> ## 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.

# Updates since 6.0 pre-releases

This page lists the changes between pre-releases and explains any changes required to migrate from these early releases to the stated version of Atoti Market Risk:

**Changelogs:**

* [Changes between 6.0.0-Beta and 6.0.0](#changes-since-600-beta)
* [Changes between 6.0.0-M2 and Beta](#changes-since-600-m2)
* [Changes between 6.0.0-M1 and M2](#changes-since-600-m1)

**Migration notes:**

* [Migrate from 6.0.0-Beta to 6.0.0](#migrate-to-600)
* [Migrate from 6.0.0-M2 to Beta](#migrate-to-600-beta)
* [Migrate from 6.0.0-M1 to M2](#migrate-to-600-m2)

## Changes since 6.0.0-beta

### Added

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-1956">MR-1956</a></td><td>The Atoti Limits auto-configuration dependency has been added to the <code>mr-application</code> pom.xml to make it easier for projects using the two products together. To include the dependency, run Maven with the <code>limits</code> profile, i.e. <code>mvn \<command> -P limits</code>.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2101">MR-2101</a></td><td>The Scenario Set default filter is now configurable.</td></tr></tbody></table>

### Changed

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-1766">MR-1766</a></td><td>Sensitivity input files in reference data now use scalar format and this is referred to in the documentation.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-1953">MR-1953</a></td><td>The APM dependency <code>atoti-server-apm-starter</code> has been added to mr-application/pom.xml and replaces the dependency <code>apm</code> in market-risk\pom.xml.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-1977">MR-1977</a></td><td>Added support for loading data from Azure. This necessitated a change in the application properties. Instead of one <code>dlc</code> Spring profile there are now two profiles: <code>dlc-local-csv</code> (default) and <code>dlc-azure-csv</code>.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2050">MR-2050</a></td><td>Updates to supported adjustments to improve UI interactions.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2059">MR-2059</a></td><td>Upgraded Sign-Off API and Adjustments Services versions, to provide compatibility with Sign-Off 6.0.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2086">MR-2086</a></td><td>Scenario Index is now used as a measure instead of a hierarchy.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2089">MR-2089</a></td><td>Removed <code>\*\_adjusted</code> measures for cube-level adjustments and modified configuration of initial measures if sign-off features are enabled.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2092">MR-2092</a></td><td>The functionality previously provided by Doctor Pivot is now available through Atoti Admin UI in the Measure dependencies tab. The Doctor Pivot app no longer exists.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2124">MR-2124</a></td><td>Update to the full released version of Data Connectors 5.0.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2089">MR-2089</a></td><td>Removed <code>\*\_adjusted</code> measures for cube-level adjustments and modified configuration of initial measures if sign-off features are enabled.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2129">MR-2129</a></td><td>Reusable column calculators are now published as beans that can be used in DLC properties.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2136">MR-2136</a></td><td>Use a GetByKey query instead of a ListQuery to retrieve cube-level adjustments</td></tr></tbody></table>

\| [MR-2089](https://activeviam.atlassian.net/browse/MR-2089) | Removed `*_adjusted` measures for cube-level adjustments and modified configuration of initial measures if sign-off features are enabled. |

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2140">MR-2140</a></td><td>Removed the <code>jwt.properties</code> and <code>reporting.properties</code> files. The properties from <code>jwt.properties</code> are now in the main <a href="../../properties/property-files/application-yaml"><code>application.yaml</code></a> file.</td></tr></tbody></table>

### Fixed

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2024">MR-2024</a></td><td>Data Connectors 5.0: The What-If file upload service <code>FileUploadWhatIfRestfulService</code> is now correctly handled by Data Connectors.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2037">MR-2037</a></td><td>Regex file patterns are again supported for data loading.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2103">MR-2103</a></td><td>Updated store field types to prevent a DLC log message at startup referring to multiple parser keys.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2110">MR-2110</a></td><td>Removed <code>final</code> modifier on methods in <code>VaRMetricParametersAndNames</code> allowing extensions of the class to change the naming for any measure.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2123">MR-2123</a></td><td>Added runtime dependency required by DEE.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2125">MR-2125</a></td><td>Resolved startup failures that occur when setting <code>dlc.enabled=false</code>. Specifically, the <code>InitialDataLoadConfig</code> now requires this property set to true.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2139">MR-2139</a></td><td>Rewrote filtering of DrillUpBasedOnUnderlying to correctly process slicing hierarchies.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2147">MR-2147</a></td><td>For Correlation sensitivities, PnL Explain formula configuration was taken into account instead of Taylor VaR.</td></tr></tbody></table>

