Project structure and distribution

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

Source Code

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

Atoti Market Risk contains multiple libraries and an application module:

• Libraries: The logic is split along calculation models. The Common modules contain code used throughout the solution, while 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 Atoti Market Risk.

Module Name	Delivery Type	Description
market-data-api	Source Code + JAR	Contains interfaces and implementations for market data services, including stores, retrievers, interpolation logic and post-processors.
market-data-api-spring-boot-starter	Source Code + JAR	Configuration classes for an autoconfigurable implementation of the Market Data API.
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.