Project structure and distribution

This page describes the nature of the source code that is provided with the Market Risk Accelerator. It explains the difference between the code in the Core and Reference.

Source Code

The Market Risk Accelerator contains source code (with documentation) that includes PostProcessors.

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Source Code

Source code is provided for the Market Risk-specific implementation calculations and reference implementation. Source code is not provided for ActivePivot, ActiveMonitor, or ActiveUI.

The Market Risk Accelerator source code is organized into two logical blocks:

  • Core: Represents code that generally is not modified by clients. It comprises the MRA calculations and will be maintained by ActiveViam.

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

     

  • Reference: Represents the reference implementation. It is essentially a starter project on which customisations are likely be made, to conform with client data models, structures, naming conventions, etc.

    It provides:

    Element Description
    A predefined data model supports a documented file format For information, see Input File Formats, MRA Datastore Configuration and cube configuration
    Various predefined 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 ActiveUI For information, see Dashboards
  • For more information, see MRA Reference Implementation.

Maven Project Modules

Project Structure

Below is a list of all the different maven modules that form part of the Market Risk Accelerator.

Module Name Delivery Type Description
risk-core JAR Contains the post processors for the main calculations
risk-activepivot Source Code + JAR Contains the store configuration and the default CSV ETL logic
risk-activemonitor Source Code ActiveMonitor code for reference implementation
risk-common Source Code Common classes shared between ActiveMonitor & ActivePivot
risk-starter Source Code Reference implementation that ties together the risk-core and risk-activepivot. Client customisation should be done in this module.

When we refer to the “Core” throughout the documentation, we are referring to the module risk-core. The “Reference Implementation” refers to the rest of the modules in the project which we expect to be customized as per client needs.