| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BASIC_AUTH_BEAN_NAME |
"basicAuthenticationEntryPoint" |
public static final String |
PIVOT_USER |
"pivot" |
public static final String |
ROLE_ACTIVEMONITOR |
"ROLE_ACTIVEMONITOR" |
public static final String |
ROLE_ADJUSTER |
"ROLE_ADJUSTER" |
public static final String |
ROLE_ADMIN |
"ROLE_ADMIN" |
public static final String |
ROLE_APPROVER |
"ROLE_APPROVER" |
public static final String |
ROLE_KPI |
"ROLE_KPI" |
public static final String |
ROLE_TECH |
"ROLE_TECH" |
public static final String |
ROLE_USER |
"ROLE_USER" |
public static final boolean |
useAnonymous |
false |
public static final String |
USER_ACTIVEMONITOR |
"activeMonitor" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SUM_ABS_AGG" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"NON_AGG" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
COMMODITY_INDEX |
0 |
public static final int |
COMMODITY_LOCATION_INDEX |
4 |
public static final int |
COMMODITY_ROUTE_INDEX |
2 |
public static final int |
COMMODITY_TIME_INDEX |
1 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
TENOR_INDEX |
3 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
COMMODITY_INDEX |
0 |
public static final int |
COMMODITY_ROUTE_INDEX |
2 |
public static final int |
COMMODITY_TIME_INDEX |
1 |
public static final int |
MATURITY_INDEX |
3 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
4 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BASIS_INDEX |
2 |
public static final int |
BUCKET_DIMENSIONS |
2 |
public static final int |
BUCKET_INDEX |
0 |
public static final int |
CREDIT_RATING_INDEX |
1 |
public static final int |
NAME_INDEX |
0 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
TENOR_INDEX |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BASIS_INDEX |
2 |
public static final int |
MATURITY_INDEX |
1 |
public static final int |
NAME_INDEX |
0 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BASIS_INDEX |
2 |
public static final int |
BUCKET_DIMENSIONS |
2 |
public static final int |
BUCKET_INDEX |
0 |
public static final int |
CREDIT_RATING_INDEX |
1 |
public static final int |
NAME_INDEX |
0 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
TENOR_INDEX |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final double |
PRECISION |
1.0E-15 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BASIS_INDEX |
2 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
TENOR_INDEX |
1 |
public static final int |
TRANCHE_INDEX |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BASIS_INDEX |
2 |
public static final int |
MATURITY_INDEX |
1 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
TRANCHE_INDEX |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BUCKET_DIMENSIONS |
1 |
public static final int |
BUCKET_INDEX |
0 |
public static final int |
ISSUER_INDEX |
0 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
2 |
public static final int |
TYPE_INDEX |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
ISSUER_INDEX |
0 |
public static final int |
MATURITY_INDEX |
1 |
public static final int |
RISK_FACTOR_DIMENSIONS |
2 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final double |
PRECISION |
1.0E-15 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
CURRENCY_INDEX |
0 |
public static final int |
MATURITY_INDEX |
1 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RISK_FACTOR_DIMENSIONS |
2 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
CURVE_INDEX |
1 |
public static final int |
CURVE_TYPE_INDEX |
0 |
public static final int |
RISK_FACTOR_DIMENSIONS |
3 |
public static final int |
VERTEX_INDEX |
2 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
OPTION_MATURITY_INDEX |
2 |
public static final double |
PRECISION |
1.0E-15 |
public static final int |
RESIDUAL_MATURITY_INDEX |
3 |
public static final int |
RISK_FACTOR_DIMENSIONS |
4 |
public static final int |
TYPE_INDEX |
0 |
public static final int |
UNDERLYING_CURVE_INDEX |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
BUCKET_DIMENSIONS |
1 |
public static final int |
BUCKET_INDEX |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ES |
"ES" |
public static final String |
VAR |
"VaR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"tailMeasureCalc" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE_LEVEL_PROPERTY |
"as-of-date.level" |
public static final String |
CCY_LEVEL_PROPERTY |
"ccy.level" |
public static final String |
COMMODITY_BUCKETS_LEVEL_PROPERTY |
"commodity.buckets.level" |
public static final String |
COMMODITY_CURVATURE_DOUBLE_SUMS_LEVELS_PROPERTY |
"commodity.curvature.double-sums.levels" |
public static final String |
COMMODITY_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"commodity.delta.double-sums.levels" |
public static final String |
COMMODITY_MARKET_DATA_LOCATION_LEVEL_PROPERTY |
"commodity.market-data.commodity.location.level" |
public static final String |
COMMODITY_MARKET_DATA_ROUTE_LEVEL_PROPERTY |
"commodity.market-data.commodity.route.level" |
public static final String |
COMMODITY_MARKET_DATA_TIME_LEVEL_PROPERTY |
"commodity.market-data.commodity.time.level" |
public static final String |
COMMODITY_MARKET_DATA_UNDERLYING_LEVEL_PROPERTY |
"commodity.market-data.underlying.level" |
public static final String |
COMMODITY_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"commodity.pv.applied.level" |
public static final String |
COMMODITY_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"commodity.vega.double-sums.levels" |
public static final String |
COMMODITY_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"commodity.vega.option.maturity" |
public static final String |
CSR_BASIS_LEVEL_PROPERTY |
"csr.basis.level" |
public static final String |
CSR_NS_BUCKETS_LEVEL_PROPERTY |
"csr-ns.buckets.level" |
public static final String |
CSR_NS_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-ns.delta.double-sums.levels" |
public static final String |
CSR_NS_MARKET_DATA_QUALITY_LEVEL_PROPERTY |
"csr-ns.market-data.quality.level" |
public static final String |
CSR_NS_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY |
"csr-ns.market-data.rating.category.level" |
public static final String |
CSR_NS_MARKET_DATA_RATING_LEVEL_PROPERTY |
"csr-ns.market-data.rating.level" |
public static final String |
CSR_NS_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY |
"csr-ns.market-data.sector.category.level" |
public static final String |
CSR_NS_MARKET_DATA_SECTOR_LEVEL_PROPERTY |
"csr-ns.market-data.sector.level" |
public static final String |
CSR_NS_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"csr-ns.pv.applied.level" |
public static final String |
CSR_NS_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-ns.vega.double-sums.levels" |
public static final String |
CSR_NS_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"csr-ns.vega.option.maturity" |
public static final String |
CSR_SEC_CTP_BUCKETS_LEVEL_PROPERTY |
"csr-sec-ctp.buckets.level" |
public static final String |
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-sec-ctp.delta.double-sums.levels" |
public static final String |
CSR_SEC_CTP_MARKET_DATA_QUALITY_LEVEL_PROPERTY |
"csr-sec-ctp.market-data.quality.level" |
public static final String |
CSR_SEC_CTP_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY |
"csr-sec-ctp.market-data.rating.category.level" |
public static final String |
CSR_SEC_CTP_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY |
"csr-sec-ctp.market-data.sector.category.level" |
public static final String |
CSR_SEC_CTP_MARKET_DATA_SECTOR_LEVEL_PROPERTY |
"csr-sec-ctp.market-data.sector.level" |
public static final String |
CSR_SEC_CTP_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"csr-sec-ctp.pv.applied.level" |
public static final String |
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-sec-ctp.vega.double-sums.levels" |
public static final String |
CSR_SEC_CTP_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"csr-sec-ctp.vega.option.maturity" |
public static final String |
CSR_SEC_NON_CTP_BUCKETS_LEVEL_PROPERTY |
"csr-sec-non-ctp.buckets.level" |
public static final String |
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-sec-non-ctp.delta.double-sums.levels" |
public static final String |
CSR_SEC_NON_CTP_MARKET_DATA_QUALITY_LEVEL_PROPERTY |
"csr-sec-non-ctp.market-data.quality.level" |
public static final String |
CSR_SEC_NON_CTP_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY |
"csr-sec-non-ctp.market-data.rating.category.level" |
public static final String |
CSR_SEC_NON_CTP_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY |
"csr-sec-non-ctp.market-data.sector.category.level" |
public static final String |
CSR_SEC_NON_CTP_MARKET_DATA_SECTOR_LEVEL_PROPERTY |
"csr-sec-non-ctp.market-data.sector.level" |
public static final String |
CSR_SEC_NON_CTP_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"csr-sec-non-ctp.pv.applied.level" |
public static final String |
CSR_SEC_NON_CTP_TRANCHES_LEVEL_PROPERTY |
"csr-sec-non-ctp.market-data.tranche.level" |
public static final String |
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"csr-sec-non-ctp.vega.double-sums.levels" |
public static final String |
CSR_SEC_NON_CTP_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"csr-sec-non-ctp.vega.option.maturity" |
public static final String |
CSR_UNDERLYING_LEVEL_PROPERTY |
"csr.underlying.level" |
public static final String |
CURVATURE_SHOCKED_PV_CCY_LEVEL_PROPERTY |
"curvature.shocked-pv.ccy.level" |
public static final String |
DATE_HIERARCHY |
"date.hierarchy" |
public static final String |
DELTA_CCY_LEVEL_PROPERTY |
"delta.ccy.level" |
public static final String |
DESK_LEVEL_PROPERTY |
"desk.level" |
public static final String |
DOUBLE_SUMS_ALTERNATIVE |
"double-sums.alternative" |
public static final String |
DOUBLE_SUMS_DIFFERENT |
"double-sums.different" |
public static final String |
DOUBLE_SUMS_OTHER_BUCKET |
"double-sums.other-bucket" |
public static final String |
DOUBLE_SUMS_SAME |
"double-sums.same" |
public static final String |
DRC_BUCKET_CORPORATES |
"drc.bucket.corporates" |
public static final String |
DRC_BUCKET_LGM_SPLITTER |
"drc.bucket.lgm.splitter" |
public static final String |
DRC_BUCKET_LOCAL_GOVERNMENTS_MUNICIPALITIES |
"drc.bucket.lgm" |
public static final String |
DRC_BUCKET_SOVEREIGNS |
"drc.bucket.sovereigns" |
public static final String |
DRC_DIRECTION_LEVEL_PROPERTY |
"drc.direction.level" |
public static final String |
DRC_GROSS_JTD_CURRENCY_LEVEL_PROPERTY |
"drc.gross-jtd.currency.level" |
public static final String |
DRC_LGD_INSTRUMENT_TYPE_LEVEL_PROPERTY |
"drc.lgd.instrument-type.level" |
public static final String |
DRC_MATURITY_LEVEL_PROPERTY |
"drc.maturity.level" |
public static final String |
DRC_NON_SEC_BUCKET_LEVEL_PROPERTY |
"drc.non-sec.bucket.level" |
public static final String |
DRC_NON_SEC_RATING_LEVEL_PROPERTY |
"drc.non-sec.rating.level" |
public static final String |
DRC_NOTIONAL_OVERRIDDEN_LEVEL_PROPERTY |
"drc.notional.overridden.level" |
public static final String |
DRC_OBLIGOR_LEVEL_PROPERTY |
"drc.obligor.level" |
public static final String |
DRC_PV_OVERRIDDEN_LEVEL_PROPERTY |
"drc.pv.overridden.level" |
public static final String |
DRC_SEC_NON_CTP_ATTACHMENT_LEVEL_PROPERTY |
"drc.sec-non-ctp.attachment.level" |
public static final String |
DRC_SEC_NON_CTP_BUCKET_LEVEL_PROPERTY |
"drc.sec-non-ctp.bucket.level" |
public static final String |
DRC_SEC_NON_CTP_DETACHMENT_LEVEL_PROPERTY |
"drc.sec-non-ctp.detachment.level" |
public static final String |
DRC_SEC_NON_CTP_RATING_LEVEL_PROPERTY |
"drc.sec-non-ctp.rating.level" |
public static final String |
DRC_SENIORITY_LEVEL_PROPERTY |
"drc.seniority.level" |
public static final String |
DRC_SENIORITY_RANKING_LEVEL_PROPERTY |
"drc.seniority.ranking.level" |
public static final String |
DRC_SENIORITY_SENIOR |
"drc.seniority.senior" |
public static final String |
DRC_TRANCHE_LEVEL_PROPERTY |
"drc.tranche.level" |
public static final String |
EQUITY_BUCKETS_LEVEL_PROPERTY |
"equity.buckets.level" |
public static final String |
EQUITY_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"equity.delta.double-sums.levels" |
public static final String |
EQUITY_ISSUER_LEVEL_PROPERTY |
"equity.issuer.level" |
public static final String |
EQUITY_MARKET_DATA_ISSUER_ECONOMY_LEVEL_PROPERTY |
"equity.market-data.economy.level" |
public static final String |
EQUITY_MARKET_DATA_ISSUER_SECTOR_LEVEL_PROPERTY |
"equity.market-data.sector.level" |
public static final String |
EQUITY_MARKET_DATA_MARKET_CAP_LEVEL_PROPERTY |
"equity.market-data.market-cap.level" |
public static final String |
EQUITY_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"equity.pv.applied.level" |
public static final String |
EQUITY_TYPE_LEVEL_PROPERTY |
"equity.type.level" |
public static final String |
EQUITY_TYPE_REPO_PROPERTY |
"equity.type.repo" |
public static final String |
EQUITY_TYPE_SPOT_PROPERTY |
"equity.type.spot" |
public static final String |
EQUITY_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"equity.vega.double-sums.levels" |
public static final String |
EQUITY_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"equity.vega.option.maturity" |
public static final String |
FRTB_MODEL |
"frtb.model.level" |
public static final String |
FX_BUCKETS_LEVEL_PROPERTY |
"fx.buckets.level" |
public static final String |
FX_BUCKETS_ORIGINAL_LEVEL_PROPERTY |
"fx.buckets.original.level" |
public static final String |
FX_COUNTER_CCY_LEVEL_PROPERTY |
"fx.counter.ccy.level" |
public static final String |
FX_CURVATURE_DIVIDER_LEVEL_PROPERTY |
"fx.curvature.divider.level" |
public static final String |
FX_DELTA_COMPLEX_TRADE_LEVEL_PROPERTY |
"fx.delta.complex.trade.level" |
public static final String |
FX_DELTA_DIVIDER_LEVEL_PROPERTY |
"fx.delta.divider.level" |
public static final String |
FX_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"fx.delta.double-sums.levels" |
public static final String |
FX_DELTA_OTHER_CCY_LEVEL_PROPERTY |
"fx.delta.other.ccy.level" |
public static final String |
FX_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"fx.pv.applied.level" |
public static final String |
FX_RATES_LEAF_LEVELS |
"fx-rates.leaf-levels" |
public static final String |
FX_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"fx.vega.double-sums.levels" |
public static final String |
FX_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"fx.vega.option.maturity" |
public static final String |
GIRR_BUCKETS_LEVEL_PROPERTY |
"girr.buckets.level" |
public static final String |
GIRR_DELTA_CURVE_BASIS_PROPERTY |
"girr.delta.curve.basis" |
public static final String |
GIRR_DELTA_CURVE_INFLATION_PROPERTY |
"girr.delta.curve.inflation" |
public static final String |
GIRR_DELTA_CURVE_YIELD_PROPERTY |
"girr.delta.curve.yield" |
public static final String |
GIRR_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY |
"girr.delta.double-sums.levels" |
public static final String |
GIRR_PV_APPLIED_CURVATURE_LEVEL_PROPERTY |
"girr.pv.applied.level" |
public static final String |
GIRR_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY |
"girr.vega.double-sums.levels" |
public static final String |
GIRR_VEGA_OPTION_MATURITY_LEVEL_PROPERTY |
"girr.vega.option.maturity" |
public static final String |
GIRR_VEGA_UNDERLYING_MATURITY_LEVEL_PROPERTY |
"girr.vega.underlying.maturity" |
public static final String |
IMA_AS_OF_DATE_LEVEL_PROPERTY |
"ima.asOf.date.level" |
public static final String |
IMA_CURRENCY_LEVEL_PROPERTY |
"ima.currency.leaf.level" |
public static final String |
IMA_DATA_SET_LEVEL_PROPERTY |
"ima.data.sets.level" |
public static final String |
IMA_DESK_LEVEL_PROPERTY |
"ima.desk.level" |
public static final String |
IMA_DRC_FX_CURRENCY_LEVEL_PROPERTY |
"ima.drc.currency.leaf.level" |
public static final String |
IMA_DRC_SCENARIO_LEVEL_PROPERTY |
"ima.drc.scenario.level" |
public static final String |
IMA_IDIOSYNCRATIC_RISK_LEVEL_PROPERTY |
"ima.idiosyncratic.risk.level" |
public static final String |
IMA_LIQUIDITY_HORIZON_LEVEL_PROPERTY |
"ima.liquidity.horizons.level" |
public static final String |
IMA_NB_DAYS_AVERAGE |
"ima.nb.days.average" |
public static final String |
IMA_NON_MODELLABLE_RISK_FACTOR_LEVEL_PROPERTY |
"non-modellable.riskfactor.level" |
public static final String |
IMA_PARTITIONING_RISKFACTOR |
"ima.partitioning.riskfactor" |
public static final String |
IMA_RISK_CLASS_LEVEL_PROPERTY |
"ima.risk-class.level" |
public static final String |
IMA_RISK_FACTORS_LEVEL_PROPERTY |
"ima.risk-factors.level" |
public static final String |
IMA_SCENARIO_LEVEL_PROPERTY |
"ima.scenario.level" |
public static final String |
IMA_SWAPPING_CLEAR_FOLDER |
"ima.swapping.clear.folder" |
public static final String |
IMA_SWAPPING_ENABLED |
"ima.swapping.enabled" |
public static final String |
IMA_SWAPPING_FOLDER |
"ima.swapping.folder" |
public static final String |
INDEX_BUCKETS_CSR_NS |
"csr-ns.index.buckets" |
public static final String |
INDEX_BUCKETS_EQUITY |
"equity.index.buckets" |
public static final String |
MARKET_DATA_TYPE_LEVEL_PROPERTY |
"market-data.type.level" |
public static final String |
MARKET_DATA_UNDERLYING_LEVEL_PROPERTY |
"market-data.underlying.level" |
public static final String |
NB_ELEMENTS_ANALYSIS_HIERARCHY |
"nb.elemts.analysis.hierarchy" |
public static final String |
NOTIONAL_CCY_LEVEL_PROPERTY |
"notional.ccy.level" |
public static final String |
OPTIONALITY_LEVEL_PROPERTY |
"delta.optionality.level" |
public static final String |
ORIGINAL_OPTIONALITY_LEVEL_PROPERTY |
"delta.original.optionality.level" |
public static final String |
OTHER_BUCKET_COMMODITY |
"other.bucket.commodity" |
public static final String |
OTHER_BUCKET_CSR_NS |
"other.bucket.csr.ns" |
public static final String |
OTHER_BUCKET_CSR_SEC_CTP |
"other.bucket.csr.secctp" |
public static final String |
OTHER_BUCKET_CSR_SEC_NON_CTP |
"other.bucket.csr.secnonctp" |
public static final String |
OTHER_BUCKET_EQUITY |
"other.bucket.equity" |
public static final String |
PL_DESK_LEVEL_PROPERTY |
"pl.desk.level" |
public static final String |
PL_FX_CURRENCY_LEVEL_PROPERTY |
"pl.currency.leaf.level" |
public static final String |
PL_INDEX_HIERARCHY_LEVEL_PROPERTY |
"pl.index.hierarchy.level" |
public static final String |
PL_LOOKBACK_HIERARCHY_LEVEL_PROPERTY |
"pl.lookback.hierarchy.level" |
public static final String |
PLA_ZONE_PROPERTY |
"pla.zone.level" |
public static final String |
PRO_RATA_HIERARCHIES_LIST_PROPERTY |
"pro-rata.hierarchies.list" |
public static final String |
PRO_RATA_LEAF_LEVELS_LIST_PROPERTY |
"pro-rata.leaf-levels.list" |
public static final String |
PV_CCY_LEVEL_PROPERTY |
"pv.ccy.level" |
public static final String |
REFERENCE_CURRENCY_MEMBERS |
"context-value.reference-currency.members" |
public static final String |
REFERENCE_LEVELS_LIST_PROPERTY |
"reference-levels.list" |
public static final String |
RISK_CLASS_LEVEL_PROPERTY |
"risk-class.level" |
public static final String |
RISK_FACTORS_LEVEL_PROPERTY |
"risk-factors.level" |
public static final String |
RISK_MEASURE_LEVEL_PROPERTY |
"risk-measure.level" |
public static final String |
RISK_WEIGHT_LEVEL |
"risk-weight.level" |
public static final String |
RRAO_EXOTIC_UNDERLYING_LEVEL_PROPERTY |
"rrao.exotic-underlying.level" |
public static final String |
TRADE_LEVEL_PROPERTY |
"trade.level" |
public static final String |
VEGA_CCY_LEVEL_PROPERTY |
"vega.ccy.level" |
public static final String |
VERTICES_LEVEL_PROPERTY |
"vertices.level" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AMBER |
"A" |
public static final String |
BOND |
"Bond" |
public static final String |
CDS |
"CDS" |
public static final String |
COMMODITY |
"Commodity" |
public static final double |
COMMODITY_CORRELATION |
0.2 |
public static final double |
COMMODITY_OTHER_COMMODITY_CORRELATION |
0.0 |
public static final double |
COMMODITY_RHO_BASIS_CORRELATION |
0.999 |
public static final double |
COMMODITY_RHO_TENOR_CORRELATION |
0.99 |
public static final double |
CORRELATION_HIGH_STRESS_DEFAULT |
1.25 |
public static final double |
CORRELATION_LOW_STRESS_DEFAULT |
0.75 |
public static final double |
CSR_NON_SEC_DELTA_DIFFERENT_RHO_BASIS_CORRELATION |
0.999 |
public static final double |
CSR_NON_SEC_DELTA_DIFFERENT_RHO_NAME_CORRELATION |
0.35 |
public static final double |
CSR_NON_SEC_DELTA_DIFFERENT_RHO_TENOR_CORRELATION |
0.65 |
public static final double |
CSR_NON_SEC_DELTA_GAMMA_RATING_CORRELATION |
0.5 |
public static final double |
CSR_NON_SEC_DELTA_RHO_INDEX_CORRELATION |
0.8 |
public static final String |
CSR_NS |
"CSR non-Sec" |
public static final String |
CSR_SEC_CTP |
"CSR Sec CTP" |
public static final double |
CSR_SEC_CTP_DELTA_RHO_BASIS_CORRELATION |
0.99 |
public static final String |
CSR_SEC_NON_CTP |
"CSR Sec non-CTP" |
public static final boolean |
CSR_SEC_NON_CTP_CURVATURE_OTHER_BUCKET_ADDED |
true |
public static final double |
CSR_SEC_NON_CTP_DELTA_DIFFERENT_BUCKETS_CORRELATION |
0.0 |
public static final boolean |
CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_ADDED |
true |
public static final double |
CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_CORRELATION |
0.0 |
public static final double |
CSR_SEC_NON_CTP_DELTA_RHO_BASIS_CORRELATION |
0.999 |
public static final double |
CSR_SEC_NON_CTP_DELTA_RHO_TENOR_CORRELATION |
0.8 |
public static final double |
CSR_SEC_NON_CTP_DELTA_RHO_TRANCHE_CORRELATION |
0.4 |
public static final String |
CURVATURE |
"Curvature" |
public static final String |
DEFAULT_DRC_VECTOR_SIZE |
"100000" |
public static final String |
DELTA |
"Delta" |
public static final String |
DRC |
"DRC" |
public static final String |
DRC_NON_SEC |
"DRC non-Sec" |
public static final String |
DRC_SEC_NON_CTP |
"DRC Sec non-CTP" |
public static final String |
DRC_VECTOR_SIZE_PROPERTY |
"DRCVectorSize" |
public static final String |
EQUITY |
"Equity" |
public static final String |
EQUITY_ADVANCED_MARKET_ECONOMY |
"advanced" |
public static final String |
EQUITY_CASH |
"Cash Equity" |
public static final double |
EQUITY_DELTA_GAMMA_CORRELATION |
0.15 |
public static final double |
EQUITY_DELTA_GAMMA_INDEX_CORRELATION |
0.75 |
public static final double |
EQUITY_DELTA_GAMMA_INDEX_CROSS_CORRELATION |
0.45 |
public static final String |
EQUITY_EMERGING_MARKET_ECONOMY |
"emerging" |
public static final double |
EQUITY_INDEX_CORRELATION |
0.8 |
public static final double |
EQUITY_LARGE_ADVANCED_CORRELATION |
0.25 |
public static final double |
EQUITY_LARGE_EMERGING_MARKET_CORRELATION |
0.15 |
public static final String |
EQUITY_LARGE_MARKET_CAP |
"Large" |
public static final double |
EQUITY_SMALL_ADVANCED_CORRELATION |
0.125 |
public static final double |
EQUITY_SMALL_EMERGING_MARKET_CORRELATION |
0.075 |
public static final String |
EQUITY_SMALL_MARKET_CAP |
"Small" |
public static final double |
EQUITY_SPOT_TO_REPO_CORRELATION |
0.999 |
public static final double |
EQUITY_SPOT_TO_REPO_DIFFERENT_ISSUER_CORRELATION |
0.999 |
public static final String |
ERBA_RATING_TYPE_LONG |
"long" |
public static final String |
ERBA_RATING_TYPE_SHORT |
"short" |
public static final String |
FULL_SET_CURRENT |
"Full Set Current" |
public static final String |
FX |
"FX" |
public static final double |
FX_CORRELATION |
0.6 |
public static final double |
FX_CURVATURE_DIVIDER |
1.5 |
public static final String |
FX_CURVATURE_RISK_FACTOR_DELIMITER |
"|" |
public static final double |
FX_DELTA_RISK_WEIGHT |
0.3 |
public static final double |
FX_DELTA_RW_SELECTED_PAIR_ADJUSTMENT |
1.4142135623731 |
public static final boolean |
FX_USE_DIVIDER |
false |
public static final String |
GIRR |
"GIRR" |
public static final double |
GIRR_DELTA_BASIS_RISK_WEIGHT |
0.0225 |
public static final double |
GIRR_DELTA_BASIS_VS_BASIS_CORRELATION |
0.0 |
public static final double |
GIRR_DELTA_BASIS_VS_INFLATION_CORRELATION |
0.0 |
public static final double |
GIRR_DELTA_BASIS_VS_YIELD_CORRELATION |
0.0 |
public static final double |
GIRR_DELTA_DIFFERENT_CCY_CORRELATION |
0.5 |
public static final double |
GIRR_DELTA_DIFFERENT_CURVE_CORRELATION |
0.999 |
public static final double |
GIRR_DELTA_DIFFERENT_VERTEX_AND_CURVE_CORRELATION |
0.999 |
public static final double |
GIRR_DELTA_DIFFERENT_VERTEX_CORRELATION_FLOOR |
0.4 |
public static final double |
GIRR_DELTA_DIFFERENT_VERTEX_THETA |
0.03 |
public static final double |
GIRR_DELTA_INFLATION_RISK_WEIGHT |
0.0225 |
public static final double |
GIRR_DELTA_INFLATION_VS_YIELD_CORRELATION |
0.4 |
public static final double |
GIRR_DELTA_RW_MAJOR_CURRENCY_ADJUSTMENT |
1.4142135623731 |
public static final int |
GIRR_DELTA_VERTEX_CORRELATION_ROUNDING_DP |
3 |
public static final String |
GREEN |
"G" |
public static final String |
GREEN_AND_AMBER |
"G:A" |
public static final String |
IMA |
"IMA" |
public static final double |
IMA_DEFAULT_MULTIPLIER_DEFAULT |
2.0 |
public static final String |
MODELLABLE |
"Modellable" |
public static final String |
NON_MODELLABLE |
"Non-Modellable" |
public static final String |
RED |
"R" |
public static final String |
REDUCED_SET_CURRENT |
"Reduced Set Current" |
public static final String |
REDUCED_SET_STRESSED |
"Reduced Set Stressed" |
public static final String |
RISK_CLASS_ALLIN |
"allin" |
public static final String |
RISK_CLASS_LEVEL_PROPERTY |
"riskClassLevel" |
public static final String |
RISK_CLASS_PROPERTY |
"riskClass" |
public static final String |
RISK_MEASURE_LEVEL_PROPERTY |
"riskMeasureLevel" |
public static final String |
RISK_MEASURE_PROPERTY |
"riskMeasure" |
public static final String |
RRAO |
"RRAO" |
public static final double |
RRAO_RISK_WEIGHT_EXOTIC |
0.01 |
public static final double |
RRAO_RISK_WEIGHT_OTHER |
0.001 |
public static final String |
SA |
"SA" |
public static final double |
SA_DRC_MATURITY_DEFAULT_VALUE |
0.25 |
public static final double |
SA_DRC_MATURITY_MAX_DEFAULT |
1.0 |
public static final double |
SA_DRC_MATURITY_MIN_DEFAULT |
0.25 |
public static final String |
VEGA |
"Vega" |
public static final double |
VEGA_CORRELATION |
0.5 |
public static final double |
VEGA_RHO_DELTA_ALPHA |
0.01 |
public static final double |
VEGA_RHO_OPTION_MATURITY_ALPHA |
0.01 |
public static final double |
VEGA_RHO_UNDERLYING_MATURITY_ALPHA |
0.01 |
public static final double |
VEGA_RW |
0.55 |
public static final int |
VEGA_RW_ROUNDING_DP |
4 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
IMA_DEFAULT_MULTIPLIER |
"ima.default.multiplier" |
public static final String |
SA_COMMODITY_CORRELATION |
"sa.commodity.correlation" |
public static final String |
SA_COMMODITY_OTHER_COMMODITY_CORRELATION |
"sa.commodity.other-commodity.correlation" |
public static final String |
SA_COMMODITY_RHO_BASIS_CORRELATION |
"sa.commodity.rho-basis.correlation" |
public static final String |
SA_COMMODITY_RHO_TENOR_CORRELATION |
"sa.commodity.rho-tenor.correlation" |
public static final String |
SA_CORRELATION_STRESS_HIGH |
"sa.correlation.stress.high" |
public static final String |
SA_CORRELATION_STRESS_LOW |
"sa.correlation.stress.low" |
public static final String |
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_BASIS_CORRELATION |
"sa.csr-nonsec.delta.rho-basis.correlation" |
public static final String |
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_NAME_CORRELATION |
"sa.csr-nonsec.delta.rho-name.correlation" |
public static final String |
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_TENOR_CORRELATION |
"sa.csr-nonsec.delta.rho-tenor.correlation" |
public static final String |
SA_CSR_NONSEC_DELTA_GAMMA_RATING_CORRELATION |
"sa.csr-nonsec.delta.gamma-rating.correlation" |
public static final String |
SA_CSR_NONSEC_DELTA_RHO_INDEX_CORRELATION |
"sa.csr-nonsec.delta.rho.index.correlation" |
public static final String |
SA_CSR_SEC_CTP_DELTA_RHO_BASIS_CORRELATION |
"sa.csr-sec-ctp.delta.rho-basis.correlation" |
public static final String |
SA_CSR_SEC_NON_CTP_CURVATURE_OTHER_BUCKET_ADDED |
"sa.csr-sec-non-ctp.curvature.other-bucket.added" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_DIFFERENT_BUCKETS_CORRELATION |
"sa.csr-sec-non-ctp.delta.different-buckets.correlation" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_ADDED |
"sa.csr-sec-non-ctp.delta.other-bucket.added" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_CORRELATION |
"sa.csr-sec-non-ctp.delta.other-bucket.correlation" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_RHO_BASIS_CORRELATION |
"sa.csr-sec-non-ctp.delta.rho-basis.correlation" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_RHO_TENOR_CORRELATION |
"sa.csr-sec-non-ctp.delta.rho-tenor.correlation" |
public static final String |
SA_CSR_SEC_NON_CTP_DELTA_RHO_TRANCHE_CORRELATION |
"sa.csr-sec-non-ctp.delta.rho-tranche.correlation" |
public static final String |
SA_CSRNS_DELTA_RISK_WEIGHT_COVERED_BONDS_HIGH_RATING_ALTERNATIVE |
"sa.csr-nonsec.delta.risk-weight.covered-bonds.high-rating-alternative" |
public static final String |
SA_CSRNS_DELTA_RISK_WEIGHT_COVERED_BONDS_USE_HIGH_RATING_ALTERNATIVE |
"sa.csr-nonsec.delta.risk-weight.covered-bonds.use-high-rating-alternative" |
public static final String |
SA_DRC_MATURITY_DEFAULT |
"sa.drc.maturity.default" |
public static final String |
SA_DRC_MATURITY_MAX |
"sa.drc.maturity.max" |
public static final String |
SA_DRC_MATURITY_MIN |
"sa.drc.maturity.min" |
public static final String |
SA_DRC_SEC_NON_CTP_RISK_WEIGHT_FLOOR |
"sa.drc.sec-non-ctp.risk-weight-floor" |
public static final String |
SA_EQUITY_DELTA_GAMMA_CORRELATION |
"sa.equity.delta.gamma.correlation" |
public static final String |
SA_EQUITY_DELTA_GAMMA_INDEX_CORRELATION |
"sa.equity.delta.gamma.index.correlation" |
public static final String |
SA_EQUITY_DELTA_GAMMA_INDEX_CROSS_CORRELATION |
"sa.equity.delta.gamma.index-cross.correlation" |
public static final String |
SA_EQUITY_INDEX_CORRELATION |
"sa.equity.index.correlation" |
public static final String |
SA_EQUITY_LARGE_ADVANCED_CORRELATION |
"sa.equity.large-advanced.correlation" |
public static final String |
SA_EQUITY_LARGE_EMERGING_MARKET_CORRELATION |
"sa.equity.large-emerging-market.correlation" |
public static final String |
SA_EQUITY_SMALL_ADVANCED_CORRELATION |
"sa.equity.small-advanced.correlation" |
public static final String |
SA_EQUITY_SMALL_EMERGING_MARKET_CORRELATION |
"sa.equity.small-emerging-market.correlation" |
public static final String |
SA_EQUITY_SPOT_TO_REPO_CORRELATION |
"sa.equity.spot-to-repo.correlation" |
public static final String |
SA_EQUITY_SPOT_TO_REPO_DIFFERENT_ISSUER_CORRELATION |
"sa.equity.spot-to-repo.different-issuer.correlation" |
public static final String |
SA_FX_BASE_CURRENCY |
"sa.fx.base-currency" |
public static final String |
SA_FX_CORRELATION |
"sa.fx.correlation" |
public static final String |
SA_FX_CURVATURE_DIVIDER |
"sa.fx.curvature.divider" |
public static final String |
SA_FX_DELTA_RW |
"sa.fx.delta.rw" |
public static final String |
SA_FX_DELTA_RW_SELECTED_PAIR_ADJUSTMENT |
"sa.fx.delta.rw.selected.pair.adjustment" |
public static final String |
SA_FX_REPORTING_CURRENCY |
"sa.fx.reporting-currency" |
public static final String |
SA_FX_USE_BASE_CURRENCY |
"sa.fx.use.base-currency" |
public static final String |
SA_FX_USE_FX_DIVIDER |
"sa.fx.use.fx-divider" |
public static final String |
SA_GIRR_DELTA_BASIS_RISK_WEIGHT |
"sa.girr.delta.basis.risk-weight" |
public static final String |
SA_GIRR_DELTA_BASIS_VS_BASIS_CORRELATION |
"sa.girr.delta.basis-vs-basis.correlation" |
public static final String |
SA_GIRR_DELTA_BASIS_VS_INFLATION_CORRELATION |
"sa.girr.delta.basis-vs-inflation.correlation" |
public static final String |
SA_GIRR_DELTA_BASIS_VS_YIELD_CORRELATION |
"sa.girr.delta.basis-vs-yield.correlation" |
public static final String |
SA_GIRR_DELTA_DIFFERENT_CCY_CORRELATION |
"sa.girr.delta.different-ccy.correlation" |
public static final String |
SA_GIRR_DELTA_DIFFERENT_CURVE_CORRELATION |
"sa.girr.delta.differentcurve.correlation" |
public static final String |
SA_GIRR_DELTA_DIFFERENT_VERTEX_AND_CURVE_CORRELATION |
"sa.girr.delta.different-vertex-and-curve.correlation" |
public static final String |
SA_GIRR_DELTA_DIFFERENT_VERTEX_CORRELATION_FLOOR |
"sa.girr.delta.different-vertex.correlation-floor" |
public static final String |
SA_GIRR_DELTA_DIFFERENT_VERTEX_THETA |
"sa.girr.delta.different-vertex.theta" |
public static final String |
SA_GIRR_DELTA_INFLATION_RISK_WEIGHT |
"sa.girr.delta.inflation.risk-weight" |
public static final String |
SA_GIRR_DELTA_INFLATION_VS_YIELD_CORRELATION |
"sa.girr.delta.inflation-vs-yield.correlation" |
public static final String |
SA_GIRR_DELTA_RW_MAJOR_CURRENCY_ADJUSTMENT |
"sa.girr.delta.rw.major.currency.adjustment" |
public static final String |
SA_GIRR_DELTA_VERTEX_CORRELATION_ROUNDING_DP |
"sa.girr.delta.vertex.correlation.rounding-dp" |
public static final String |
SA_RRAO_RISK_WEIGHT_EXOTIC |
"sa.rrao.risk-weight.exotic" |
public static final String |
SA_RRAO_RISK_WEIGHT_OTHER |
"sa.rrao.risk-weight.other" |
public static final String |
SA_VEGA_RHO_OPTION_MATURITY_ALPHA |
"sa.vega.rho-option-maturity.alpha" |
public static final String |
SA_VEGA_RHO_UNDERLYING_MATURITY_ALPHA |
"sa.vega.rho-underlying-maturity.alpha" |
public static final String |
SA_VEGA_RW |
"sa.vega.rw" |
public static final String |
SA_VEGA_RW_ROUNDING_DP |
"sa.vega.rw.rounding-dp" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BCBS |
"BCBS" |
public static final String |
EU |
"EU" |
public static final String |
PARAMETER_SET |
"Parameter Set" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"asOfDate" |
public static final String |
BASIS_LEVEL |
"basisLevel" |
public static final String |
BOOK |
"book" |