### Fixed issues introduced in 6.0.0-beta

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2098">MR-2098</a></td><td>Tuple publishers used for loading summary data into the main cubes no longer define their own file format, simplifying customization using the new DLC APIs.</td></tr></tbody></table>

## Migrate to 6.0.0

Upgrading from version 6.0.0-beta, see [Atoti Market Risk 6.0 Release
Notes](./release-notes#600).

Atoti Market Risk uses Atoti Server 6.1.5 and Atoti UI 5.2.x.
For new features and fixes included in these releases, please see the [Atoti UI documentation](https://docs.activeviam.com/products/atoti/ui/5.2/) and [Atoti UI Migration Notes](https://docs.activeviam.com/products/atoti/ui/5.2/docs/changelog), and the [release notes for Atoti Server](https://docs.activeviam.com/products/atoti/server/6.1.5/docs/release/changelog/index.).

### Breaking Changes

* **Removed datastore constant** : `DatastoreConstants.STORE_DATE_FIELD_FORMAT` has been removed. `ILiteralType.LOCAL_DATE` should be used instead.
* **TRADE\_KEY for PNL table**: The value of the `TRADE_KEY` column of the `PNL` table for summary data is now the concatenation of “`Book`#`VaR Inclusion`#`PLDriver`” to avoid collision on the `PLDriver` field.
* **Data Connectors 5.0.1**: Update to the full released version of Data Connectors 5.0.1 This version has some breaking changes from the milestone version previously released. For details on the changes between the milestone and the final release, see [Migrate from 5.0.0-M2 to 5.0.0](/products/tools/data-connectors/latest/online-help/dev-release/migrate-5.0-prereleases#migrate-to-500).
* **DLC supports UNLOAD command**: The DLC supports now the UNLOAD command. On the same time a cleanup has been done on the related Spring configuration files to provide a clearer architecture.
* **Removed file format details from tuple publisher**: The `MultipleStoreTuplePublisher` no longer contains methods related to file columns and column calculators.
* **Cube-level adjustments**: Measures with the suffix `_Adjusted` have been removed. The configuration of the initial measures for which cube-level adjustments are now modified to take into account the add-on values, and new measures with the suffix  `Add-on` have been created to display those add-on values. For details, see [Cube-level adjustments](./migrate#cube-level-adjustments).
* **Removed properties files** : `jwt.properties` has been removed. The properties from this file have been moved to the main application.yaml file. `reporting.properties` has been removed. These properties were used for a feature that is no longer present in the application. Both files were previously imported in `MarketRiskConfig` with an `@PropertySource` annotation. This too has been removed.

### Summary

* **Re-enable Azure loading** : Loading data from Azure Blob Storage is now supported again having migrated to DLC 5.0.
* **DoctorPivot**: The functionality previously provided by DoctorPivot is now available through Atoti Admin UI in the Measure dependencies tab. The DoctorPivot app no longer exists.
* **Regex file patterns** : Regex file patterns are again supported for data loading.

### Data Connectors cleanup

Since the 6.0.0-Beta version, more Spring configuration files have been changed.

