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Fluent Post-processor Builder

To avoid builder functions with excessive amounts of unused parameters or several versions of the builder depending on the different possible setups of the post-processor, we recommend using a fluent builder. This builder is intended to be attached to the usual flow of the Copper API fluent commands.

Principles

The metric parameters can be set up at three different stages:

  • The builder constructor.
  • Directly on the call of a builder function (the preferred way).
  • At the last stage, during the call of the build function.

Constructor stage

We highly recommend defining two constructors; one without parameters and a second one with the plugin key to be able to also override the post-processor with its builder. At the constructor stage, you can set up some properties that are fixed for the post-processor such as the output type or the real-time behavior by calling either the predefined functions or the copper functions:

private Builder() {
    this(PLUGIN_KEY);
}

protected Builder(@NonNull String pluginKey) {
    super(pluginKey);
    expandLevel = null; // Initialization of the parameters used on the build stage
    pp = pp.withInheritedContinuousQueryHandlers(); // Call of the Copper API
    withType(ILiteralType.DOUBLE); // Call of the inner API

Direct API call

Here is an example of how to directly pass the command to the Copper API:

@Contract("_ -> this")
public @NonNull Builder withIndexFinder(@NonNull String indexFinder) {
    pp = pp.withProperty(FINDER, indexFinder);
    return this;
}

Builder call

The builder properties can be used for the final setup of the metric. Here is an example:

@Override
public @NonNull CopperPostProcessor build() {
    // Call of the underlying Copper API
    if(continuousQueryHandlers != null) {
        pp = pp.withContinuousQueryHandlers(continuousQueryHandlers);
    } else {
        pp = pp.withInheritedContinuousQueryHandlers();
    }
    if(metric1 == null || metric2 == null) { // Some consistency checks
        throw new UnsupportedOperationException("You must define metric1 and metric2");
    }
    return super.build()
            .withUnderlyingMeasures(metric1, metric2); // Direct call just after the build
}

Builder definition

The builder has to override the class BaseCopperPostProcessorBuilder to have access to the basic builder functions. It can also extend the following:

  • WithAnUnderlying if it needs one single underlying.
  • withAggregationFunction if the aggregation function has to be set and may be different from SUM.
  • withAnalysisLevels if the metric may be propagated along extra analysis levels.
  • withConfidenceLevel if the metric may have a confidence level defined such as VaR or ES. By default, the builder should be provided by the static method measure.
@Contract(" -> new")
public static @NonNull Builder measure() {
    return new Builder();
}

public static class Builder extends	BaseCopperPostProcessorBuilder<Builder> {

    protected Builder() {
        this(PLUGIN_KEY);
    }

    protected Builder(@NotNull String pluginKey) {
        super(pluginKey);
        pp = pp.withInheritedContinuousQueryHandlers();
    }
}

API Usage

When correctly set up, the fluent API can be used seamlessly with the Copper API:

FX.measure() // Retrieval of the builder
        .withUnderlyingMeasure(Copper.sum(PNL))
        .withAsOfDateLevel(LevelIdentifier.simple("AsOfDate"))
        .withSourceCurrencyLevel(LevelIdentifier.simple("Currency"))
        .as("FXRatePPTest") // Here we are back to the Copper API
        .publish(context);

If a Copper function is not available, you can move to the Copper API explicitly by calling the build method:

FX.measure() // Retrieval of the builder
        .withUnderlyingMeasure(Copper.sum(PNL))
        .withAsOfDateLevel(LevelIdentifier.simple("AsOfDate"))
        .withSourceCurrencyLevel(LevelIdentifier.simple("Currency"))
        .build() // Explicit call to the end of the PostProcessor API
        .as("FXRatePPTest") // Here we are back to the Copper API
        .publish(context);

Provided methods

Name Class or interfaces Parameters Usage
build BaseCopperPostProcessorBuilder Set up the metric and return a CopperPostProcessor object ready to be used on the Copper API.
publish BaseCopperPostProcessorBuilder ICopperContext Shorthand for build().publish(context).
withinFolder BaseCopperPostProcessorBuilder String Shorthand for build().withinFolder(folder).
withFormatter BaseCopperPostProcessorBuilder String Shorthand for build().withFormatter(formatter).
isVisible BaseCopperPostProcessorBuilder boolean Shorthand for build().isVisible(visible).
per BaseCopperPostProcessorBuilder CopperLevel… Shorthand for build().per(levels).
as BaseCopperPostProcessorBuilder String Shorthand for build().as(name).
withName BaseCopperPostProcessorBuilder String Shorthand for build().as(name).
witDescription BaseCopperPostProcessorBuilder String Shorthand for build().witDescription(description).
withType BaseCopperPostProcessorBuilder int Sets the type of the measure on the builder stage. If not called, the type will be double.
withType BaseCopperPostProcessorBuilder String Sets the type of the measure on the builder stage. If not called, the type will be double.
cast BaseCopperPostProcessorBuilder Returns the builder on its right type base on the template type, used internally to avoid breaking the fluent chain.
withUnderlyingMeasure WithAnUnderlying CopperMeasure Defines the underlying measure of the current measure.
withUnderlyingMeasure WithAnUnderlying String Defines the underlying measure of the current measure.
withAggregationFunction WithAggregationFunction String Changes the aggregation function used by the leaf post-processors or by the partitioned ones.
withAnalysisLevels WithAnalysisLevels LevelIdentifier… Adds extra analysis levels to a post-processor where the measure will be expanded.
withAnalysisLevels WithAnalysisLevels String… Adds extra analysis levels to a post-processor where the measure will be expanded.
withConfidenceLevel WithConfidenceLevel double Sets the “defaultConfidence” property used by the VaR/ES/… metrics.
withConfidenceLevel WithConfidenceLevel String Sets the “defaultConfidence” property used by the VaR/ES/… metrics.