public static final String |
BUCKET |
"bucket" |
public static final String |
BUCKET_LEVEL |
"bucketLevel" |
public static final String |
CORRELATION_SCENARIO |
"correlationScenario" |
public static final String |
CURVATURE_CLASS_LEVEL |
"curvatureClass" |
public static final String |
DELTA_SENSITIVITY_CURRENCY_LEVEL |
"deltaSensitivityCurrencyLevel" |
public static final String |
DIRECTION |
"direction" |
public static final String |
EULER |
"euler" |
public static final String |
FX_COUNTER_CCY_LEVEL |
"fxCounterCcyLevel" |
public static final String |
FX_CURVATURE_DIVIDER_LEVEL |
"fxCurvatureDividerLevel" |
public static final String |
HIERARCHY |
"hierarchy" |
public static final String |
INDEX_BUCKETS |
"indexBuckets" |
public static final String |
IS_CURVATURE |
"isCurvature" |
public static final String |
MARGINAL_LEVEL |
"marginalLevel" |
public static final String |
MARKET_DATA_TYPE_LEVEL |
"marketDataTypeLevel" |
public static final String |
NETTING |
"netting" |
public static final String |
OBLIGOR |
"obligor" |
public static final String |
OPTIONALITY_LEVEL |
"optionalityLevel" |
public static final String |
OTHER_BUCKET |
"otherBucket" |
public static final String |
PV_APPLIED_LEVEL |
"pvAppliedLevel" |
public static final String |
PV_CURRENCY_LEVEL |
"pvCurrencyLevel" |
public static final String |
QUALITY |
"quality" |
public static final String |
RATING_CATEGORY |
"ratingCategory" |
public static final String |
RESULT_TYPE |
"resultType" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_CLASS_LEVEL |
"riskClassLevel" |
public static final String |
RISK_FACTOR |
"riskFactor" |
public static final String |
RISK_FACTOR_LEVEL |
"riskFactorLevel" |
public static final String |
RISK_MEASURE |
"Risk Measure" |
public static final String |
RISK_MEASURE_LEVEL |
"riskMeasureLevel" |
public static final String |
RISK_WEIGHT_LEVEL |
"riskWeightLevel" |
public static final String |
SCALE_FACTOR |
"scaleFactor" |
public static final String |
SCENARIO_CURRENCY_LEVEL |
"scenarioCurrencyLevel" |
public static final String |
SECTOR |
"sector" |
public static final String |
SECTOR_CATEGORY |
"sectorCategory" |
public static final String |
SENIORITY |
"seniority" |
public static final String |
SENIORITY_RANKING |
"seniorityRanking" |
public static final String |
SENSITIVITY_LEVELS |
"sensitivityLevels" |
public static final String |
TRADE_ID_LEVEL |
"tradeIdLevel" |
public static final String |
TRANCHE_LEVEL |
"trancheLevel" |
public static final String |
UNDERLYING_LEVEL |
"underlyingLevel" |
public static final String |
VECTOR_INDEX |
"vectorIndex" |
public static final String |
VERTEX_LEVEL |
"vertexLevel" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BASE_CURRENCY |
"baseCurrency" |
public static final String |
COMMODITY_BUCKET_WEIGHTING |
"commodityBucketWeighting" |
public static final String |
COMMODITY_INTRA_BUCKET_CORRELATION |
"intraBucketCommodityCorrelation" |
public static final String |
COMMODITY_OPTION_MATURITY_VERTICES |
"commodityOptionMaturityVertices" |
public static final String |
COMMODITY_RISKFACTOR_UNDERLYING |
"riskFactorToUnderlying" |
public static final String |
COMMODITY_UNDERLYING_BUCKET |
"underlyingCommodityToBucket" |
public static final String |
COMMODITY_VERTICES |
"commodityVertices" |
public static final String |
CSR_NS_HIGHEST_RISK_WEIGHT |
"csrNSHighestRiskWeight" |
public static final String |
CSR_NS_OPTION_VERTICES |
"csrNSOptionVertices" |
public static final String |
CSR_NS_UNDERLYINGASSETS |
"csrNSUnderlyingAssets" |
public static final String |
CSR_NS_VERTICES |
"csrNSVertices" |
public static final String |
CSR_NS_WEIGHTING |
"csrNSWeighting" |
public static final String |
CSR_SEC_CTP_HIGHEST_RISK_WEIGHT |
"csrSecCtpHighestRiskWeight" |
public static final String |
CSR_SEC_CTP_OPTION_VERTICES |
"csrSecCtpOptionVertices" |
public static final String |
CSR_SEC_CTP_UNDERLYINGASSETS |
"csrSecCtpUnderlyingAssets" |
public static final String |
CSR_SEC_CTP_VERTICES |
"csrSecCtpVertices" |
public static final String |
CSR_SEC_CTP_WEIGHTING |
"csrSecCtpWeighting" |
public static final String |
CSR_SEC_NON_CTP_HIGHEST_RISK_WEIGHT |
"csrSecNonCtpHighestRiskWeight" |
public static final String |
CSR_SEC_NON_CTP_OPTION_VERTICES |
"csrSecNonCtpOptionVertices" |
public static final String |
CSR_SEC_NON_CTP_UNDERLYINGASSETS |
"csrSecNonCtpUnderlyingAssets" |
public static final String |
CSR_SEC_NON_CTP_VERTICES |
"csrSecNonCtpVertices" |
public static final String |
CSR_SEC_NON_CTP_WEIGHTING |
"csrSecNonCtpWeighting" |
public static final String |
DRC_DEFAULT_RISK_WEIGHTINGS |
"drcDefaultRiskWeightings" |
public static final String |
DRC_SENIORITY_RANKING |
"drcSeniorityRanking" |
public static final String |
EQ_MARKET_DATA_TYPE_ISSUER_KEY_PREFIX |
"EQMARKETDATATYPEISSUER=" |
public static final String |
EQUITY_BUCKET_WEIGHTING |
"equityBucketWeighting" |
public static final String |
EQUITY_LARGE_VEGA_WEIGHT |
"equityLargeVegaWeight" |
public static final String |
EQUITY_SMALL_VEGA_WEIGHT |
"equitySmallVegaWeight" |
public static final String |
ERBA_DEFAULT_RISK_WEIGHTINGS |
"erbaDefaultRiskWeightings" |
public static final String |
GIRR_HIGHEST_RISK_WEIGHT |
"girrHighestRiskWeight" |
public static final String |
GIRR_NB_MATURITIES |
"girrNbMaturities" |
public static final String |
GIRR_VEGA_WEIGHT |
"girrVegaWeight" |
public static final String |
GIRR_VERTEX_WEIGHTING |
"girrVertexWeighting" |
public static final String |
GIRR_VERTICES |
"girrVertices" |
public static final String |
IMA_AVG_IMCC_SES |
"imaAvgImccSesByDeskDate" |
public static final String |
IMA_LIQUIDITY_HORIZONS |
"imaLiquidityHorizons" |
public static final String |
IMA_LIQUIDITY_HORIZONS_INDEXES |
"imaLiquidityHorizonsIndexes" |
public static final String |
IMA_MULTIPLIER |
"imaMultiplier" |
public static final String |
INSTRUMENT_TYPE_TO_LGD |
"instrumentTypeToLGD" |
public static final String |
OBLIGOR_TO_RISK_WEIGHT |
"obligorToRiskWeight" |
public static final String |
OPTION_MATURITY_VERTICES |
"OptionMaturityVertices" |
public static final String |
OPTION_RESIDUAL_MATURITY_VERTICES |
"OptionResidualMaturityVertices" |
public static final String |
REPORTING_CURRENCY |
"reportingCurrency" |
public static final String |
SQRT2_CCY_KEY_PREFIX |
"SQRT2CCY=" |
public static final String |
TRADE_CCY_KEY_PREFIX |
"TRADECCY=" |
public static final String |
TRADE_DELTA_KEY_PREFIX |
"TRADEDELTA=" |
public static final String |
USE_BASE_CURRENCY_FLAG |
"useBaseCurrency" |
public static final String |
USE_FX_DIVIDER_FLAG |
"useFxDivider" |
public static final String |
VEGA_LIQUIDITY_HORIZONS |
"vegaLiquidityHorizons" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
ASSET_CLASS |
"Asset Class" |
public static final String |
ATTACHMENT |
"Attachment" |
public static final String |
BASE_CCY |
"BaseCcy" |
public static final String |
BASIS |
"Basis" |
public static final String |
BOOK |
"Book" |
public static final String |
BUCKET |
"Bucket" |
public static final String |
BUCKET_NUMBER |
"Bucket Number" |
public static final String |
BUCKET_X |
"Bucket X" |
public static final String |
BUCKET_Y |
"Bucket Y" |
public static final String |
CATEGORY |
"Category" |
public static final String |
CHILD |
"Child" |
public static final String |
COMMODITY |
"Cty" |
public static final String |
COMMODITY_GRADE |
"CommodityGrade" |
public static final String |
COMMODITY_LOCATION |
"CommodityLocation" |
public static final String |
COMMODITY_ROUTE |
"CommodityRoute" |
public static final String |
COMMODITY_TIME |
"CommodityTime" |
public static final String |
CORRELATION |
"Correlation" |
public static final String |
COUNT |
"Count" |
public static final String |
COUNTER_CCY |
"CounterCcy" |
public static final String |
CSR_NAME |
"CSRName" |
public static final String |
CSR_QUALITY |
"CSRQuality" |
public static final String |
CSR_RATING |
"CSRRating" |
public static final String |
CSR_SECTOR |
"CSRSector" |
public static final String |
CSR_TRANCHE |
"CSRTranche" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
CURVE |
"Curve" |
public static final String |
DATA_SET |
"DataSet" |
public static final String |
DATE |
"Date" |
public static final String |
DEFAULT_DATE |
"DefaultDate" |
public static final String |
DEFAULT_RISK_WEIGHT |
"DefaultRiskWeight" |
public static final String |
DELTA_SENSITIVITIES |
"DeltaSensitivities" |
public static final String |
DELTA_SENSITIVITIES_INTERPOLATED |
"DeltaSensitivities - Interpolated" |
public static final String |
DEN |
"den" |
public static final String |
DESCRIPTION |
"Description" |
public static final String |
DESK |
"Desk" |
public static final String |
DESK_MODEL |
"FRTB_Desk_Model" |
public static final String |
DETACHMENT |
"Detachment" |
public static final String |
DIRECTION |
"Direction" |
public static final String |
EQUITY_ECONOMY |
"EquityEconomy" |
public static final String |
EQUITY_MARKET_CAP |
"EquityMarketCap" |
public static final String |
EQUITY_SECTOR |
"EquitySector" |
public static final String |
EXOTIC_UNDERLYING |
"ExoticUnderlying" |
public static final String |
FRTB_PARAMETERS_KEY |
"Key" |
public static final String |
FRTB_PARAMETERS_VALUE |
"Value" |
public static final String |
FRTB_SELECTED_CCY |
"FRTB Selected CCY" |
public static final String |
FX_COMPLEX_TRADE |
"FXComplexTrade" |
public static final String |
FX_DIVIDER_ELIGIBILITY |
"FXDividerEligibility" |
public static final String |
FX_OTHER_CCY |
"FXOtherCcy" |
public static final String |
FX_RATE |
"FxRate" |
public static final String |
GROSS_JTD |
"GrossJTD" |
public static final String |
GROSS_JTD_CCY |
"GrossJTDCcy" |
public static final String |
HIERARCHY_LEVEL |
"HierarchyLevel" |
public static final String |
HIERARCHY_LEVEL_1 |
"HierarchyLevel1" |
public static final String |
HIERARCHY_LEVEL_10 |
"HierarchyLevel10" |
public static final String |
HIERARCHY_LEVEL_11 |
"HierarchyLevel11" |
public static final String |
HIERARCHY_LEVEL_12 |
"HierarchyLevel12" |
public static final String |
HIERARCHY_LEVEL_13 |
"HierarchyLevel13" |
public static final String |
HIERARCHY_LEVEL_14 |
"HierarchyLevel14" |
public static final String |
HIERARCHY_LEVEL_15 |
"HierarchyLevel15" |
public static final String |
HIERARCHY_LEVEL_2 |
"HierarchyLevel2" |
public static final String |
HIERARCHY_LEVEL_3 |
"HierarchyLevel3" |
public static final String |
HIERARCHY_LEVEL_4 |
"HierarchyLevel4" |
public static final String |
HIERARCHY_LEVEL_5 |
"HierarchyLevel5" |
public static final String |
HIERARCHY_LEVEL_6 |
"HierarchyLevel6" |
public static final String |
HIERARCHY_LEVEL_7 |
"HierarchyLevel7" |
public static final String |
HIERARCHY_LEVEL_8 |
"HierarchyLevel8" |
public static final String |
HIERARCHY_LEVEL_9 |
"HierarchyLevel9" |
public static final String |
IDIOSYNCRATIC |
"Idiosyncratic" |
public static final String |
IMCC |
"IMCC" |
public static final String |
INDEX |
"Index" |
public static final String |
INDEX_1 |
"Index_1" |
public static final String |
INDEX_2 |
"Index_2" |
public static final String |
INSTRUMENT_LGD_TYPE |
"Instrument LGD Type" |
public static final String |
ISSUER |
"Issuer" |
public static final String |
JURISDICTION |
"Jurisdiction" |
public static final String |
LEGAL_ENTITY |
"LegalEntity" |
public static final String |
LGD |
"LGD" |
public static final String |
LIQUIDITY_HORIZON |
"Liquidity Horizon" |
public static final String |
MARKET_DATA_TYPE |
"Market Data Type" |
public static final String |
MATURITY |
"Maturity" |
public static final String |
MULTIPLIER |
"Multiplier" |
public static final String |
NB_EXCEPTIONS |
"Num Exceptions" |
public static final String |
NMRF |
"NMRF" |
public static final String |
NOTIONAL |
"Notional" |
public static final String |
NOTIONAL_CCY |
"NotionalCcy" |
public static final String |
NOTIONAL_OVERRIDDEN |
"NotionalOverridden" |
public static final String |
NUM |
"num" |
public static final String |
OBLIGOR_CATEGORY |
"ObligorCategory" |
public static final String |
OBLIGOR_ID |
"ObligorId" |
public static final String |
OPTION_MATURITY |
"OptionMaturity" |
public static final String |
OPTION_MATURITY_1 |
"OptionMaturity_1" |
public static final String |
OPTION_MATURITY_2 |
"OptionMaturity_2" |
public static final String |
OPTIONALITY |
"Optionality" |
public static final String |
ORIGINAL_OPTIONALITY |
"OriginalOptionality" |
public static final String |
OTHER_RESIDUAL_RISK_TYPE |
"OtherResidualRiskType" |
public static final String |
PARAMETER_SET |
"ParameterSet" |
public static final String |
PARENT |
"Parent" |
public static final String |
PARENT_PARAMETER_SET |
"ParentJurisdiction" |
public static final String |
PL_LIQUIDITY_HORIZON |
"PL LH" |
public static final String |
PLA_ZONE |
"PLA_Zone" |
public static final String |
PNL |
"PnL" |
public static final String |
PNL_1 |
"PnL1" |
public static final String |
PNL_2 |
"PnL2" |
public static final String |
PNL_3 |
"PnL3" |
public static final String |
PNL_VECTOR |
"PnLVector" |
public static final String |
PRESENT_VALUE |
"PresentValue" |
public static final String |
PROFIT_AND_LOSS |
"P&L" |
public static final String |
PV_APPLIED |
"PVApplied" |
public static final String |
PV_CCY |
"PVCcy" |
public static final String |
PV_OVERRIDDEN |
"PresentValueOverridden" |
public static final String |
RANKING |
"Ranking" |
public static final String |
RATING |
"Rating" |
public static final String |
RATING_CATEGORY |
"Rating Category" |
public static final String |
RECOVERY_RATE |
"RecoveryRate" |
public static final String |
RECOVERY_RATES |
"RecoveryRates" |
public static final String |
RECOVERY_VALUES |
"RecoveryValues" |
public static final String |
REGION |
"Region" |
public static final String |
RESIDUAL_RISK |
"ResidualRisk" |
public static final String |
RHO |
"Rho" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
RISK_FACTOR_CCY |
"RiskFactorCcy" |
public static final String |
RISK_MEASURE |
"Risk Measure" |
public static final String |
RISK_WEIGHT |
"RiskWeight" |
public static final String |
RISK_WEIGHT_REPO |
"Risk Weight Repo" |
public static final String |
RISK_WEIGHT_SPOT |
"Risk Weight Spot" |
public static final String |
SCENARIO |
"Scenario" |
public static final String |
SCENARIO_COUNT |
"ScenarioCount" |
public static final String |
SCENARIO_ID |
"ScenarioId" |
public static final String |
SCENARIO_IDS |
"ScenarioIds" |
public static final String |
SCENARIO_RECOVERY_RATE |
"ScenarioRecoveryRate" |
public static final String |
SCENARIO_RECOVERY_VALUES |
"ScenarioRecoveryValues" |
public static final String |
SECTOR_CATEGORY |
"Sector Category" |
public static final String |
SENIORITY |
"Seniority" |
public static final String |
SENSITIVITY_DATES |
"SensitivityDates" |
public static final String |
SES |
"SES" |
public static final String |
SHIFT_DOWN_PV |
"Shift_Down_PV" |
public static final String |
SHIFT_UP_PV |
"Shift_Up_PV" |
public static final String |
SUB_TYPE |
"Sub Type" |
public static final String |
TENOR |
"Tenor" |
public static final String |
TRADE_DATE |
"TradeDate" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
TYPE |
"Type" |
public static final String |
UNDERLYING |
"Underlying" |
public static final String |
UNDERLYING_FX_ORIGINAL_CCY |
"UnderlyingFXOriginalCcy" |
public static final String |
UNDERLYING_FX_RISK_CCY |
"UnderlyingFXRiskCcy" |
public static final String |
UNDERLYING_MATURITY |
"UnderlyingMaturity" |
public static final String |
UNDERLYING_MATURITY_1 |
"UnderlyingMaturity_1" |
public static final String |
UNDERLYING_MATURITY_2 |
"UnderlyingMaturity_2" |
public static final String |
VEGA_SENSITIVITIES |
"VegaSensitivities" |
public static final String |
VEGA_SENSITIVITIES_INTERPOLATED |
"VegaSensitivities - Interpolated" |
public static final String |
VERTEX |
"Vertex" |
public static final String |
VERTEX_1 |
"Vertex_1" |
public static final String |
VERTEX_2 |
"Vertex_2" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COMMODITY_BUCKETS_RISK_WEIGHT |
"CommodityBucketRiskWeights" |
public static final String |
COMMODITY_INTRA_BUCKET_CORRELATION |
"CommodityIntraBucketCorrelations" |
public static final String |
CSR_BUCKET_CORRELATIONS_STORE |
"CSRBucketCorrelations" |
public static final String |
CSR_BUCKET_DESCRIPTION_STORE |
"CSRBucketDesc" |
public static final String |
CSR_BUCKETS_NON_SEC_STORE |
"CSRNonSecBucket" |
public static final String |
CSR_BUCKETS_RISK_WEIGHT_STORE |
"CSRBucketsRiskWeight" |
public static final String |
CSR_BUCKETS_SEC_CTP_STORE |
"CSRSecCTPBucket" |
public static final String |
CSR_BUCKETS_SEC_NON_CTP_STORE |
"CSRSecNonCTPBucket" |
public static final String |
EQUITY_BUCKETS_RISK_WEIGHT |
"EquityBucketsRiskWeight" |
public static final String |
FRTBPARAMETERS |
"FRTBParameters" |
public static final String |
FX |
"FXRates" |
public static final String |
GIRR_DELTA_WEIGHTING |
"GIRRDeltaWeighting" |
public static final String |
GIRR_MAJOR_CURRENCIES |
"GIRRMajorCurrency" |
public static final String |
IMA_HISTORY_STORE_NAME |
"IMAHistory" |
public static final String |
INSTRUMENT_TO_LGD |
"InstrumentToLGD" |
public static final String |
OBLIGOR_SCENARIO_MAPPING_STORE |
"ObligorScenarioMapping" |
public static final String |
PARAMETER_SET |
"ParameterSet" |
public static final String |
SCENARIOS |
"Scenarios" |
public static final String |
SENIORITY_DESCRIPTION |
"SeniorityDescription" |
public static final String |
VAR_PL_SCENARIOS |
"VaRPLScenarios" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DEFAULT_LOOKBACK |
"20" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"BackTestingLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DEFAULT_LOOKBACK |
"60" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"CA-Lookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"CorrelationHighStress" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"CorrelationLowStress" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"DifferentiationStepSize" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ES" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ExoticResidualRiskWeight" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"FxMajorCcyPairAdjustment" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"GIRRMajorCurrencyAdjustment" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
DEFAULT_IMA_NUMBER_EXECPTIONS |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ImaNbExceptions" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"T" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"NonExoticResidualRiskWeight" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DEFAULT_LOOKBACK |
"250" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"PLALookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
DEFAULT_HIERARCHY |
"NONE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ProRataHierarchy" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
DEFAULT_LEVEL |
"NONE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ProRataLeafLevel" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ReferenceCurrency" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
DEFAULT_LEVEL |
"Enterprise" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ReferenceLevel" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"rho (IMCC)" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"rho (SES)" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"VaRConfidence" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"drcMaturityConverter" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"saSbmMaturityConverter" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_TYPE |
"DOUBLE_ARRAY" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_TYPE |
"INTEGER_ARRAY" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_TYPE |
"OBJECT_ARRAY" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DRC_SCENARIO" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"LookbackHierarchy" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"LINEAR_INTERPOLATOR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
serialVersionUID |
3215648656L |
public static final String |
TYPE |
"LOCALDATE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LITERAL |
"LOCALDATE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PARAMETER_SET_ROOT |
"BCBS" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"partitioningManagerFactory" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
MAPPING_PREFETCHER_NAME |
"mapping prefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"AGGREGATED_CAPITAL_CHARGE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"CAPITAL_SURCHARGE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"K_CAPITAL_SURCHARGE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"FRTB_MODEL_FILTER" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"IMA_AGGREGATED_CAPITAL_CHARGE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"null" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"RWA" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLA_ZONE_FILTER_PROPERTY |
"plaZoneToFilterOn" |
public static final String |
PLA_ZONE_LEVEL |
"PLAZoneLevel" |
public static final String |
PLUGIN_KEY |
"SA_RISK_CHARGE_PER_ZONE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DRC" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
MEASURE_OVERRIDDEN |
"Y" |
public static final String |
MEASURE_OVERRIDDEN_FLAG_LEVEL |
"measureOverriddenFlagLevel" |
public static final String |
PLUGIN_KEY |
"MEASURE_OVERRIDE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
PLUGIN_KEY |
"DrcScenario" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GROSS_JTD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"LOSS_GIVEN_DEFAULT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"MATURITY_SCALING_FACTOR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"NET_JTD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"NET_JTD_TECHNICAL" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"NetJTDWeightings" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SCALED_GROSS_JTD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"WeightedNetJTD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"WTS" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
IS_STORED_AS_VECTOR |
"isStoredAsVector" |
public static final String |
PLUGIN_KEY |
"FX" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXHANDLER" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXSTREAM" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVector" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CONSTRAINED_ES" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONFIDENCE_LEVEL_PROPERTY |
