Trade Scaling Table Context Menu

Overview

Plugin key	BAS Setting key
`accelerator_plugin-menu-pivot-table-tradescale`	`bas-plugin-menu-item-trade-scaling`

This plugin allows you to scale any number of trades in a pivot table and create a new What-If branch using the newly created trade data. The context menu action will only appear when the configured hierarchy is present in the table query.

Availability

Solution	Enabled
FRTB	✅
Market risk	❌
SIMM	✅
CVARC	✅
Limits	❌
Sign-off	❌

Settings

For this context menu action, configure the following settings:

Key	Type	Description	Example
`asOfDateDimensionName`	`string`	Name of the dimension holding the as-of dates
`asOfDateHierarchyName`	`string`	Name of the hierarchy holding the as-of dates
`tradeDimensionName`	`string`	Name of the dimension holding the trades
`tradeHierarchyName`	`string`	Name of the hierarchy holding the trades
`doesSupportParentBranch`	`boolean	undefined`	Whether the what-if endpoint supports branch chaining for trade scaling

How to modify a setting

To modify a setting, you need to modify the basSettings that you provide to the activate function. The following example shows you how to provide the activate function with the default basSettings while updating the settings for the Trade Scaling context menu action:

import { activate, basSettings } from "@activeviam/frtb-sdk";

const frtbServerKey = "FRTB";
const customSettings = structuredClone(basSettings);

customSettings[frtbServerKey][
  "bas-plugin-menu-item-trade-scaling"
].asOfDateDimensionName = "Custom_AsOfDate_Dim_Name";

activate({
  configuration,
  basSettings: customSettings,
});

How to disable it

Disable universally

To disable this feature for all solutions, add this line at the end of your extension’s activate function to unregister the plugin:

const extension: ExtensionModule = {
  activate: async (configuration: Configuration) => {
    ...
+    delete configuration.pluginRegistry["menu-item"]["accelerator_plugin-menu-pivot-table-tradescale"];
+    Object.values(configuration.pluginRegistry["widget"]).forEach(widgetPlugin => {
+        widgetPlugin.contextMenuItems = widgetPlugin.contextMenuItems.filter( menuItem => menuItem.key !== "accelerator_plugin-menu-pivot-table-tradescale")
+    })
  }
}

Disable for specific servers

To disable this feature for a given server, you must delete this feature’s settings for that server key by altering the basSettings parameter before calling the activate function. Example Disabling this feature for the FRTB server only:

+ import {produce} from "immer";
- import {activate as activateFrtb} from "@activeviam/frtb-sdk";
+ import {activate as activateFrtb, basSettings as frtbBASSettings} from "@activeviam/frtb-sdk";
 import {activate as activeMarketRisk} from "@activeviam/mr-sdk";

 const extension: ExtensionModule = {
  activate: async (configuration: Configuration) => {
    ...
+    const frtbBASSettingsWithFeatureDisabled = produce(frtbBASSettings, draft => {
+      delete draft["FRTB"]["bas-plugin-menu-item-trade-scaling"];
+    });

-   activateFrtb({configuration});
+   activateFrtb({configuration, basSetttings: frtbBASSettingsWithFeatureDisabled})
    activeMarketRisk({configuration});
  }
}

​Overview

​Availability

​Settings

​How to modify a setting

​How to disable it

​Disable universally

​Disable for specific servers