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 required to migrate to the stated version
of .
Migrate to 5.3.3
Breaking changes
- Netted measures: Added IRT Desk to the leaf levels for standalone calculations for Netted measures.
Summary
Netted measures
Added IRT Desk to the leaf levels for standalone calculations for Netted measures.
This is a reversible configuration change.
Configuration files
Files Modified
Updated properties:
| Property Name | New Value | Old Value | Comment |
|---|
netting-set.level | Netting Set@Netting Set@Booking,IRT Desk@IRT Desk@Booking | Netting Set@Netting Set@Booking | Added IRT Desk to the leaf levels for standalone calculations for Netted measures.
This property now supports multiple levels. |
reference-levels.list | ,IRT Desk,FRTB Model... | ,FRTB Model... | Added IRT Desk to the list of levels available to the ReferenceLevel context value. |
Migrate to 5.3.2
Breaking changes
- Offline Documentation: No longer automatically included on the server. A configuration option has been added to enable this.
Offline Documentation
The offline documentation that was automatically included on the server has been removed.
To re-enable this the server.resources.documentation property has been added to point to the directory location of the documentation (included with the distribution).
Startup properties
| Modification | Property Name | Value | Comment |
|---|
| Added | server.resources.documentation | null | The optional resource location of the offline documentation.
For example, “classpath:/static/documentation/”. |
Change to frtb.properties
We have switched from frtb.properties to application.properties which is automatically picked up by Spring Boot. Properties are no longer read from frtb.properties which has now been removed.
The following configuration files have been added to match the behavior of the profiles:
| Spring profile | Configuration file | starter.deployment.type | starter.deployment.transport | combined.disable |
|---|
| default | | in-memory | local | unset (false) |
dist-data-node | application-dist-data-node.yaml | in-memory | netty | true |
dist-query-node | application-dist-query-node.yaml | query-node | netty | unset (false) |
forceNetty | application-forceNetty.yaml | unset (in-memory) | netty | unset (false) |
Added
| Property Name | Value | Comment |
|---|
activeviam.distribution.endpoint.protocol | “http” | Protocol to use when connecting to the server’s REST endpoints. |
activeviam.distribution.endpoint.host | | Host name to use when connecting to the server’s REST endpoints. |
what-if.db.* | (see above) | The properties used to define the hibernate JDBC database for persisting the what-if engine simulation statuses.See the hibernate documentation for details on individual properties. |
Configuration files
Files Modified
New properties:
| Property Name | Value | Comment |
|---|
activeviam.distribution.endpoint.protocol | “http” | Protocol to use when connecting to the server’s REST endpoints. |
activeviam.distribution.endpoint.port | ${server.port} | Port to use when connecting to the server’s REST endpoints. |
activeviam.distribution.endpoint.suffix | “frtb-starter” | Servlet context path for connecting to the server’s REST endpoints. |
what-if.db.hibernate.dialect | org.hibernate.dialect.H2Dialect | Hibernate’s hibernate.dialect property. |
what-if.db.hibernate.hbm2ddl.auto | create | Hibernate’s hibernate.hbm2ddl.auto property. |
what-if.db.hibernate.current_session_context_class | thread | Hibernate’s hibernate.current_session_context_class property. |
what-if.db.hibernate.connection.url | jdbc:h2:mem:what-if;DB_CLOSE_DELAY=-1 | Hibernate’s hibernate.connection.url property. |
what-if.db.hibernate.connection.driver_class | org.h2.Driver | Hibernate’s hibernate.connection.driver_class property. |
| Property Name | Comment |
|---|
directquery.enabled | Replaced by starter.deployment.type=direct-query |
directquery.wait-for-data-load / directquery.waitForDataLoad | Replaced by starter.deployment.type=direct-query |
| Property | Description | Values |
|---|
starter.deployment.type | Specifies the nature of the database used for the cube. | It can take three values:in-memory (default): The in-memory datastore is used., direct-query: An external database is used. This replaces the directquery.enabled property. An in-memory datastore is still used for configuration data and caching. , query-node: No database is used. This can contain the FRTBCombinedCube and the StandardisedApproachCube (support for IMA cubes will be in a future version). |
starter.deployment.transport | Specifies the messenger to use for communication between cubes. | It can take three values:local (default): For communication only within a single machine. It cannot be used for distribution, but is faster if distribution isn’t needed., netty: For jgroups communication between machines in a distributed deployment., none: For data cubes that use no communication bus. This configuration cannot be used with query-nodes and the FRTBCombinedCube must be disabled. |
combined.disable=false | An existing flag which turns the FRTBCombinedCube polymorphic cube on or off. | |
Modified stores
| Modification | Store | Field | Type | Description |
|---|
| Added | SaSensitivities | Instrument Type | String | For DRC non-Sec only. Reported Instrument Type (“Derivative” or “Non-Derivative”). |
| Added | RRAO | Exemption Reason | String | Reported reason why the position is exempt from RRAO. |
| Added | RRAO | Asset Class | String | Reported asset class. |
| Added | RRAOOverrides | Exemption Reason | String | Reported reason why the position is exempt from RRAO. |
| Added | RRAOOverrides | Asset Class | String | Reported asset class. |
| Added | UnderlyingDescription | GIRR Basis Ccy | String | GIRR only. The counter currency for GIRR cross-currency basis curves (USD or EUR). |
| Added | BookDescription | IRT_DESK | String | |
| Removed | DeskDescription | IRT_DESK | String | |
Removed stores
| Store | Details |
|---|
| BookDeskMapping | Renamed as BookDescription |
DirectQuery
Added
| Added | Details |
|---|
| IMA ES Support | DirectQuery can now be used with the InternalModelApproachCube cube. The IMA ES calculations can now be performed against data sourced from a remote database when using DirectQuery. |
| Cube Conditional Annotations | Conditional expression annotations to create beans depending on whether different cubes are enabled/disabled. |
| Dates Filter | Added configurations to filter the dates the DirectQuery node has access to from the remote database. |
DirectQueryCachedTablesConfig | Configures which tables to cache in-memory, sourced from a DirectQuery remote database table. |
DirectQueryDictionarizedFieldsConfig | Configures which DirectQuery table fields should be dictionarized. |
Changed
| Class | Details |
|---|
ADirectQueryDatabaseSchema | Configuration has been removed and replaced with DirectQueryCachedTablesConfig and DirectQueryDictionarizedFieldsConfig. |
Removal of ADirectQueryDatabaseSchema
Rather than manually migrating each in-memory datastore definition into a DirectQuery database table, we now fully rely on the Migrator to migrate our
in-memory datastore definitions into DirectQuery table definitions. This is done within the DirectQueryApplicationConfig.schema() method.
All customizations on in-memory stores will be automatically applied to the DirectQuery schema.
Databases
Included in the distribution are DDL scripts that will upgrade a database from the previous versions.
Added tables
| Table | Details |
|---|
| ES_SCENARIO_FX_RATES | Only needed for IMA |
| IMARISK_FACTORS | Only needed for IMA |
| IMATRADES | Only needed for IMA |
| SCENARIOS | Only needed for IMA |
| BOOK_DESCRIPTION | Replaces BookDeskMapping table. |
Cube schema
Added
| Cube | Dimension | Hierarchy | Levels | Datastore fields | Details |
|---|
| SA | Default Risk Charge | [DRC non-Sec Instrument Type] | DRC non-Sec Instrument Type | SaSensitivities.Instrument Type | Reported type of the instrument, derivative or non-derivative. |
| SA | Risk | [RRAO Exemption Reason] | RRAO Exemption Reason | RRAO.Exemption Reason | Reported reason why the position is exempt from RRAO. |
| SA | Risk | [RRAO Asset Class] | RRAO Asset Class | RRAO.Asset Class | Reported asset class for the position. |
| SA | Risk | [GIRR Basis Ccy] | GIRR Basis Ccy | UnderlyingDescription.GIRR Basis Ccy | The counter currency for GIRR cross-currency basis curves. |
| All | Booking | [IRT Group] | IRT Group | IRTDeskGroups.IRT_Group | The membership group to use for IRT Desks. |
| All | Organization | [Categories] | Category | Categories.Category | A category that can be used for internal reporting. Only present if the property categories-hierarchy.enabled=true is set. |
Measures
Added
| Cube | Measure | Details |
|---|
| SA | risk-class risk-measure Risk Position scenario (reported) | The “Reported” variation of the SBM Risk Position measures have been added for the new EBA reporting requirements. |
| SA | drc-risk-class Net JTD direction (reported) | The “Reported” variation of the DRC Net JTD measures have been added for the new EBA reporting requirements. |
| SA | drc-risk-class WtS Ratio (reported) | The “Reported” variation of the DRC WtS Ratio measures have been added for the new EBA reporting requirements. |
Moved
The following measures have been moved form the CombinedCube into the respective query cubes. By moving these measures into the query cube, we can now query across dates and data nodes without the measure needing to be defined in the CombinedCube. These measures will still exist in the CombinedCube and on all data-nodes.
| Cube | Measure | Details |
|---|
| SA | base-measure Imported | Imported measures are and only provided for backwards compatibility with older EBA reporting templates. In a future version these measures will be hidden. |
Context values
No changes.
