v2.3.0
FRTB Accelerator Documentation
Here you can find the latest updates to the documentation since the last product release.
Updated: 20 Sep 2022
v2.3.0
Here you can find the latest updates to the documentation since the last product release.
Updated: 20 Sep 2022
User Guide
Learn about using the FRTB accelerator, including WhatIf simulations.
Developer Guide
Learn about setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customizing the FRTB Accelerator.
Reference Guide
In this guide you can find the descriptions of the FRTB cubes data elements: measures, context values, hierarchies, datastores, and input files.
PDF Guides
Download PDF guides for input file formats, BCBS 457 implementation, and other supplementary information.