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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 .

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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 .
contains multiple modules and an example application module:
  • 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.
For more information, see FRTB Reference Implementation.

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Maven Project Modules

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Project Structure

Below is a list of all the Maven modules that form part of . When we refer to the “Core” throughout the documentation, we are referring to the module frtb-core. The “Reference Implementation” refers to the rest of the modules in the project.

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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.
The 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.