Updates since 6.0 pre-releases

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 .

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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.

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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.

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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.

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Removed

Issue Key	Details
FRTB-3448	Removed explicit OpenTelemetry configuration. We now use the autoconfiguration in the Spring Boot starters.

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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.

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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 .

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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.

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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.

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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

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Datastores

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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.

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Databases

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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.

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Cube schema

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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.