DoctorPivot - viewing measures and postprocessors

This section walks you through the sequence of installing, configuring, and then running DoctorPivot.

Installing

DoctorPivot is bolted onto existing projects by added the code shown below. If you only wish to use the API, Web App dependencies can be omitted.

/pom.xml:

</properties>
<dependency>
    <groupId>com.activeviam.tools</groupId>
    <artifactId>doctorpivot-api</artifactId>
    <version>${doctorpivot.version}</version>
</dependency>

<dependency>
    <groupId>com.activeviam.tools</groupId>
    <artifactId>doctorpivot-web-app</artifactId>
    <version>${doctorpivot.version}</version>
</dependency>

{submodule}/pom.xml:

<dependency>
      <groupId>com.activeviam.tools</groupId>
      <artifactId>doctorpivot-api</artifactId>
</dependency>
<dependency>
      <groupId>com.activeviam.tools</groupId>
      <artifactId>doctorpivot-web-app</artifactId>
</dependency>

Note: Please be aware that the above code includes an element of hard-coding (the use of the version number ‘1.0.1’ in the following line): <doctorpivot.version>1.0.1</doctorpivot.version>.

This will require updating, as appropriate, for future versions. It then allocates this value to {doctorpivot.version, which is used further down within the pom.xmlfile.

Configuring

The following files are key to the configuration of DoctorPivot:

• Java Server file
• Java Configuration file

Add the following DoctorPivot Web App code to your project:

<plugin>
   <groupId>org.apache.maven.plugins</groupId>
   <artifactId>maven-dependency-plugin</artifactId>
   <version>2.2</version>
   <executions>
       <execution>
           <id>unpack-doctorpivot-web-app</id>
           <phase>package</phase>
           <goals>
               <goal>unpack-dependencies</goal>
           </goals>
           <configuration>
               <includeGroupIds>com.activeviam.tools</includeGroupIds>
               <includeArtifactIds>doctorpivot-web-app</includeArtifactIds>
               <outputDirectory>generated/</outputDirectory>
           </configuration>
       </execution>
   </executions>
</plugin>
<plugin>
   <artifactId>maven-antrun-plugin</artifactId>
   <version>1.8</version>
   <executions>
       <execution>
           <phase>package</phase>
           <configuration>
               <target>
                   <echo file="generated/doctorpivot-web-app/env.js">
                       window.env = {
                       serverUrl: {YOUR_SERVER_URL_HERE},
                       javadocUrl: {YOUR_JAVADOC_URL_HERE},
                       javadocVersion: {YOUR_JAVADOC_VERSION_HERE}
                       };
                   </echo>
               </target>
           </configuration>
           <goals>
               <goal>run</goal>
           </goals>
       </execution>
   </executions>
</plugin>

Java Server file:

Set the location of DoctorPivot Web App in your project, and the URL used to access it. You can change the access URL here.

public static final String DOCTORPIVOT_DIRECTORY = "./generated/doctorpivot-web-app";
public static final String DOCTORPIVOT_PATH = "/doctorpivot";
Within the createServer function, add the following block:
ResourceHandler doctorPivotResources;
if (port != DEFAULT_PORT) {
    // modify env.js file on the fly, to change the port
	doctorPivotResources = new ActiveUIResourceHandler(port);
} else {
	doctorPivotResources = new ResourceHandler();
}
doctorPivotResources.setDirectoriesListed(true);
doctorPivotResources.setResourceBase(DOCTORPIVOT_DIRECTORY);
ContextHandler doctorPivotContextHandler = new ContextHandler();
doctorPivotContextHandler.setContextPath(DOCTORPIVOT_PATH);
doctorPivotContextHandler.setHandler(doctorPivotResources);
GzipHandler doctorPivotGzipHandler = new GzipHandler();
doctorPivotGzipHandler.setHandler(staticContextHandler);
handlers.addHandler(doctorPivotContextHandler);

Java Configuration file

Set the following:

import com.activeviam.tools.doctorpivot.config.DoctorPivotConfig;

and

@Import(value = {
      ...
      DoctorPivotConfig.class
      ...
})

Running and accessing DoctorPivot

NOTE: Ignore your DOCTORPIVOT_DIRECTORY in version control, as this folder is generated upon installation.

To launch DoctorPivot, run mvn clean install

Accessing DoctorPivot within your project

With your project running, access DoctorPivot Web App by visiting {project_url}/doctorpivot, or the URL you set in the configuration above. So for FRTB, for example, you would go to FRTB_Accelerator/doctorpivot.

Navigating the UI

For more information, use the application Wizard to guide you through the sequence of exploring the measures

This section describes all the buttons, drop-down menus and other menu items that are provided within DoctorPivot to enable you to effectively mine and display information regarding the measures you are interested in.

Orientation

The orientation determines whether the current measure (or set of current measures) being explored will appear at the top of the display (with the descendants being shown at the bottom) or vice versa. The Orientation icon toggles between the two different orientation states.

Whenever a measure is selected (and therefore becomes the current measure) all its details are displayed in a format that is easy to digest and understand on the Measure Details card as detailed below.

In all DoctorPivot measure trees, the arrows (arrow-headed connectors) lead from child measures to parent measures, indicating the flow of data. Measures are displayed with the following colour-coding:

• The currently selected measure is highlighted in dark blue, with bold text
• Visible measures are displayed in a paler blue
• Hidden measures are shown in grey

Hidden measures

Hidden measures are indicated in grey in the selector, tree and details card. This means they are not visible in the ActivePivot project, but instead only serve other visible measures.

By default, you cannot add hidden measures to your selection, but this can be reversed by selecting the Allow selection of hidden measures option. Hidden measures will always appear in the tree regardless of this setting.

In the example below:

• The hidden measures Actual PL (original currency) and Hypothetical PL (original currency) can be easily identified, because they are displayed in grey.
• The current measure Exception97.5(Hypothetical) is shown in dark blue, with bold text.
• The remaining five measures, referred to as the visible ones, are displayed in paler blue.

Viewing hidden measures

• Beneath the Measures selection field, select the checkbox Allow selection of hidden measures.

  The count of hidden measures is now also displayed, alongside that for visible ones.

This section provides an example of using DoctorPivot for obtaining, expanding and refining the display of measure chains on the screen. The example is drawn from the FRTB Accelerator Project, using the Standardised Approach cube.

Step 1 : Selecting the measure

Type in Equity Delta Sensitivities in the cube selection window.

DoctorPivot will auto-complete and present a list of measures as shown below. In this instance, the selection has been reduced to about a dozen members. Please note that this type of selection is ‘fuzzy’ to allow a little leeway in the typing of the required measure. The fuzziness of the selection algorithm throws up a range of alternatives which can be useful if you are uncertain about the name of the measure.

Click Equity Delta Sensitivities (ringed in the above image). The following measure tree is displayed.

Step 2: Toggling the orientation

Click the Orientation icon. The entire tree is inverted so that the currently-selected measure is shown at the bottom. You can click the Orientation icon a second time to toggle the displayed tree back to its original order.

Step 3: Viewing the measure details

While Equity Delta Sensitivities remains as the current measure (the one that is focused on by DoctorPivot) the Measure Details card is displayed:

You can now click any measure within the PARENTS section to add this measure to the measure tree. The clicked measure becomes the current measure. So if, within the PARENTS section, you click the measure Equity Curvature Technical Curvature Delta Shift as shown below

this measure becomes the current measure and the following tree is displayed:

Similarly, if you then click the Equity Delta Weighted Sensitivities, then the tree is updated, as shown below:

Note that Equity Delta Weighted Sensitivities is now highlighted to indicate that it is the current measure.

Now if you click Equity Delta Sensitivities again:

The selection panel now looks like this:

Step 4: Removing measures

Click the X beside the Equity Curvature Technical Curvature Delta Shift to remove this measure from the tree.

The focus is now on Equity Delta Weighted Sensitivities and this becomes the current measure: