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 explains the changes since 5.2.0-M1 and 5.2.0-BETA, plus any changes required to migrate from these early releases
of .
Changes since 5.2.0-BETA
Changed
| Issue Key | Details |
|---|
| FRTB-2905 | Removed NRL currency from reference dataset (imaginary currency used in ISDA tests). |
| FRTB-2910 | Upgraded to Atoti Server 6.0.9. |
| FRTB-2912 | Split configuration files by jurisdiction. |
Fixed
| Issue Key | Details |
|---|
| FRTB-2923 | Fixed issue with combined parent child files (now deprecated) not triggering book hierarchy topic. |
| FRTB-2924 | Fixed issue with risk weights being merged with duplicate curvature tuples. |
| FRTB-2929 | Fixed issue with risk factors containing ”%” character and corrected issue where tenor would not be added to non vectorized data if sbm.risk-factor.always-append-tenor was set to true. |
Fixed issues introduced in 5.2.0-BETA
None.
Migrate to 5.2.0
Upgrading from version 5.2.0-BETA, see 5.2 Release
Notes.
uses 6.0.9 and 5.1.x.
For new features and fixes included in these releases, please see the documentation and Migration Notes, and the release notes for .
For clients licensed to use ActiveMonitor, a skeleton module based on
version 6.0.9 is included with the 5.2.0 release.
Breaking Changes
None.
Summary
See 5.2 Migration Notes for details on:
- Reference configuration data for non-BCBS Parameter sets have been separated into their own folders. Additionally, file names for separated data have suffixes denoting parameter set.
Changes since 5.2.0-M1
Added
| Issue Key | Details |
|---|
| FRTB-1864 | Added RRAO input file and deprecated RRAO fields in the trade attributes file |
Changed
| Issue Key | Details |
|---|
| FRTB-2601 | Changed Equity gamma correlation configuration |
| FRTB-2602 | Changed CSR gamma correlation configuration |
| FRTB-2847 | Changed variable names and references for the topic configs |
| FRTB-2889 | Moved to Java 17 |
| FRTB-2890 | Upgraded to Spring Security 5.8.7 |
| FRTB-2903 | Upgraded to Atoti Server 6.0.8 |
Removed
| Issue Key | Details |
|---|
| FRTB-2600 | Removed technical “DRC Seniority Ranking” level |
| FRTB-2603 | Removed technical “Category” hierarchies for SBM Equity and CSR |
Fixed
| Issue Key | Details |
|---|
| FRTB-2901 | Fixed autogenerated overrides |
Fixed issues introduced in 5.2.0-M1
None.
Migrate to 5.2.0-BETA
Upgrading from version 5.2.0-M1, see 5.2 Release
Notes.
uses 6.0.9 and 5.1.x.
For new features and fixes included in these releases, please see the documentation and Migration Notes, and the release notes for .
For clients licensed to use ActiveMonitor, a skeleton module based on
version 6.0.9 is included with the 5.2.0 release.
Breaking Changes
- Java 17: Java 17 is now required to run and additional JVM options are needed.
- “Category” Hierarchies removed: For SBM Equity and CSR, the technical “Category” hierarchies are no longer needed and have been removed.
- “DRC Seniority Ranking” level removed: This technical level is no longer needed and has been removed.
- Security Configuration Upgraded: The security configuration has been upgraded to Spring Security 5.8 and no longer uses deprecated classes.
- CSR Correlation Configuration: The CSR gamma correlations are now fully defined by bucket pairs, instead of just the “sector” component.
- Equity Correlation Configuration: The Equity gamma correlations are now defined by bucket pairs in a new file.
- DirectQuery Database: The SASensitivities table is now used for the RRAO Notional, instead of the SATradeDescription table.
Summary
See 5.2 Migration Notes for details on:
- DirectQuery Database Schema
- Configuration Files
- RRAO File
- “Category” Hierarchies Removed
- Spring Security Upgrade
