Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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This page lists the changes since 5.3.0-M1 and 5.3.0-beta, and explains any changes required to migrate from these early releases to the stated version
of :
Changes since 5.3.0-beta
Summary
- IRT Desk improvements: IRT Desk membership is now specified directly at the book level. Additionally, it is possible to dynamically change which books are members of the IRT Desk.
- Reinstating the Categories hierarchy: The Categories hierarchy that was removed in 5.1.0 can be re-instated with the configuration property
categories-hierarchy.enabled=true.
Added
| Issue Key | Details |
|---|
| FRTB-3075 | Reinstate the Categories hierarchy (requires property categories-hierarchy.enabled=true). |
| FRTB-3085 | Add support for multiple membership groups for IRT Desk. |
Changed
| Issue Key | Details |
|---|
| FRTB-3075 | Reinstate the Categories hierarchy (requires property categories-hierarchy.enabled=true). |
| FRTB-3085 | Add support for multiple membership groups for IRT Desk. |
Changed
| Issue Key | Details |
|---|
| FRTB-2957 | Added configuration option for drillthrough maximum rows. |
| FRTB-2995 | Updated Admin UI to 5.1.8. |
| FRTB-2996 | Updated Springdoc version to 2.5.0. |
| FRTB-3011 | ProblemDetails responses are now used for all What-If endpoints. |
Removed
| Issue Key | Details |
|---|
| FRTB-3111 | PeriodicActivePivotSchemaRebuilder has been disabled, and will be removed in a future release. |
Fixed
| Issue Key | Details |
|---|
| FRTB-2937 | Fixed distribution workaround that was required for Curvature Risk Weights Map measures. |
| FRTB-3074 | Fixed What-If Service not being available on query node. |
| FRTB-3093 | Fixed FX Delta when translating from the base currency to the reporting currency with FXComplexTrade==N and Optionality=Y. |
| FRTB-3094 | Fixed Curvature queries when the risk-factor is in the location and there is only a single risk-factor in the results. |
| FRTB-3110 | Fixed an issue where currency from RRAO trade files was not being published to the SASensitivities store |
| FRTB-3117 | Create TradeMapping tuples for summary RRAO. |
| FRTB-2398 | Fixed sample data |
Fixed issues introduced in 5.3.0-beta
None.
Migrate to 5.3.0
Upgrading from version 5.3.0, see 5.3 Release
Notes.
uses 6.0.14-sb3 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 6.0.14-sb3 is included with the 5.3.0 release.
Breaking Changes
- obligor_category field: input field is no longer being converted to canonical value within
DefaultRiskChargeTuplePublisher. This logic has been moved to a column calculator which is enabled by default but will be disabled in future releases. To re-enable, set drc.bucket.cleaning to true.
Summary
See 5.3.0 Migration Notes for details on:
- Reinstating the Categories hierarchy.
- IRT Desk improvements.