<Accordion title="Click to see the list of removed classes since 6.0.0-Beta.">
  <table><thead><tr><th>Module</th><th>Class name</th></tr></thead><tbody><tr><td>mr-common-config</td><td><code>AdjustmentCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>CommonCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>CubeMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>CurveMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>FxRateMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>SpotMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-common-config</td><td><code>SurfaceMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnLCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnLSummaryCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCCubeMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCCurveMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCFxRateMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCSpotMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCSurfaceMarketDataCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>DirectQuerySensiCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummaryCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SourceParametersProviderConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummaryOnMainCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-var-config</td><td><code>VaRCsvSourceParametersProviderConfig</code></td></tr><tr><td>mr-var-config</td><td><code>VaRSummaryCsvSourceParametersProviderConfig</code></td></tr></tbody></table>
</Accordion>

Certain Spring Configuration and classes have been renamed to follow a common naming pattern:

<Accordion title="Click to see the full list of renamed classes.">
  <table><thead><tr><th>Module</th><th>Old name</th><th>New Name</th></tr></thead><tbody><tr><td>mr-common-config</td><td><code>AdjustmentSourceConfiguration</code></td><td><code>AdjustmentCsvSourceConfig</code></td></tr><tr><td>mr-common-config</td><td><code>CommonSourceConfiguration</code></td><td><code>CommonCsvSourceConfig</code></td></tr><tr><td>mr-common-config</td><td><code>MarketDataSourceConfig</code></td><td><code>MarketDataCsvSourceConfig</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnLSourceConfiguration</code></td><td><code>PnLCsvSourceConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSourceConfiguration</code></td><td><code>SensiCsvSourceConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummarySourceConfiguration</code></td><td><code>SensiSummaryCsvSourceConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>AllBackwardsCompatibleMarketDataSources</code></td><td><code>AllBackwardsCompatibleMarketDataCsvLoadConfig</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiCsvSourceParametersProviderConfig</code></td><td><code>SourceParametersProviderConfig</code></td></tr><tr><td>mr-var-config</td><td><code>VarSourceConfiguration</code></td><td><code>VarCsvSourceConfig</code></td></tr></tbody></table>
</Accordion>

The topics are defined for csv file upload and unload queries in the following spring configuration regrouped in the `*.topics` packages:

<Accordion title="Click to see the full list of new classes.">
  <table><thead><tr><th>Module</th><th>Name</th><th>Kind</th><th>Package</th></tr></thead><tbody><tr><td>mr-common-config</td><td><code>AdjustmentCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>AdjustmentUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CommonStoreCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CommonStoreUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CubeMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CubeMarketDataUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CurveMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>CurveMarketDataUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>FxRateMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>FxRateMarketDataUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>SpotMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>SpotMarketDataUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>SurfaceMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-common-config</td><td><code>SurfaceMarketDataUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.common.sources.topics</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnlCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.pnl.sources.topics</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnlCsvUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.pnl.sources.topics</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnlSummaryCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.pnl.sources.topics</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnlSummaryOnMainCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.pnl.sources.topics</code></td></tr><tr><td>mr-pnl-config</td><td><code>PnlSummaryUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.pnl.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCCubeMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics.marketdata.backcompat</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCCurveMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics.marketdata.backcompat</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCFxRateMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics.marketdata.backcompat</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCSpotMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics.marketdata.backcompat</code></td></tr><tr><td>mr-sensi-config</td><td><code>BCSurfaceMarketDataCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics.marketdata.backcompat</code></td></tr><tr><td>mr-sensi-config</td><td><code>DirectQuerySensiCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiCsvUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummaryCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummaryOnMainCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-sensi-config</td><td><code>SensiSummaryUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.sensi.sources.topics</code></td></tr><tr><td>mr-var-config</td><td><code>VaRCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.var.sources.topics</code></td></tr><tr><td>mr-var-config</td><td><code>VaRUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.var.sources.topics</code></td></tr><tr><td>mr-var-config</td><td><code>VaRSummaryCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.var.sources.topics</code></td></tr><tr><td>mr-var-config</td><td><code>VaRSummaryOnMainCsvLoadConfig</code></td><td>CSV file upload</td><td><code>com.activeviam.mr.var.sources.topics</code></td></tr><tr><td>mr-var-config</td><td><code>VaRSummaryUnloadConfig</code></td><td>Unload query</td><td><code>com.activeviam.mr.var.sources.topics</code></td></tr></tbody></table>
</Accordion>

In addition:

* The DLC aliases are now defined in the main [`application.yaml`](../../properties/property-files/application-yaml) configuration file. The `application-dlc.yaml` file is removed.
* The file `VaRSummaryCsvSourceConfig` from the module `mr-var-config` is back.
* The following column calculators are published as beans, allowing them to be used in DLC properties. They can also be wired into other Spring beans by matching the bean name.

