Atoti What-If provides an API for creating discrete instances of use-case derived datastore simulations. These simulation instances are persisted, able to be reapplied and handle the logic of how an operation is performed. Simulations are performed using the Atoti Server branching mechanism, without the possibility of merging the results into the main branch.

Service endpoints are available for the management of for operations on instance types. The service should be agnostic to the distribution configuration of the AP server - if the server is distributed, the service will create and send the appropriate messages to the cluster.

Supported simulations and implemented use-cases

Atoti What-If supports simulations using the Atoti Server Database Service API. See the API documentation and Javadoc

Implemented use-cases comprise a combination of the supported operations. The following are currently included in the released Business Solutions:

Value scaling per trade

  • Sensitivity scaling (per trade/book)
  • PnL vector scaling (per trade/book)
  • PnL vector scaling per index

Trade substitution

  • PnL Vector substitution (per trade/book)
  • Sensitivity substitution (per trade/book)

Enables rollover of data from previous days onto the current as-of date.

Modification of hierarchy members

  • Parent-child hierarchy changes
  • Desk model changes for FRTB

Features at a glance

For details of the latest updates incorporated into this version of Atoti What-If, see Release Notes

Using the Module to implement custom What-if use-cases

Refer to Atoti What-If Components and Atoti What-If Implementation Example.