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Market Risk Accelerator Reference Implementation

The Accelerator is divided into two separate constituents:

  • Core where we expect little or no customisation to be required. For details, see MRA Core

  • Reference Implementation that we expect to be extended, both for its data model (ETL, cube topology) and calculations (Measures) and specific UI widgets.

Market Risk Accelerator Reference Implementation

Maven modules that represent a complete Market Risk project. The goals of the reference implementation are to provide:

  • A complete out-of-the-box project that loads files in our file format (compiles to executable JAR files).

  • Starting point for any Market Risk project.

  • Sample code demonstrating how to use the core.

The reference implementation configures the Core and uses it for all calculations. The reference implementation contains:

Module name Delivery Type Description
risk-activemonitor Source Code ActiveMonitor code for reference implementation
risk-activepivot Source Code + jar Contains the store configuration and the default CSV ETL logic
* Datastore configuration
* Source configuration
* ETL
* Organisation parent/child structure
* WhatIf implementations
* Tests
risk-activeui Source Code ActiveUI code for reference implementation
Implementation of ActiveUI with Market Risk-specific customisations
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 modules. Client customisation should be done in this module. Allows customisations without modifying the risk-activepivot module. It includes:
* Main Market Risk config:
* Interpolator, Security, Monitor and Logging config files
* Jar-based patches to core code
* Webapps for the datastore viewer
* Tests
* Sample data
* All src/main/resources files required by the project (configuration, properties, cube definition files)
* Bookmarks for ActiveUI (provided as a /reset json file)

For full details on the MRA Reference Implementation, see the following topics: