Project Structure and Distribution

This page provides a description of how the repository for the Atoti FRTB 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 Atoti FRTB.

Source Code

Atoti FRTB contains source code (with documentation) that includes PostProcessors to compute capital charges for the Standardised Approach (SA) and Internal Models Approach (IMA) in line with the regulation.

Atoti FRTB contains multiple modules and an example application module:

• FRTB-Core: Represents code that generally is not modified by clients. It comprises the FRTB calculations as specified for SA and IMA and will be maintained by ActiveViam as changes and/or new calculations come under the regulation.

  For more information on the postprocessor chains for the FRTB calculations, see DoctorPivot - viewing measures and postprocessors.

• FRTB-Example-Application : Application module that collects the relevant configuration and builds a full Spring Boot application. This module is provided as a reference implementation and is intended to be used as a reference for clients to build their own applications.

Element	Description
An ETL (extraction, transformation, load) layer that supports a documented file format	For information, see FRTB ETL (Extract/Transform/Load) and FRTB Input File Formats, datastore configuration and cube configuration
Various pre-defined measures in logically defined cubes	For information, see Measures and context values
What-if scenarios	For information, see About What-If analysis
A sample set of bookmarks for clients using Atoti UI	For information, see Displaying the Basel Framework bookmarks

For more information, see FRTB Reference Implementation.

Maven Project Modules

Project Structure

Below is a list of all the Maven modules that form part of Atoti FRTB.

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-directquery	Source Code + JAR	Contains the configuration to connect to a remote DirectQuery database.
frtb-starter	Source Code + JAR	Contains the configuration of the datastores and cubes.
frtb-application	Source Code	Reference implementation ties the modules together into a Spring Boot Application. Client implementations should be based on this module.

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.

Client Application & Customizations

The frtb-application module is a Spring Boot application that ties together the Atoti FRTB modules into a working application. It contains the necessary configuration to load the data, define security roles, enable tracing and define a content server to be used with Atoti UI.

This module imports the frtb-starter module as well as various auto-configured Atoti Server components that are used within the application.