Project structure and distribution

This page describes the nature of the source code that is provided with the Market Risk Accelerator. It explains the various libraries and the MR application.

Source Code

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

note

Source Code

Source code is provided for the Market Risk-specific libraries and application. Source code is not provided for ActivePivot, ActiveMonitor, or ActiveUI.

The Market Risk Accelerator contains multiple libraries and an application module:

  • Libraries: The logic is split along calculation models. The Common modules contain code used throughout the Accelerator, Sensi, Market Data, VaR, PnL, and Combined modules contain code specific to each cube.
    Each library is split into two distinct modules, containing calculation and service logic (mr-*-lib) and configuration code (mr-*-config).
  • Application: Application module that collects the relevant configuration and builds a full Spring Boot application.

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
mr-common-lib Source Code + JAR Contains calculation, service, and constants classes shared between other modules and the application.
mr-common-config Source Code + JAR Contains configuration classes shared between other modules and the application.
mr-sensi-lib Source Code + JAR Calculation and service classes for Sensitivity functionality.
mr-sensi-config Source Code + JAR Configuration classes for the Sensitivity cubes.
mr-market-data-lib Source Code + JAR Calculation classes for Market Data functionality.
mr-market-data-config Source Code + JAR Configuration classes for the Market Data cubes.
mr-var-lib Source Code + JAR Calculation and service classes for VaR functionality.
mr-var-config Source Code + JAR Configuration classes for the VaR-ES cubes.
mr-pnl-lib Source Code + JAR Calculation and service classes for PnL functionality.
mr-pnl-config Source Code + JAR Configuration classes for the PnL cubes.
mr-product-control-config Source Code + JAR Configuration classes for adding Product Control features to the PnL cubes.
mr-combined-lib Source Code + JAR Calculation and service classes for cross-model functionality.
mr-combined-config Source Code + JAR Configuration classes for the MRCombined cube.
mr-application Source Code Collects module functionality into a single Spring Boot application. Customizations that cannot be done through the provided Spring Bean mechanisms can be included in this module.