<table><thead><tr><th>Calculator</th><th>Details</th><th>Bean name</th></tr></thead><tbody><tr><td><code>TradeKey</code></td><td>Fills in the <code>TradeKey</code> column with the contents of the <code>TradeId</code> column.</td><td><code>tradeKeyFromTradeIdColumnCalculator</code></td></tr><tr><td><code>TradeKeyFromBookVarInclusionAndCurrency</code></td><td>Fills in the <code>TradeKey</code> column with the contents of the <code>Book</code>, <code>VaR inclusion type</code> and <code>Ccy</code> columns.</td><td><code>tradeKeyFromBookColumnCalculator</code></td></tr><tr><td><code>Ladder</code></td><td>Concatenates the two sensitivity ladder columns (<code>Ladder1</code> and <code>Ladder2</code>) in pre-5.1 file formats into a single <code>Ladder</code> column.</td><td><code>ladderFieldMergerColumnCalculator</code></td></tr></tbody></table>

### Input file formats

#### Modified

<table><thead><tr><th>Modification</th><th>File</th><th>Field</th><th>Optional</th><th>Description</th></tr></thead><tbody><tr><td>Changed field type</td><td><a href="../../input-files/cube-adjustments">cubeAdjustments.csv</a></td><td>Value</td><td>No</td><td>Changed type from String to Double.</td></tr><tr><td>Changed field type</td><td><a href="../../input-files/cube-adjustments">cubeAdjustments.csv</a></td><td>TaskId</td><td>No</td><td>Not a key field anymore.</td></tr></tbody></table>

### Configuration

#### Configuration Properties

##### Properties added

[mr-application module](../../properties/config-properties/mr-application):

<table><thead><tr><th>Property</th><th>Default value</th><th>Description</th></tr></thead><tbody><tr><td><code>mr.whatif.file-upload.data.upload-source</code></td><td>local-csv-source</td><td>The <em>local scv source</em> used to perform the file upload. For security reason, the uploaded files must be inside the <code>root-base-dir</code> folder of the source.</td></tr></tbody></table>

[mr-common-config module](../../properties/config-properties/mr-common-config):

<table><thead><tr><th>Property</th><th>Default value</th><th>Description</th></tr></thead><tbody><tr><td><code>mr.data-load.initial-load-source</code></td><td /><td>If set, the specified source will be used during the initial load.</td></tr><tr><td><code>mr.var.scenario-sets</code></td><td>Historical, Stressed</td><td>Defines the <code>\[Risk]\[Scenario Sets]</code> hierarchy default value and the member order.</td></tr></tbody></table>

##### Properties modified

[mr-application module](../../properties/config-properties/mr-application):

<table><thead><tr><th>Property Name</th><th>Comment</th><th>New Value</th><th>Old Value</th></tr></thead><tbody><tr><td><code>mr.whatif.file-upload.data.whatif</code></td><td>Default value changed to be on line with the FRTB solution.</td><td>what-if</td><td>whatif</td></tr></tbody></table>

[mr-common-config module](../../properties/config-properties/mr-common-config):

<table><thead><tr><th>Property Name</th><th>Comment</th><th>New Value</th><th>Old Value</th></tr></thead><tbody><tr><td><code>mr.sparse-vectors.enable-for-sensi-stores</code></td><td>Updated the default value from <code>\[TradeSensitivities:Values, TradeSensitivities:Ladder]</code> to <code>TradeSensitivities:Ladder</code> as the value field of the TradeSensitivities store is now a scalar value rather than a vector.</td><td>6.0</td><td>5.1</td></tr><tr><td><code>mr.common.file-patterns.market-data</code></td><td>Reverted to a regex pattern now that this is once again supported</td><td>regex:(?=.\*MarketData)(?:(?!Sets).)+.csv</td><td>glob:\*<em>MarketData</em>.csv</td></tr></tbody></table>