"defaultConfidence" |
public static final double |
DEFAULT_CONFIDENCE_LEVEL |
0.975 |
public static final String |
PLUGIN_KEY |
"ES" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CURRENT_SETS_PREFETCHER_NAME |
"Current Sets Prefetcher" |
public static final String |
PLUGIN_KEY |
"ES_CURRENT_RATIO" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DATASET_PREFETCHER_NAME |
"Dataset Prefetcher" |
public static final String |
PLUGIN_KEY |
"ES_RISK_CAPITAL" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DATA_SET_LEVEL |
"dataSet" |
public static final String |
DATASET_PREFETCHER_NAME |
"Dataset Prefetcher" |
public static final String |
PLUGIN_KEY |
"ESForRiskCapitalEuler" |
public static final String |
RISK_CLASS_LEVEL |
"riskClass" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"ESLHAdjEuler" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"IMA_FILTER" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
AS_OF_DATE_PROPERTY |
"asOfDate" |
public static final String |
PLUGIN_KEY |
"IMA_RISK_CHARGE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final double |
DEFAULT_RHO |
0.5 |
public static final String |
PLUGIN_KEY |
"IMCC" |
public static final String |
RHO_PROPERTY |
"rho" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"LHAdjESSquared" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE_LEVEL |
"AsOfDateLevel" |
public static final int |
DEFAULT_T |
10 |
public static final String |
LIQUIDITY_HORIZON_LEVEL |
"LiquidityHorizonLevel" |
public static final String |
PLUGIN_KEY |
"LHCoefficient" |
public static final String |
T_PROPERTY |
"T" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LH_LEVEL_PROPERTY |
"LiquidityHorizonLevel" |
public static final String |
PLUGIN_KEY |
"LiquidityHorizonValue" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"NEGATIVE_VALUE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final double |
DEFAULT_RHO |
0.5 |
public static final String |
PLUGIN_KEY |
"Omega" |
public static final String |
RHO_PROPERTY |
"rho" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE_LEVEL |
"asOfDate" |
public static final String |
DATA_SET_LEVEL |
"dataSet" |
public static final String |
PLUGIN_KEY |
"SCENARIOS_EXPAND" |
public static final String |
SCENARIO_LEVEL |
"scenario" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final double |
DEFAULT_RHO |
0.6 |
public static final String |
PLUGIN_KEY |
"SES" |
public static final String |
RHO_PROPERTY |
"rho" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SESEuler" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SQRT_LH" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"UNCONSTRAINED_ES" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONFIDENCE_LEVEL_PROPERTY |
"defaultConfidence" |
public static final double |
DEFAULT_CONFIDENCE_LEVEL |
0.999 |
public static final String |
PLUGIN_KEY |
"VaR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VarSlidingWindow" |
public static final String |
VAR_SLIDING_WINDOW_PARAM_LEVEL |
"level" |
public static final String |
VAR_SLIDING_WINDOW_PARAM_SIZE |
"sizeSlidingWindow" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VarSlidingWindowNaive" |
public static final String |
VAR_SLIDING_WINDOW_PARAM_LEVEL |
"level" |
public static final String |
VAR_SLIDING_WINDOW_PARAM_NB_SLIDES |
"sizeSlidingWindow" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VectorStream2Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DOWN |
"down" |
public static final String |
PLUGIN_KEY |
"RISK_POSITION_SCENARIO" |
public static final String |
UP |
"up" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
PLUGIN_KEY |
"DatedOrgHierarchyMap" |
public static final String |
PREFETCHER_NAME |
"prefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DIFFERENTIAL_SUM" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DistributedFirstUnderlying" |
public static final String |
PREFETCHER_NAME |
"prefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DOUBLE_ADD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
INCREMENTAL_STEP |
"IncrementalStep" |
public static final String |
PLUGIN_KEY |
"DOUBLE_DIFF" |
public static final String |
SCALE |
"Scale" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DOUBLE_DIVISION" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DoubleFiltering" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONFIDENCE_LEVEL_PROPERTY |
"DefaultConfidenceLevel" |
public static final double |
DEFAULT_ES_CONFIDENCE_LEVEL |
0.975 |
public static final double |
DEFAULT_VAR_CONFIDENCE_LEVEL |
0.999 |
public static final String |
METHOD_ES |
"ES" |
public static final String |
METHOD_PROPERTY |
"Method" |
public static final String |
METHOD_VAR |
"VaR" |
public static final String |
PLUGIN_KEY |
"LEstimator" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"PartitionedFormula" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"PLES" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"PLVAR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"ProRata" |
public static final String |
REFERENCE_LEVEL_PROPERTY |
"referenceLevels" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"REFERENCE_LEVEL_CHOICE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
EVALUATE_FOR_MEASURES_PROPERTY |
"evaluateForMeasures" |
public static final String |
EXPAND_PREFETCHER_NAME |
"BasePrefetcher" |
public static final String |
LEAF_LEVELS_PROPERTY |
"leafLevels" |
public static final String |
PLUGIN_KEY |
"ReferenceLevelLocationShift" |
public static final String |
REFERENCE_LEVEL_PREFETCHER_NAME |
"ReferenceLevelPrefetcher" |
public static final String |
REFERENCE_LEVEL_PROPERTY |
"referenceLevels" |
public static final String |
RESTRICT_PREFETCHER_NAME |
"RestrictPrefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SCALED_VECTOR_VALUE" |
public static final String |
REMOVE_PARTITION_LEVELS_PROPERTY |
"removePartitionLevels" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SimpleIntegerMath" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
MAX |
"MAX" |
public static final String |
MINUS |
"MINUS" |
public static final String |
MULT |
"MULT" |
public static final String |
OPERATION |
"operation" |
public static final String |
PLUGIN_KEY |
"SIMPLE_MATH" |
public static final String |
PLUS |
"PLUS" |
public static final String |
SQUARE |
"SQUARE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
INCREMENTAL_STEP |
"IncrementalStep" |
public static final String |
PLUGIN_KEY |
"VECTOR_DIFF" |
protected static final String |
SCALE |
"Scale" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VectorFiltering" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADDITIONAL_DEPENDENCY_MEASURES |
"AdditionalDependencyMeasures" |
public static final String |
LOOKBACK_CONTEXT_VALUE |
"lookback-context-value" |
public static final String |
LOOKBACK_PREFETCHER_NAME |
"lookback" |
public static final String |
LOOKBACK_PROPERTY |
"lookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"LookbackExpand" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"MeanLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VectoriseLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ANALYSIS_LEVELS_PROPERTY |
"analysisLevels" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"COVARIANCE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EMPIRICAL_DISTRIBUTION" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"KS_TEST_METRIC" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Outlier" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"OutlierDatesLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RANK_VECTOR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"STANDARD_DEVIATION" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"StandardDeviationLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SumIntegerLookback" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Variance" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VarPLScenarioExpand" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"APPLY_PV" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"APPLY_PV_DOWN" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"APPLY_PV_UP" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
AGGREGATES_MAP_UNDLERLYING_MEASURE |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AGGREGATES_MAP_PREFETCHER_NAME |
"Aggregates Map Prefetcher" |
public static final int |
AGGREGATES_MAP_UNDLERLYING_MEASURE |
0 |
public static final int |
RISK_POSITION_EULER_UNLERLYING_MEASURE |
2 |
public static final int |
RISK_POSITION_NETTING_LEVEL_UNLERLYING_MEASURE |
3 |
public static final String |
WEIGHTED_SENSITIVITIES_PREFETCHER_NAME |
"Weighted Sensitivities Prefetcher" |
public static final int |
WEIGHTED_SENSITIVITIES_UNLERLYING_MEASURE |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
AGGREGATES_MAP_UNDLERLYING_MEASURE |
0 |
public static final double |
DIAGONAL_CORRELATION |
-1.0 |
public static final String |
HIGH |
"high" |
public static final String |
LOW |
"low" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
HIGH |
"high" |
public static final String |
LOW |
"low" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
DOUBLE_SUMS_UNDLERLYING_MEASURE |
0 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BUCKET_LEVEL_PROPERTY |
"BucketLevel" |
public static final String |
LEVELS_PROPERTY |
"leafLevels" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
WEIGHTED_SENSITIVITIES_PREFETCHER_NAME |
"Weighted Sensitivities Prefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"COMMODITY_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"COMMODITY_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Commodity_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Commodity_Vega_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CommodityVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"COMMODITY_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Commodity_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_NS_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_NS_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COVERED_BONDS_BUCKET |
"8" |
public static final String |
HIGH |
"high" |
public static final String |
PLUGIN_KEY |
