PDF Guides
Input file formats
FRTB Accelerator Input Data File Formats Version 2.4 - 09DEC2020.pdf
A list of the input file formats required for the FRTB accelerator.
Last updated: September 20, 2022 01:13
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: September 20, 2022 01:13
FRTB FX Base and Reporting Currencies v1.0 2019-06-28.pdf
Base currency and jurisdictional support
Last updated: September 20, 2022 01:13