Added
| File | Details |
|---|
| IRTDeskGroups.csv | This file offers a way to provide multiple membership groups for IRT Desk. It is optional and to use it you must enable irt-desk-groups.enabled |
| Categories.csv | This file provides a mapping of nodes in the book hierarchy to categories. It is only used if the property categories-hierarchy.enabled=true is set. |
Deprecated
| File | Details |
|---|
| BookMapping.csv | This file can still be loaded, but has been replaced by DeskDescription.csv |
Configuration files
Files Modified
New properties:
| Property Name | Comment | Value |
|---|
categories-hierarchy.enabled | Flag to enable the Categories hierarchy. | “false” |
| Property Name | Comment |
|---|
starter.deployment.transport | Now supports none for no messenger. |
| Property Name | Comment | Value |
|---|
ctx.drillthrough.maxrows | Flag used to set the drillthrough maximum rows. | 10000 |
drc.bucket.cleaning | Enable column calculator to use canonical names for DRC Non-Sec Buckets. For details, see breaking change to obligor_category field. | false |
irt-desk-groups.enabled | Enable multiple membership groups for IRT Desk. | false |
| Property Name | Value | Comment |
|---|
irt-desk-groups.file-pattern | **/IRTDeskGroups*.csv{,.gz} | File pattern for IRT Desk Groups files |
categories.file-pattern | **/Categories*.csv{,.gz} | File pattern for Categories files |
Datastores
Added stores
| Store | Details |
|---|
| IRT Desk Groups | Added to support multiple membership groups for IRT Desk |
| CategoriesSource | Maps parent/child nodes to categories. Used to build the Categories store. Only used if the property categories-hierarchy.enabled=true is set. |
| Categories | Maps books to categories. Built from the CategoriesSource store. Only used if the property categories-hierarchy.enabled=true is set. |
Cube schema
Added
| Issue Key | Details |
|---|
| FRTB-2965 | Add Query Cubes for the IMA and IMA-DRC Cubes. Measures that span multiple dates that were previously only available in the combined cube are now also available in the individual query nodes. See migration notes for complete list of measures. |
| FRTB-2975 | Add measures to support EBA reporting. “Imported” measures used for the old EBA reporting have been deprecated. |
Changed
| Issue Key | Details |
|---|
| FRTB-2845 | SpringBootApplication is now used for FRTBApplication and properties are now read from application.properties instead of frtb.properties. |
| FRTB-2977 | Moved IRT_Desk field from the DeskDescription store to the BookDescription store to support book level IRT flag. |
| FRTB-2988 | Configured cookie name to default as FRTB_JSESSIONID and accept configuration with server.servlet.session.cookie.name property. Fixed issues with websocket connections by setting partitioned attribute for cookies and disabling Spring requirement of explicitly saving a session. |
| FRTB-2993 | Use ProblemDetails responses for rest responses in File Upload REST service in case of errors, and add GlobalExceptionHandler to handle exceptions being thrown by REST services. |
| UIACL-931 | React-query is now handled as a peer dependency. See UI activation for more details. |
Fixed
| Issue Key | Details |
|---|
| FRTB-3023 | There are intermittent errors in the FX translation risk calculations. |
| FRTB-3024 | The IMA Multiplier category is now accessible through the Parameter Sets widget. |
| FRTB-3031 | FX Delta sensitivities with the flag FXComplexTrade=Y are always filtered by the base currency, even if the base currency isn’t used.
The workaround is to set sa.fx.base-currency equal to sa.fx.reporting-currency when not using the base currency. |
| FRTB-3037 | When loading sensitivities one per row without supplying a risk-factor name, the tenor is missed from the generated risk-factor name.
A potential workaround is to set sbm.risk-factor.always-append-tenor=true |
Fixed issues introduced in 5.3.0-M1
| Issue Key | Details |
|---|
| FRTB-2988 | Configured cookie name to default as FRTB_JSESSIONID and accept configuration with server.servlet.session.cookie.name property. Fixed issues with websocket connections by setting partitioned attribute for cookies and disabling Spring requirement of explicitly saving a session. |
| FRTB-2999 | Fixed Swagger endpoint. |
| FRTB-3057 | Upgraded to Solutions Tools BOM 2.2-AS6.0 to fix bug in Dr Pivot leading to a failure to retrieve the measures in the application cubes. |
| FRTB-3061 | Fixed Spring boot executable jar in case where path name contains spaces |
Migrate to 5.3.0-BETA
Upgrading from version 5.3.0-M1, see 5.3-BETA Release Notes.
uses 6.0.12-sb3 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 6.0.12-sb3 is included with the 5.3.0-BETA release.
Breaking Changes
- IRT_Desk field: Moved from the
DeskDescription store to the BookDescription store. This change is also reflected in DirectQuery Tables.
The BookDescription store was previously named BookDeskMapping.
Backwards compatibility with old input files is maintained, though the use of the IRT_Desk field in DeskDescription files has been deprecated.
Summary
See 5.3.0 Migration Notes for details on:
- EBA Reporting : Additional measures have been included to support new EBA reporting templates.
