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. |