This page provides a description of how the repository for the
source code is split between the Reference Implementation
and the Core. It describes the conceptual split of components, based on
what is supposed to be covered by .
Source Code
contains source code (with documentation) that
includes PostProcessors to compute capital charges for the Standardised
Approach (SA) and Internal Models Approach (IMA) in line with the
regulation.
Source CodeSource code is provided for the FRTB specific implementation
calculations and reference implementation. Source code is not provided
for or .
-
FRTB-Core: Represents code that
generally is not modified by clients. It comprises the FRTB
calculations as specified for SA and IMA and will be maintained by
ActiveViam as changes and/or new calculations come under the
regulation.
For more information on the postprocessor chains for the FRTB
calculations, see DoctorPivot - viewing measures and
postprocessors.
-
FRTB-Example-Application : Application module that collects the relevant configuration and builds a full Spring Boot application. This module is provided
as a reference implementation and is intended to be used as a reference for clients to build their own applications.
| Element | Description |
|---|
| An ETL (extraction, transformation, load) layer that supports a documented file format | For information, see FRTB ETL (Extract/Transform/Load) and FRTB Input File Formats, datastore configuration and cube configuration |
| Various pre-defined 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 | For information, see Displaying the Basel Framework bookmarks |
Maven Project Modules
Project Structure
Below is a list of all the Maven modules that form part of .
| Module Name | Delivery Type | Description |
|---|
| frtb-core | JAR | Contains the post-processors for the main calculations. |
| frtb-activepivot | Source Code + JAR | Contains the store configuration and the default CSV ETL logic. |
| frtb-directquery | Source Code + JAR | Contains the configuration to connect to a remote DirectQuery database. |
| frtb-starter | Source Code + JAR | Contains the configuration of the datastores and cubes. |
| frtb-application | Source Code | Reference implementation ties the modules together into a Spring Boot Application. Client implementations should be based on this module. |
Client Application & Customizations
We recommend for clients to get familiar with the frtb-application and use it as a reference to build their own application.
frtb-application module is a Spring Boot application that ties together the modules into a working application. It contains
the necessary configuration to load the data, define security roles, enable tracing and define a content server to be used with .
This module imports the frtb-starter module as well as various auto-configured components that are used within the application. 
