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.
For user-facing changes, refer to the Whatâs New
page.
For information on upgrading from previous versions, see the
Atoti Market Risk Migration Notes.
Download the distribution files
hereThe distribution files comprise the following zipped artifacts:
- UI source code.
- UI build that does not require an installation and can be directly deployed.
- Source files that can be used to build the module.
- Maven repository required to build the project and run the tests.
The Atoti Server 6.0.5 Maven repository files have been removed from this zip, so you’ll need to download them separately. Click here to locate them.
- Offline documentation that can be served by the module.
Summary
- DirectQuery: DirectQuery support has been implemented for the VaR/ES, Sensitivity, and PnL Cubes.
- Removal of MarketRiskTestApplication: The MarketRiskTestApplication has been removed from the mr-application module as part of a cleanup. To start the application from an IDE, you can now simply run the MarketRiskApplication class, which remains in mr-application/src/main/java/com/activeviam/mr/application/main. To support this change, the reference data has been moved from mr-application/src/test/resources/data to mr-application/src/main/resources/data.
No files in the data directory are included in the mr-application JAR.
- Upgraded to Atoti Server 6.0.5 and Atoti UI 5.1.x. Atoti Market Risk can now be used with Atoti UI version 5.1 or higher.
- Simplified combining UIs: Introduction of Atoti UI 5.1 simplifies how to activate and configure UI features in Atoti Market Risk and across combined Atoti Business Solutions. See Configuring the UI for details.
- Updated bookmark configuration: Set bookmark owners to
ROLE_ADMINand readers toROLE_USER. - Migrated bookmarks to Atoti UI 5.1.x: Bookmarks have been upgraded to be compatible with Atoti UI 5.1.x
- Separated the configuration of Taylor VaR measures from the configuration of PnL explain measures: the Taylor VaR measures can now be removed from the configuration in an easier way.
- Input files: The
SecondOrderLadderfield has been removed from the Sensitivities files.
To be compatible with old file formats, you can set the
configuration.data-load.format property in the application.yaml file to ‘5.0’. In this case the first non-null field is used for the ladder. However, please note that this old sensitivity format is being deprecated.- Updated user configuration: Removed the
ROLE_CS_ROOTrole from all users exceptadmin. - Hibernate properties change: The content of the hibernate.properties file has changed and the unused Hikari properties have been replaced with Tomcat JDBC properties.
Known issues
| Issue Key | Details |
|---|---|
| MR-1519 | Querying a number of Vega measures on the Sensitivity Cube is slower than on previous versions, by as much as 50%. This only applies when the Sensitivity Cube is in vectorized mode, that is, when the configuration.data-model.scalar-sensitivities property is set to false. This is being investigated to find a resolution. |
| MR-1520 | Querying the PnLExplain measure on the Sensitivity Cube is slower than on previous versions, by approximately 15%. This only applies when the Sensitivity Cube is in scalar mode, that is, when the configuration.data-model.scalar-sensitivities property is set to true. This is being investigated to find a resolution. |
Dependency versions
| Component | Version |
|---|---|
| Adjustments Services API | 2.2.0 |
| Atoti Server | 6.0.5 |
| Atoti UI | 5.1.x |
| Data Connectors | 4.0.1-AP6.0 |
| Java | JDK11 |
| Sign-Off API | 2.1.0 |
| UI Components | 5.0.22 |
| What-If | 2.0.0-AS6.0 |
Added
| Issue Key | Details |
|---|---|
| GENACL-949 | Updated the Actuator property to remove automatic connection to Elasticsearch. |
| MR-1372 | Vectors for VaR data are now handled with DirectQuery. |
| MR-1414 | The Snowflake database Data model for DirectQuery has been defined. |
| MR-1419 | Side stores are now handled for DirectQuery. |
| MR-1431 | The PnL Cube can now connect to DirectQuery. |
| MR-1432 | The VaR Cube can now connect to DirectQuery. |
| MR-1433 | The Sensitivity Cube (scalar mode only) can now connect to DirectQuery. |
| MR-1462 | The property initial-load.business-dates has been added. |
Changed
| Issue Key | Details |
|---|---|
| MR-851 | The default read/write access for bookmarks has been improved. For details, see Updated bookmarks in the Migration notes. |
| MR-1469 | MarketRiskApplication is now the default class for local development. |
| MR-1482 | Upgraded to Atoti Server 6.0.5. |
| MR-1488 | Migrated bookmarks to ActiveUI 5.1. |
| MR-1489 | The Taylor VaR measure configuration has been separated from the PnL explain measure configurations. |
| MR-1492 | Configuration classes for ClickHouse and SQL Server have been added in the “com.activeviam.mr.preview” package. |
| MR-1498 | Added missing output type configuration for post-processed measures. |
| MR-1508 | Hibernate properties have been renamed to prepend content-service.db. to the property name. The Hikari connection pool properties have been replaced with Tomcat JDBC connection pool properties. |
| MR-1509 | The JGroups version has been added to the JGroups configuration files. |
Removed
NoneFixed
| Issue Key | Details |
|---|---|
| PIVOT-7078 | Fixed a performance regression with vector-based aggregations that caused a number of queries in the VaR-ES cube to run slower. |
| PIVOT-6796 | Executing distinct queries was slow on stores with a large number of entries. |
| MR-1471 | The method getCorporateAction was incorrectly invoked when no corporate ation was applied. |
| MR-1491 | Removed a condition from the SensiTradeStoreTuplePublisher and ScalarSensiTradeStoreTuplePublisher that prevented some tuples from being published unless they were equity or FX sensitivities. These publishers no longer differentiate on risk class. Additionally, in the case of a malformed tuple, the log message has been elevated from warning to severe. |
| MR-1504 | Hidden hierarchies are now handled correctly in the Market Data Cube. |
| MR-1505 | Fixed primary key collisions in sample input CSV data, which used to print out DuplicateKeyWithinTransaction warnings at start-up. |
| MR-1507 | Fixed warnings printed out by Spring Boot PropertySourcesDeducer at start-up. |
| MR-1510 | Changed the file pattern used to load Market Data files to prevent MarketDataSets files from being loaded incorrectly into the market data store. |