"CSR_NS_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_NS_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRNSVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_NS_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_NS_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_CTP_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_CTP_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCTPInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpDeltaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCTPDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCTPDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_CTP_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_Sec_CTP_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_Sec_CTP_Vega_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCtpVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecCTPVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_CTP_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_Sec_Ctp_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaRiskPositionSquared" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_Vega_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSRSecNonCTPVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CSR_SEC_NON_CTP_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CurvatureDeltaWeightedSensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Curvature_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CURVATURE_RISK_POSITION_MAX" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"SB_FOR_SELECTED_SCENARIO" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CURVATURE_TO_DELTA_SHIFT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DELTA_DOUBLE_SUMS_EXPAND" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EQUITY_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EQUITY_CURVATURE_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
MAPPING_PREFETCHER_NAME |
"mapping prefetcher" |
public static final String |
PLUGIN_KEY |
"EquityDeltaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ECONOMY_LEVEL_PROPERTY |
"economy" |
public static final String |
MARKET_CAP_LEVEL_PROPERTY |
"marketCap" |
public static final String |
PLUGIN_KEY |
"EquityDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EQUITY_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Equity_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EquityVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EQUITY_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"Equity_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
MAP_PREFETCHER_NAME |
"mapPrefetcher" |
public static final String |
PLUGIN_KEY |
"ExpandRiskFactor" |
protected static final String |
UNDERLYING_PREFETCHER_NAME |
"underlyingPrefetcher" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FilterCVR" |
public static final String |
POSITIVE_PROPERTY |
"positive" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_Delta_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
N_FLAG |
"N" |
public static final String |
PLUGIN_KEY |
"FX_DELTA_SENSITIVITY" |
public static final String |
Y_FLAG |
"Y" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_Vega_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FXVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"FX_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_CURVATURE_CVR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_CVR_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRInterpolatedShock" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaRiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRDeltaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_DELTA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_VERTICES_EXPAND_FILTERED" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_DELTA_VERTICES_RISK_WEIGHT_EXPAND" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_Delta_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRVegaAggregatesMap" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRVegaRiskChargeDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRVegaRiskCharge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_Vega_Risk_Position" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRVegaCorrelations" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRRVegaRiskPositionDoubleSums" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_VEGA_RISK_WEIGHT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_VEGA_VERTICES_EXPAND_FILTERED" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"GIRR_Vega_Weighted_Sensitivity" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
HIGH |
"high" |
public static final String |
LOW |
"low" |
public static final String |
PLUGIN_KEY |
"Risk_Charge" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RISK MEASURE AWARE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RiskPosition" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"EulerAllocation" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RISK TYPE AWARE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RISK TYPE AWARE VECTOR" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"RRAOWeightedNotional" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VEGA_DOUBLE_SUMS_EXPAND" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VEGA_EXPAND" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"VERTICES_EXPAND" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"dataAvailabilityFactory" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"distributionAwareQueryRunnerFactory" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"organisationHierarchyMapFactory" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PROPERTY_NAME |
"errorHandler" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
MEASURE_DELIMITER |
"," |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
FILTERS_PROPERTY |
"filters" |
public static final String |
LEAF_LEVELS_PROPERTY |
"leafLevels" |
public static final String |
REFERENCE_LEVELS_PROPERTY |
"referenceLevels" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PIVOT_USER |
"pivot" |
public static final String |
ROLE_ACTIVEMONITOR |
"ROLE_ACTIVEMONITOR" |
public static final String |
ROLE_ADMIN |
"ROLE_ADMIN" |
public static final String |
ROLE_KPI |
"ROLE_KPI" |
public static final String |
ROLE_TECH |
"ROLE_TECH" |
public static final String |
ROLE_USER |
"ROLE_USER" |
public static final boolean |
useAnonymous |
false |
public static final String |
USER_ACTIVEMONITOR |
"activeMonitor" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
DEFAULT_QUERY_TIMEOUT |
30000L |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
I18N_FOLDER |
"i18n" |
protected static final String |
I18N_RESOURCE_FOLDER |
"i18n" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COOKIE_NAME |
"AP_JSESSIONID" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ES_STRESS_PERIOD_STORE |
"ESStressPeriod" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ESStressPeriodSlidingWindow" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_TYPE |
"DOUBLE_ARRAY" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_TYPE |
"INTEGER_ARRAY" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
serialVersionUID |
3215648656L |
public static final String |
TYPE |
"LOCALDATE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LITERAL |
"LOCALDATE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"ES_STRESS_PERIOD" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"ES_STRESS_PERIOD_RESUL_TYPE" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
FILENAME_PARAM |
"filename" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
BLACKLIST_MESSAGE |
"The input contains invalid characters." |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BOOK_PARENT_CHILD_FILE_PATTERN |
"book.parent-child.file-pattern" |
public static final String |
COMMODITY_BUCKET_RISK_WEIGHTS_FILE_PATTERN |
"commodity.bucket.risk-weights.file-pattern" |
public static final String |
COMMODITY_BUCKETS_FILE_PATTERN |
"commodity.buckets.file-pattern" |
public static final String |
COMMODITY_INTRA_BUCKET_CORRELATIONS_FILE_PATTERN |
"commodity.intra-bucket.correlations.file-pattern" |
public static final String |
CSR_BUCKET_DESCRIPTION_NONSEC_FILE_PATTERN |
"csr.bucket.description.non-sec.file-pattern" |
public static final String |
CSR_BUCKET_DESCRIPTION_SECCTP_FILE_PATTERN |
"csr.bucket.description.sec-ctp.file-pattern" |
public static final String |
CSR_BUCKET_DESCRIPTION_SECNONCTP_FILE_PATTERN |
"csr.bucket.description.sec-non-ctp.file-pattern" |
public static final String |
CSR_BUCKET_NONSEC_FILE_PATTERN |
"csr.bucket.non-sec.file-pattern" |
public static final String |
CSR_BUCKET_SECCTP_FILE_PATTERN |
"csr.bucket.sec-ctp.file-pattern" |
public static final String |
CSR_BUCKET_SECNONCTP_FILE_PATTERN |
"csr.bucket.sec-non-ctp.file-pattern" |
public static final String |
CSR_BUCKETS_RISK_WEIGHTS_NONSEC_FILE_PATTERN |
"csr.buckets.risk-weights.non-sec.file-pattern" |
public static final String |
CSR_BUCKETS_RISK_WEIGHTS_SECCTP_FILE_PATTERN |
"csr.buckets.risk-weights.sec-ctp.file-pattern" |
public static final String |
CSR_BUCKETS_RISK_WEIGHTS_SECNONCTP_FILE_PATTERN |
"csr.buckets.risk-weights.sec-non-ctp.file-pattern" |
public static final String |
CSR_SEC_CTP_BUCKET_CORRELATIONS_FILE_PATTERN |
"csr.sec-ctp.bucket.correlations.file-pattern" |
public static final String |
CSRNS_BUCKET_CORRELATIONS_FILE_PATTERN |
"csr-ns.bucket.correlations.file-pattern" |
public static final String |
DEFAULT_RISK_WEIGHT_FILE_PATTERN |
"default.risk-weights.file-pattern" |
public static final String |
DRC_BUCKET_SECNONCTP_FILE_PATTERN |
"drc.bucket.sec-non-ctp.file-pattern" |
public static final String |
DRC_LINEAR_SCENARIOS_FILE_PATTERN |
"drc.linear.scenarios.file-pattern" |
public static final String |
DRC_NON_LINEAR_RECOVERY_FILE_PATTERN |
"drc.non-linear.recovery.file-pattern" |
public static final String |
DRC_SCENARIO_COUNT_FILE_PATTERN |
"drc.scenario.count.file-pattern" |
public static final String |
DRC_TRADE_FILE_PATTERN |
"drc.trade.file-pattern" |
public static final String |
EQTY_BUCKETS_RISK_WEIGHTS_FILE_PATTERN |
"eqty.buckets.risk-weights.file-pattern" |
public static final String |
EQUITY_BUCKETS_FILE_PATTERN |
"equity.buckets.file-pattern" |
public static final String |
ERBA_RISK_WEIGHT_FILE_PATTERN |
"erba.risk-weight.file-pattern" |
public static final String |
FRTB_PARAMETERS_FILE_PATTERN |
"frtb.parameters.file-pattern" |
public static final String |
FX_DATA_FILE_PATTERN |
"fx.data.file-pattern" |
public static final String |
FX_SPECIAL_CROSSES_FILE_PATTERN |
"fx.special-crosses.file-pattern" |
public static final String |
GIRR_DELTA_WEIGHTINGS_FILE_PATTERN |
"girr.delta.weightings.file-pattern" |
public static final String |
GIRR_MAJOR_CURRENCY_FILE_PATTERN |
"girr.major-currency.file-pattern" |
public static final String |
IMA_HISTORY_FILE_PATTERN |
"ima.history.file-pattern" |
public static final String |
IMA_RISK_FACTORS_FILE_PATTERN |
"ima.risk-factors.file-pattern" |
public static final String |
IMA_SCENARIOS_FILE_PATTERN |
"ima.scenarios.file-pattern" |
public static final String |
IMA_SUMMARY_FILE_PATTERN |
"ima.summary.file-pattern" |
public static final String |
IMA_TRADES_FILE_PATTERN |
"ima.trades.file-pattern" |
public static final String |
INSTRUMENT_LGD_FILE_PATTERN |
"instrument.lgd.file-pattern" |
public static final String |
LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN |
"legal-entity.parent-child.file-pattern" |
public static final String |
LIQUIDITY_HORIZONS_FILE_PATTERN |
"liquidity.horizons.file-pattern" |
public static final String |
MULTIPLIER_FILE_PATTERN |
"multiplier.file-pattern" |
public static final String |
OBLIGOR_RISK_WEIGHTS_FILE_PATTERN |
"obligor.risk-weights.file-pattern" |
public static final String |
OPTION_RESIDUAL_MATURITY_VERTICES_FILE_PATTERN |
"option.residual.maturity.vertices.file-pattern" |
public static final String |
PARAMETER_SET_FILE_PATTERN |
"parameter-set.file-pattern" |
public static final String |
PL_SUMMARY_FILE_PATTERN |
