This page provides a description of how we set up the context values. The techniques employed are generic examples that can be extended, adapted and repeated for any use case that we need. In all cases, we make minimal changes to the MR application.Documentation Index
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| Cube | Bean name | Class (where applicable) |
|---|---|---|
| Var-ES Cube | contextValueVaRESCube | VarESCubeContextValueConfig |
| VaR-ES Summary Cube | contextValueVaRESSummaryCube | VarESSummaryCubeContextValueConfig |
| Sensitivity Cube | contextValueSensitivityCube | SensiCubeContextValueConfig |
| Sensitivity Summary Cube | contextValueSensitivitySummaryCube | SensiSummaryCubeContextValueConfig |
| PLCube | contextValuePLCube | PnlCubeContextValueConfig |
| PL Summary Cube | contextValuePLSummaryCube | N/A in Atoti Market Risk. |
| Combined Cube | contextValueMRCombinedCube | MRCombinedCubeContextValueConfig |
ContextValueConfig within
/mr-application/src/main/java/com/activeviam/risk/starter/cfg/pivot/impl: