Navigation :
test ./ test user-ref.html
User & Reference Guide
test ./ test getting-started.html
Getting started
test ./ test getting-started/using-this-guide.html
- Using this guide
test ./ test getting-started/whats-new.html
- What's New
test ./ test getting-started/frtb-data-model.html
- FRTB Data Model
test ./ test getting-started/directquery.html
- DirectQuery
test ./ test configuration.html
Configuration files
test ./ test datastore.html
Data Stores
test ./ test database.html
Database
test ./ test input-files.html
Input Data
test ./ test tutorials.html
Tutorials
test ./ test tutorials/data-sanity-check.html
- Data Sanity Check
test ./ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ./ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ./ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ./ test cube.html
Analytics Reference
test ./ test dev.html
Developer Guide
test ./ test dev/dev-release.html
-
Release and migration notes
test ./ test dev/dev-getting-started.html
-
Getting Started
test ./ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ./ test dev/dev-core.html
-
FRTB Core
test ./ test dev/dev-extensions.html
-
Extending the Accelerator
test ./ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ./ test dev/dev-sign-off.html
-
Sign-Off
test ./ test limits.html
Limit monitoring
test ./ test sign-off.html
Sign-Off Approvals
test ./ test what-if.html
What-If Analysis
test ./ test pdf-guides.html
PDF Guides
test ./ test glossary.html
Glossary
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