PDF Guides
Input file formats
FRTB Accelerator Input Data File Formats Version 2.3 - 05JUN2020.pdf
A list of the input file formats required for the FRTB accelerator.
Last updated: July 23, 2020 12:51
Supplementary information
FRTB Accelerator PLAT and Backtesting v2.0 2019-06-27.pdf
Accelerator cube specification and file format for P&L attribution testing and backtesting
Last updated: July 23, 2020 12:51
FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf
Base currency and jurisdictional support
Last updated: July 23, 2020 12:51
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