[mr-sensi-config](../../properties/config-properties/mr-sensi-config):

<table><thead><tr><th>Property Name</th><th>Comment</th><th>New Value</th><th>Old Value</th></tr></thead><tbody><tr><td><code>mr.sensi.file-patterns.gamma</code></td><td>Reverted to a regex pattern now that this is once again supported</td><td>regex:(?i).<em>Gamma(?\<!CrossGamma)Sensitivities.</em>.csv.\*</td><td>glob:\*<em>GammaSensitivities</em>.csv</td></tr></tbody></table>

##### Properties removed

[mr-application module](../../properties/config-properties/mr-application):

<table><thead><tr><th>Property Name</th><th>Comment</th></tr></thead><tbody><tr><td><code>mr.whatif.file-upload.data.input</code></td><td>The input directory is defined by the <code>root-base-dir</code> property of the <code>upload-source</code> source.</td></tr></tbody></table>

[mr-sensi-config](../../properties/config-properties/mr-sensi-config):

<table><thead><tr><th>Property name</th><th>Comment</th></tr></thead><tbody><tr><td><code>mr.sensi.file-patterns.corporate-action</code></td><td>Coporate action is divided in Dividend and Split ratio, the unified file is no longer supported.</td></tr><tr><td><code>mr.sensi.file-patterns.gamma</code></td><td>Reverted to a regex pattern now that this is once again supported</td></tr></tbody></table>

##### Properties modified

[mr-sensi-config module](../../properties/config-properties/mr-sensi-config):

<table><thead><tr><th>File Name</th><th>Details</th></tr></thead><tbody><tr><td><a href="../../properties/profiles/application-dlc-azure-csv-yaml"><code>application-dlc-azure-csv.yaml</code></a></td><td>This file provides a default set of properties to configure a local CSV source with DLC.</td></tr><tr><td><a href="../../properties/profiles/application-dlc-local-csv-yaml"><code>application-dlc-local-csv.yaml</code></a></td><td>This file provides a default set of properties to configure an Azure source with DLC.</td></tr></tbody></table>

### Datastores

#### Modified stores

<table><thead><tr><th>Modification</th><th>Store</th><th>Field</th><th>Type</th><th>Description</th></tr></thead><tbody><tr><td>Changed field type</td><td><a href="../../datastore/cube-level-adjustments">CubeLevelAdjustments</a></td><td>Value</td><td>String -> Double</td><td>This field contains the adjusted value which should be a double in all cases.</td></tr><tr><td>Changed field configuration</td><td><a href="../../datastore/cube-level-adjustments">CubeLevelAdjustments</a></td><td>TaskId. Not a key field anymore</td><td>String</td><td>The name of the task for which the adjustment was created.</td></tr></tbody></table>

### Database

#### Modified tables

<table><thead><tr><th>Modification</th><th>Table</th><th>Field</th><th>Type</th><th>Description</th></tr></thead><tbody><tr><td>Changed field type</td><td><a href="../../database/cube_level_adjustments">CUBE\_LEVEL\_ADJUSTMENTS</a></td><td>Value</td><td>String -> Double</td><td>This field contains the adjusted value which should be a double in all cases.</td></tr><tr><td>Changed field configuration</td><td><a href="../../database/cube_level_adjustments">CUBE\_LEVEL\_ADJUSTMENTS</a></td><td>TaskId. Not a key field anymore</td><td>String</td><td>The name of the task for which the adjustment was created.</td></tr><tr><td>Changed value</td><td><a href="../../database/pnl">PNL</a></td><td>TRADE\_KEY</td><td>String</td><td>The value is now the concatenation of “<code>Book</code>#<code>VaR Inclusion</code>#<code>PLDriver</code>” to avoid collision on the <code>PLDriver</code> field.</td></tr></tbody></table>

