- The data model used in
- The calculations (including measures and hierarchies)
- Configuration parameters
- How the model fits into the reference implementation (input files, datastore, cube)
- The implementation (that is, the cube specification and file formats) of P&L Attribution Tests and Backtesting
Note
This document focuses on the data and analytics for the MAR standard. For broader information, please see the relevant parts of the documentation set:- Input file formats
- Datastore
- Cube schemas
- Variations on the calculations, e.g. low- and high-correlation scenarios, Capital Allocation and Incremental measures.
- Booking and trade information