- The “Imported” measures used for the old reporting templates have been deprecated.
- UI Activation : An import of
react-query is required when using {serverName}-sdk. See UI activation for more details.
- DirectQuery IMA Support: Added support for using the IMA-ES cube (
InternalModelApproachCube) with DirectQuery.
- Configuration Property Naming Convention: Configuration properties inside
application.yaml have been updated from camelCase to kebab-case. This change is to align with the Spring Boot naming convention. Both naming conventions are interchangeable/compatible with each other.
- IMA and IMA-DRC query cubes: The IMA and IMA-DRC query cubes have been added to the
InternalModelApproachCube and InternalModelApproachDrcCube respectively. These cubes are used to query the IMA and IMA-DRC data across data nodes. A complete list of measures can be found here.
Added
| File | Details |
|---|
| BookDescription.csv | This file replaces BookDeskMapping.csv and provides a description of the books.
It includes the IRT_DESK field which replaces the field of the same name removed from the DeskDescription file. The old input file BookDeskMapping.csv is deprecated but can still be loaded. |
Modified
| Modification | File | Field | Optional | Description |
|---|
| Removed | DeskDescription.csv | IRT_DESK | Y | This field has been deprecated to use this field to overwrite the ones provided in the BookDescription files you must enable irt.desk.use-desk-description |
Deprecated
| File | Details |
|---|
| LegalEntityImports.csv | Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates. |
| BookMapping.csv | This file can still be loaded, but has been replaced by DeskDescription.csv |
Configuration files
Files Modified
New properties:
| Property Name | Comment | Value |
|---|
server.servlet.session.cookie.name | Customize cookie name | “FRTB_JSESSIONID” |
server.servlet.session.cookie.secure | Whether to always mark the cookie as secure | “true” |
server.servlet.session.cookie.http-only | Whether to use “HttpOnly” attribute for the cookie | “true” |
server.servlet.session.cookie.same-site | SameSite setting for the cookie | “none” |
directquery.database.databricks.* | DirectQuery settings for Databricks database | |
| Property Name | Comment |
|---|
directquery.wait-for-data-load / directquery.waitForDataLoad | Replaced by starter.deployment.type=direct-query |
| Property Name | Comment | Value |
|---|
irt.desk.use-desk-description | Flag to use deprecated IRT_Flag field from DeskDescription input files to override the values provided by BookDescription input files | false |
| Property Name | Comment | New Value | Old Value |
|---|
book-description-file-pattern | Renamed from book-desk-mapping.file-pattern | **/{BookDeskMapping,BookDescription}*.csv{,.gz} | **/BookDeskMapping*.csv{,.gz} |
Datastores
Added tables
| Table | Details |
|---|
| BOOK_DESCRIPTION | Replaces BookDeskMapping table. |
Deprecated
| Store | Details |
|---|
| LegalEntityImports | Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates. |
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
| Change | Details |
|---|
InitialDataDirectQueryConfig replaced with DirectQueryDatesFilterConfig | Filtering dates has been modified to use standalone properties. Additionally customizations of the DirectQueryDatesFilterConfig beans have been simplified. |
| Defining tables to cache locally | How the tables to cache locally are defined has changed. Customizing the tables that are cached locally has been simplified. |
| Reference database data is now GZipped. | The reference data that is provided within frtb-directquery/src/test/resources/databases/xxx/input_data/ is now GZipped. This reduces the size of the deliverables. |
Removed
| Class | Details |
|---|
ADirectQueryDatabaseSchema | Configuration has been removed and replaced with DirectQueryCachedTablesConfig and DirectQueryDictionarizedFieldsConfig. |
Databases
Added tables
| Table | Details |
|---|
| BookDeskMapping | Renamed as BOOK_DESCRIPTION |
Deprecated
| Table | Details |
|---|
| LegalEntityImports | Imported measures are deprecated and only provided for backwards compatibility with older EBA reporting templates. |
Cube schema
No changes.
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.
