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.