what-if simulation definition. | application.yaml |
Updated properties:
| Property Name | Comment | New Value | Old Value | Default Definition in File |
|---|
data.extraction.templates.base.dir.path | Updated for new structure | frtb-application/src/main/resources/DEETemplateOrders | ./src/main/resources/DEETemplateOrders | application.properties |
Renamed properties:
| 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 Atoti FRTB, now inheriting AWS SDK property aws.accessKeyId in DefaultCredentialsProvider | frtb-cloud.properties |
aws.secretKey | aws.secretAccessKey | Previously managed by Atoti FRTB, now inheriting AWS SDK property aws.secretAccessKey in DefaultCredentialsProvider | frtb-cloud.properties |
azure.connection.string | dlc.azure.connection-string | Previously managed by Atoti FRTB, now inheriting DLC property dlc.azure.connection-string for DefaultAzureClientConfig | frtb-cloud.properties |
Deleted properties:
| Property Name | Comment | Deleted from File |
|---|
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 |
tracing.enabled | OpenTelemetry is now configured through the Spring Boot starters. Use -Dotel.java.global-autoconfigure.enabled=true on the command line to enable. | application.properties |
open-telemetry.zipkin-span-exporter.url | no longer provides direct OpenTelemetry configuration. Configuration is provided by the Spring Boot starters. | application.properties |
open-telemetry.logging-span-exporter.enabled | no longer provides direct OpenTelemetry configuration. Configuration is provided by the Spring Boot starters. | application.properties |
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. |
