Maven Project Modules

Check through and revise in line with MRA doc structure

Maven Project Modules

This page provides a description of how the repository for the Accelerator source code is split between the Reference Implementation and the Core. It describes the conceptual split of components, based on what is supposed to be covered by the specific Accelerator (in this case, FRTB).

Project Structure

Below is a list of all the different maven modules that form part of the FRTB accelerator.

Module Name Delivery Type Description
frtb-core JAR Contains the post processors for the main calculations
frtb-activepivot Source Code + JAR Contains the store configuration and the default CSV ETL logic
frtb-activemonitor Source Code ActiveMonitor code for reference implementation
frtb-common Source Code Common classes shared between ActiveMonitor & ActivePivot
frtb-starter Source Code Reference implementation that ties together the frtb-core and frtb-activepivot. Client customisation should be done in this module.
frtb-es-tool Source Code A separate ActivePivot project containing the tool for determining the ES stress period over the given historical PL data.

When we refer to the “Core” throughout the documentation, we are referring to the module frtb-core. The “Reference Implementation” refers to the rest of the modules in the project which we expect to be customised as per client needs.

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