kepicorp/fordhamfrtb

Fordham FRTB Project

Documentation v1.1 4th July 2019

Running the system

Creating an ngrok account

1. Go to ngrok website and create a free acount.
2. Access your dashboard and save or take note of your token defined in the box labelled 3.
3. Check in the dashboard the status of current connections.

We are going to use ngrok to allow your program to be visible from the outside world. Usually when you run something on your computer it is protected from being accessible from anywhere around.

Starting the project

First let's construct the images that we are going to need to test the system. For this we will go to the project directory and execute:

docker-compose build

When done the images should be ready. Simply run

docker-compose up

To start your system.

When you want to shutdown press Ctrl+C on your keyboard.

Web Server Methods

Endpoint accessible on your web server on port 5000

• Server Status, this will give you the default token if logged already
• Test my project
• Log out from Back-end
• Log in to Back-end, this should be called automatically when testing your project
• List existing cubes
• List existing reports
• The end point to use in node-red

Excercise to do

Create the financial library

Implement the def compute() method in the financial.py file in your flask app

Be carfeful the file must give back a csv string that look like the following PK indicute the primary key, unique identifier for the row The second line is the type could be string or double

Column1:PK	column 2	column 3
string	string	double
A1	B1	12
A2	B2	24

In a python string this would look like:

csvOutput = "Column1:PL;Column2;Column3\nstring;string;double\nA1;B1;12\nA2;B2;24"

Please note the usage of \n for return to next line and ; as a separator.

Configuration

All configuration paramaters are available in config.py file including:

• Name of the report you want to create for UXP
• Endpoint you are using for connectivity