### Cube schema

#### Added

<table><thead><tr><th>Cube</th><th>Dimension</th><th>Hierarchy</th><th>Levels</th></tr></thead><tbody><tr><td>VaR-ES Cube</td><td>Risk</td><td>ScenarioIndex</td><td>\[All, ScenarioIndex]</td></tr><tr><td>Sensitivity Cube</td><td>Risk</td><td>ScenarioIndex</td><td>\[All, ScenarioIndex]</td></tr></tbody></table>

### Measures

#### Added

<table><thead><tr><th>Cube</th><th>Measure</th><th>Details</th></tr></thead><tbody><tr><td>PLCube</td><td><a href="../../cube/measures/pnl/utility">DTD PnL Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for DTD PnL for cube-level adjustments (if any).</td></tr><tr><td>PLCube</td><td><a href="../../cube/measures/pnl/notional">PnL Notional</a></td><td>The notional of the trade, in the PLCube.</td></tr><tr><td>PLCube</td><td><a href="../../cube/measures/pnl/notional">PnL Notional Native</a></td><td>The notional of the trade, in the native currency, in the PLCube.</td></tr><tr><td>PLCube</td><td><a href="../../cube/measures/pnl/notional">PnL Original Notional</a></td><td>The notional at trade date, in the PLCube. If the trade is amended or partially terminated, the changed value will be sent to <code>Notional</code>.</td></tr><tr><td>PLCube</td><td><a href="../../cube/measures/pnl/notional">PnL Original Notional Native</a></td><td>The notional at trade date, in the native currency, in the PLCube.</td></tr><tr><td>Sensitivity Cube</td><td>\_\_ScenarioIndex\_Sensi</td><td>Hidden measure replacing the deleted <code>\[Risk].\[ScenarioIndex]</code> hierarchy. This measure is also defined within a bean with the qualifier <code>SCENARIO\_VECTOR\_INDEX\_SENSI</code>.</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/adjustments">Delta Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for Delta for cube-level adjustments (if any).</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/adjustments">Gamma Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for Gamma for cube-level adjustments (if any).</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/adjustments">PnL Explain Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for PnL Explain for cube-level adjustments (if any).</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/adjustments">Vega Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for Vega for cube-level adjustments (if any).</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/notional">Sensitivity Notional</a></td><td>The notional of the trade, in the Sensitivity cube. If the trade is amended or partially terminated, the changed value will be sent to <code>Notional</code>.</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/notional">Sensitivity Notional Native</a></td><td>The notional of the trade, in the native currency, in the Sensitivity cube.</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/notional">Sensitivity Original Notional</a></td><td>The notional at trade date, in the Sensitivity cube. If the trade is amended or partially terminated, the changed value will be sent to <code>Notional</code>.</td></tr><tr><td>Sensitivity Cube</td><td><a href="../../cube/measures/sensi/notional">Sensitivity Original Notional Native</a></td><td>The notional at trade date, in the native currency, in the Sensitivity cube.</td></tr><tr><td>VaR-ES Cube</td><td>\_\_ScenarioIndex\_VaR</td><td>Hidden measure replacing the deleted <code>\[Risk].\[ScenarioIndex]</code> hierarchy. This measure is also defined within a bean with the qualifier <code>SCENARIO\_VECTOR\_INDEX\_VAR</code>.</td></tr><tr><td>VaR-ES Cube</td><td><a href="../../cube/measures/sensi/adjustments">ES Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for ES for cube-level adjustments (if any).</td></tr><tr><td>VaR-ES Cube</td><td><a href="../../cube/measures/sensi/adjustments">ETG Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for ETG for cube-level adjustments (if any).</td></tr><tr><td>VaR-ES Cube</td><td><a href="../../cube/measures/sensi/adjustments">VaE Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for VaE for cube-level adjustments (if any).</td></tr><tr><td>VaR-ES Cube</td><td><a href="../../cube/measures/var/adjustments">VaR Add-on</a></td><td>Measure present only if sign-off features are enabled. Manual add-ons for VaR for cube-level adjustments (if any).</td></tr></tbody></table>

#### Modified

All measures in the `Value at Risk` folder have moved to the `Value At Risk` folder, and those in `Value at Earnings` have moved to `Value At Earnings`.

