Developer Guide

Welcome to the Market Risk 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 customising the Market Risk Accelerator.

    Market Risk Accelerator Reference Implementation

    This section explains the elements provided in the Market Risk Accelerator Reference Implementation; input file formats, DLC (data load controller), ETL (extract / transform / load), datastore and cube configurations

    MRA Core

    Use the DrPivot tool to investigate the measures and PostProcessors that are employed within your ActivePivot Accelerator 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, creating dynamic maturities, and adding risk classes

    Sign-Off

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

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