Developer Guide

Welcome to the FRTB Accelerator Developer Guide

    Release and migration notes

    Details of the new features, improvements, fixes and known issues in the Accelerator, plus changes required to migrate to the stated version of the Accelerator

    Getting Started

    This section provides guidance on setting up your environment, working with the Reference Implementation, configuring calculations, managing bookmarks, and customizing Atoti FRTB.

    FRTB Reference Implementation

    This section explains the elements provided in the FRTB Reference Implementation; input file formats, DLC (Data Load Controller), ETL (extract / transform / load), datastore and cube configurations

    FRTB Core

    Use the DoctorPivot tool to investigate the measures and PostProcessors that are employed within your Atoti projects.

    Extending the Accelerator

    This section explains how to use the available extensions and configure cubes with Java. It also provides guidelines for developing on the Accelerator.

    Configuring Accelerator tools and methodologies

    Learn about the tools available for configuring bookmarks, the drill-in functionality, stressed period, and maturity converters for DRC PnL

    Sign-Off

    Details of the Sign-Off API and supported sign-off adjustments