##### Market data

Sensitivity- and risk-class-agnostic market data measures have been added, replacing the previously visible FX-converted and `Native` measures.

For sensitivities that used a single type of market data (for example, CrossGamma only uses Spot market data), the PnL Explain chains have been updated to use those market data types directly.
When a sensitivity uses multiple types of market data depending on risk class, such as Delta with Spot for equities and Curve for GIRR, the top level market data measures have been
updated to behave as a location-based switcher between the available market data types.

For details about the market data measures made available in Market Risk 6.0.0, the [Market Data](../../cube/measures/sensi/market-data) section covers the types of market data available
in the Sensitivity Cube as well as which market data types are used for each sensitivity. A complete list of measures is also available.

#### Removed

<table><thead><tr><th>Cube</th><th>Measure</th><th>Details</th></tr></thead><tbody><tr><td>PLCube</td><td>DTD PnL\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to DTD PnL value (if any).</td></tr><tr><td>Sensitivity Cube</td><td>Delta\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to Delta value (if any).</td></tr><tr><td>Sensitivity Cube</td><td>Gamma\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to Gamma value (if any).</td></tr><tr><td>Sensitivity Cube</td><td>PnL Explain\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to PnL Explain value (if any).</td></tr><tr><td>Sensitivity Cube</td><td>Vega\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to Vega value (if any).</td></tr><tr><td>VaR-ES Cube</td><td>ES\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to ES value (if any).</td></tr><tr><td>VaR-ES Cube</td><td>VaR\_Adjusted</td><td>Manual add-ons for cube-level adjustments are now added directly to VaR value (if any).</td></tr></tbody></table>

### Context values

#### Added

<table><thead><tr><th>Issue Key</th><th>Details</th></tr></thead><tbody><tr><td><a href="https://activeviam.atlassian.net/browse/MR-1993">MR-1993</a></td><td>Adds a new caching mechanism to improve the performance of market data retrievals in DirectQuery.</td></tr><tr><td><a href="https://activeviam.atlassian.net/browse/MR-2045">MR-2045</a></td><td>Base stores and aggregate providers are now partitioned by AsOfDate. Properties have been added to configure the partitioning.</td></tr></tbody></table>

### Updated dashboards

* The following dashboards have been updated to remove any usage of Cash-related measures:
  * `Atoti MR & PL/How It Works/Computing Greek-Based PL`
  * `Atoti MR & PL/How It Works/How Taylor VaR is computed`
  * `Atoti MR & PL/How It Works/Taylor VaR using previous MD`
  * `Atoti MR & PL/Story-Telling Target Views/Backtesting Risk Factor View`
  * `Atoti MR & PL/Story-Telling Target Views/Investigate Tail for Taylor`
  * `Atoti MR & PL/Story-Telling Target Views/Taylor VaR Risk Factor View`
  * `MR/03 - PnL Explain/01 - PnL explain break-down`

### Other changes

See the Atoti Market Risk 6.0 Migration notes for details on:

* [Removal of risk factor FX pair fallback logic](./migrate#removal-of-risk-factor-fx-pair-fallback-logic)
* [Atoti Market Data dependencies](./migrate#migration-to-atoti-market-data)
* [DispatcherServlet configuration removal](./migrate#dispatcherservlet-configuration-removal)
* [Schema rebuild](./migrate#schema-rebuild)
* [Cube-level adjustments](./migrate#cube-level-adjustments)
* [Sign-Off REST services](./migrate#sign-off-rest-services)
* [Webservices](./migrate#webservices)
* [Sorting order of beans](./migrate#sorting-order-of-beans)

#### DLC Topic Aliases

The `SignOffDigestStore` topic has been renamed to `CubeLevelAdjustments` to reflect the new name of the store and this has been moved from the `Attributes` alias to a new `SignOff` alias to reflect the fact that not all projects use Sign-Off.