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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 Atoti FRTB.

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Changes since 5.2.0-BETA

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Changed

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Fixed

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Fixed issues introduced in 5.2.0-BETA

None.

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Migrate to 5.2.0

Upgrading from version 5.2.0-BETA, see Atoti FRTB 5.2 Release Notes. Atoti FRTB uses Atoti Server 6.0.9 and Atoti UI 5.1.x. For new features and fixes included in these releases, please see the Atoti UI documentation and Atoti UI Migration Notes, and the release notes for Atoti Server. For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.9 is included with the Atoti FRTB 5.2.0 release.

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Breaking Changes

None.

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Summary

See Atoti FRTB 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.

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Changes since 5.2.0-M1

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Added

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Changed

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Removed

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Fixed

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Fixed issues introduced in 5.2.0-M1

None.

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Migrate to 5.2.0-BETA

Upgrading from version 5.2.0-M1, see Atoti FRTB 5.2 Release Notes. Atoti FRTB uses Atoti Server 6.0.9 and Atoti UI 5.1.x. For new features and fixes included in these releases, please see the Atoti UI documentation and Atoti UI Migration Notes, and the release notes for Atoti Server. For clients licensed to use ActiveMonitor, a skeleton module based on version 6.0.9 is included with the Atoti FRTB 5.2.0 release.

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Breaking Changes

  • Java 17: Java 17 is now required to run Atoti FRTB 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.

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Summary

See Atoti FRTB 5.2 Migration Notes for details on:
  • DirectQuery Database Schema
  • Configuration Files
  • RRAO File
  • “Category” Hierarchies Removed
  • Spring Security Upgrade