1. Introduction
  2. User Guide
  3. 1. Installation
  4. 2. Quickstart
    1. 2.1. with UI
    2. 2.2. FRTB FX
  5. 3. Input, DataSource and DataSet
    1. 3.1. Data Sources
    2. 3.2. Config file
    3. 3.3. FRTB Input Format
    4. 3.4. Define your own Measures
  6. 4. Calculation
    1. 4.1. Prepare (FRTB Assign Weights)
    2. 4.2. Calculation (FRTB Capital)
      1. 4.2.1. FRTB Supported measures
  7. 5. WhatIf
    1. 5.1. Filters
    2. 5.2. Overrides
    3. 5.3. Add Rows(Trades)
    4. 5.4. Calc Params and Params Sets
  8. 6. UI
  9. 7. Performance
  10. 8. Contacts and Feedback

Ultibi Python FRTB Cube User Guide

Contacts and Feedback

ultibi was created by Ultima

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  • Raise an issue or PR: Github Issues

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