"pl.summary.file-pattern" |
public static final String |
PL_VAR_SCENARIO_FILE_PATTERN |
"pl.var.scenario.file-pattern" |
public static final String |
PL_VAR_VECTOR_FILE_PATTERN |
"pl.var.vector.file-pattern" |
public static final String |
SB_CURVATURE_SENSITIVITIES_FILE_PATTERN |
"sb.curvature.sensitivities.file-pattern" |
public static final String |
SB_DELTA_SENSITIVITIES_FILE_PATTERN |
"sb.delta.sensitivities.file-pattern" |
public static final String |
SB_VEGA_SENSITIVITIES_FILE_PATTERN |
"sb.vega.sensitivities.file-pattern" |
public static final String |
SENIORITY_DESCRIPTION_FILE_PATTERN |
"seniority.description.file-pattern" |
public static final String |
TRADE_ATTRIBUTES_SA_TRADES_FILE_PATTERN |
"trade.attributes.sa.trades.file-pattern" |
public static final String |
VEGA_LIQUIDITY_HORIZONS_FILE_PATTERN |
"vega.liquidity.horizons.file-pattern" |
public static final String |
VERTICES_FILE_PATTERN |
"vertices.file-pattern" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
APP_ENV_PROPS_FILE_PATH_SYSPROP |
"app.env.properties.file.path" |
public static final String |
CONTENT_SERVER_BOOKMARKS_DEFAULT_OWNERS_PROP |
"contentServer.bookmarks.default-owners" |
public static final String |
CONTENT_SERVER_BOOKMARKS_DEFAULT_READERS_PROP |
"contentServer.bookmarks.default-readers" |
public static final String |
CONTENT_SERVER_URL |
"contentServer.url" |
public static final String |
DATA_LOAD_ENV_PROPS_FILE_PATH_SYSPROP |
"dataload.env.properties.file.path" |
public static final String |
DEFAULT_APP_ENV_PROPS_FILE_PATH |
"classpath:frtb.properties" |
public static final String |
DEFAULT_DATA_LOAD_ENV_PROPS_FILE_PATH |
"classpath:frtb-data-load.properties" |
public static final String |
DEFAULT_HIBERNATE_ENV_PROPS_FILE_PATH |
"classpath:hibernate.properties" |
public static final String |
EXPORT_BOOKMARKS_TO_FILE |
"contentServer.bookmarks.export-to-file" |
public static final String |
EXPORT_BOOKMARKS_TO_FOLDER |
"contentServer.bookmarks.export-to-folder" |
public static final String |
HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP |
"hibernate.env.properties.file.path" |
public static final String |
SP_PROFILE__DATA_NODE |
"dist-data-node" |
public static final String |
SP_PROFILE__QUERY_NODE |
"dist-query-node" |
public static final String |
TEST_PROPERTIES_FILE |
"frtb.test.properties" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
DEFAULT_CSV_SOURCE_POLLING_DELAY |
10000 |
protected static final String |
FILE_PATTERN_PREFIX |
"glob:" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public final boolean |
accumulate |
false |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COOKIE_NAME |
"AM_JSESSIONID" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COMMODITY_BUCKETS_RISK_WEIGHT_STORE |
"CommodityBucketRiskWeights" |
public static final String |
COMMODITY_CURVATURE_DOUBLE_SUMS_STORE |
"CommodityCurvatureDoubleSums" |
public static final String |
COMMODITY_DELTA_DOUBLE_SUMS_STORE |
"CommodityDeltaDoubleSums" |
public static final String |
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE |
"CommodityIntraBucketCorrelations" |
public static final String |
COMMODITY_VEGA_DOUBLE_SUMS_STORE |
"CommodityVegaDoubleSums" |
public static final String |
CSR_NS_BUCKETS_CORRELATIONS_STORE |
"CSRBucketCorrelations" |
public static final String |
CSR_NS_BUCKETS_RISK_WEIGHT_STORE |
"CSRBucketsRiskWeight" |
public static final String |
CSR_NS_DELTA_DOUBLE_SUMS_STORE |
"CsrNsDeltaDoubleSums" |
public static final String |
CSR_NS_VEGA_DOUBLE_SUMS_STORE |
"CsrNsVegaDoubleSums" |
public static final String |
CSR_SEC_CTP_BUCKETS_CORRELATIONS_STORE |
"CSRBucketCorrelations" |
public static final String |
CSR_SEC_CTP_BUCKETS_RISK_WEIGHT_STORE |
"CSRBucketsRiskWeight" |
public static final String |
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE |
"CsrSecCtpDeltaDoubleSums" |
public static final String |
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE |
"CsrSecCtpVegaDoubleSums" |
public static final String |
CSR_SEC_NON_CTP_BUCKETS_RISK_WEIGHT_STORE |
"CSRBucketsRiskWeight" |
public static final String |
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE |
"CsrSecNonCtpDeltaDoubleSums" |
public static final String |
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE |
"CsrSecNonCtpVegaDoubleSums" |
public static final String |
DRC_WEIGHT_STORE |
"DRCWeight" |
public static final String |
EQUITY_BUCKETS_RISK_WEIGHT_STORE |
"EquityBucketsRiskWeight" |
public static final String |
EQUITY_DELTA_DOUBLE_SUMS_STORE |
"EquityDeltaDoubleSums" |
public static final String |
EQUITY_VEGA_DOUBLE_SUMS_STORE |
"EquityVegaDoubleSums" |
public static final String |
ERBA_RISK_WEIGHT_STORE |
"ERBARiskWeight" |
public static final String |
FRTB_PARAMETERS_STORE |
"FRTBParameters" |
public static final String |
FX_DELTA_DOUBLE_SUMS_STORE |
"FXDeltaDoubleSums" |
public static final String |
FX_DELTA_SPECIAL_CROSSES_STORE |
"FXDeltaSpecialCrosses" |
public static final String |
FX_VEGA_DOUBLE_SUMS_STORE |
"FXVegaDoubleSums" |
public static final String |
GIRR_DELTA_DOUBLE_SUMS_STORE |
"GIRRDeltaDoubleSums" |
public static final String |
GIRR_DELTA_WEIGHTING_STORE |
"GIRRDeltaWeighting" |
public static final String |
GIRR_MAJOR_CURRENCY_STORE |
"GIRRMajorCurrency" |
public static final String |
GIRR_VEGA_DOUBLE_SUMS_STORE |
"GIRRVegaDoubleSums" |
public static final String |
INSTRUMENT_TO_LGD_STORE |
"InstrumentToLGD" |
public static final String |
LIQUIDITY_HORIZONS_STORE |
"LiquidityHorizons" |
public static final String |
OBLIGOR_TO_RISK_WEIGHT_STORE |
"ObligorToRiskWeight" |
public static final String |
OPTION_RESIDUAL_MATURITY_VERTICES_STORE |
"OptionResidualMaturityVertices" |
public static final String |
PARAMETER_SET_STORE |
"ParameterSet" |
public static final String |
TOPIC_CSR_BUCKET_CORRELATIONS_NONSEC |
"CSR_Bucket_Correlations_NONSEC" |
public static final String |
TOPIC_CSR_BUCKET_CORRELATIONS_SECCTP |
"CSR_Bucket_Correlations_SECCTP" |
public static final String |
TOPIC_CSR_BUCKET_RISK_WEIGHTS_NONSEC |
"CSR_BUCKET_RISK_WEIGHTS_NONSEC" |
public static final String |
TOPIC_CSR_BUCKET_RISK_WEIGHTS_SECCTP |
"CSR_BUCKET_RISK_WEIGHTS_SECCTP" |
public static final String |
TOPIC_CSR_BUCKET_RISK_WEIGHTS_SECNONCTP |
"CSR_BUCKET_RISK_WEIGHTS_SECNONCTP" |
public static final String |
VEGA_LIQUIDITY_HORIZONS_STORE |
"VegaRiskWeights" |
public static final String |
VERTICES_STORE |
"Vertices" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CATALOG_ID |
"FRTB" |
public static final String |
FRTB_CLUSTER_ID |
"myCluster" |
public static final String |
FRTB_CUBE_ID |
"FRTBCombinedCube" |
public static final String |
FRTB_MANAGER |
"FRTBManager" |
public static final String |
FRTB_SCHEMA_ID |
"FRTBCombinedSchema" |
public static final String |
IMA_APPLICATION_ID |
"IMAMeasures" |
public static final String |
IMA_CUBE_ID |
"InternalModelApproachCube" |
public static final String |
IMA_DRC_APPLICATION_ID |
"IMADRCMeasures" |
public static final String |
IMA_DRC_CUBE_ID |
"IMADRCCube" |
public static final String |
IMA_DRC_SCHEMA_ID |
"IMADRCSchema" |
public static final String |
IMA_SCHEMA_ID |
"InternalModelApproachSchema" |
public static final String |
IMA_SUMMARY_APPLICATION_ID |
"IMASummaryMeasures" |
public static final String |
IMA_SUMMARY_CUBE_ID |
"IMASummaryCube" |
public static final String |
IMA_SUMMARY_SCHEMA_ID |
"IMASummarySchema" |
public static final String |
PL_APPLICATION_ID |
"PLMeasures" |
public static final String |
PL_CUBE_ID |
"PLCube" |
public static final String |
PL_SCHEMA_ID |
"PLSchema" |
public static final String |
PL_SUMMARY_APPLICATION_ID |
"PLSummaryMeasures" |
public static final String |
PL_SUMMARY_CUBE_ID |
"PLSummaryCube" |
public static final String |
PL_SUMMARY_SCHEMA_ID |
"PLSummarySchema" |
public static final String |
SA_APPLICATION_ID |
"SAMeasures" |
public static final String |
SA_CUBE_ID |
"StandardisedApproachCube" |
public static final String |
SA_SCHEMA_ID |
"StandardisedApproachSchema" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PRIVATE |
"private" |
public static final String |
PRODUCTION |
"production" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
DRC_SCENARIOS_COUNT_STORE_NAME |
"DRCScenariosCount" |
public static final String |
DRC_SCENARIOS_STORE_COUNT |
"Count" |
public static final String |
DRC_SCENARIOS_STORE_DEFAULT_DATE |
"DefaultDate" |
public static final String |
DRC_SCENARIOS_STORE_NAME |
"DRCScenarios" |
public static final String |
DRC_SCENARIOS_STORE_OBLIGOR |
"ObligorId" |
public static final String |
DRC_SCENARIOS_STORE_SCENARIO_ID |
"ScenarioId" |
public static final String |
DRC_SCENARIOS_STORE_SCENARIO_RECOVERY_RATE |
"ScenarioRecoveryRate" |
public static final String |
DRC_SCENARIOS_STORE_SENIORITY |
"Seniority" |
public static final String |
IMA_DRC_STORE_CURRENCY |
"Ccy" |
public static final String |
IMA_DRC_STORE_NAME |
"DRCIMABase" |
public static final String |
IMA_DRC_STORE_OBLIGOR_ID |
"ObligorId" |
public static final String |
IMA_DRC_STORE_RECOVERY_RATES |
"RecoveryRates" |
public static final String |
IMA_DRC_STORE_RECOVERY_VALUES |
"RecoveryValues" |
public static final String |
IMA_DRC_STORE_SCENARIO_RECOVERY_VALUES |
"ScenarioRecoveryValues" |
public static final String |
IMA_DRC_STORE_SENIORITY |
"Seniority" |
public static final String |
IMA_DRC_STORE_TRADE_ID |
"TradeId" |
public static final String |
IMA_HISTORY_STORE_DESK |
"Desk" |
public static final String |
IMA_HISTORY_STORE_IMCC |
"IMCC" |
public static final String |
IMA_HISTORY_STORE_NAME |
"IMAHistory" |
public static final String |
IMA_HISTORY_STORE_SES |
"SES" |
public static final String |
IMA_RISK_FACTORS_STORE_CCY |
"Ccy" |
public static final String |
IMA_RISK_FACTORS_STORE_IDIOSYNCRATIC |
"Idiosyncratic" |
public static final String |
IMA_RISK_FACTORS_STORE_NAME |
"IMARiskFactors" |
public static final String |
IMA_RISK_FACTORS_STORE_NMRF |
"NMRF" |
public static final String |
IMA_RISK_FACTORS_STORE_RISK_CLASS |
"RiskClass" |
public static final String |
IMA_RISK_FACTORS_STORE_RISK_FACTOR |
"Risk Factor" |
public static final String |
IMA_SUMMARY_PL_STORE_BOOK |
"Book" |
public static final String |
IMA_SUMMARY_PL_STORE_CURRENCY |
"Ccy" |
public static final String |
IMA_SUMMARY_PL_STORE_DATA_SET |
"DataSet" |
public static final String |
IMA_SUMMARY_PL_STORE_LEGAL_ENTITY |
"LegalEntity" |
public static final String |
IMA_SUMMARY_PL_STORE_NAME |
"IMASummaryPL" |
public static final String |
IMA_SUMMARY_PL_STORE_PL |
"PnL" |
public static final String |
IMA_SUMMARY_PL_STORE_PL_LIQUIDITY_HORIZON |
"PL LH" |
public static final String |
IMA_SUMMARY_PL_STORE_RISK_CLASS |
"RiskClass" |
public static final String |
IMA_SUMMARY_PL_STORE_RISK_FACTOR |
"Risk Factor" |
public static final String |
IMA_SUMMARY_STORE_BOOK |
"Book" |
public static final String |
IMA_SUMMARY_STORE_DATA_SET |
"DataSet" |
public static final String |
IMA_SUMMARY_STORE_LEGAL_ENTITY |
"LegalEntity" |
public static final String |
IMA_SUMMARY_STORE_LIQUIDITY_HORIZON |
"Liquidity Horizon" |
public static final String |
IMA_SUMMARY_STORE_NAME |
"IMASummary" |
public static final String |
IMA_SUMMARY_STORE_PL_LIQUIDITY_HORIZON |
"PL LH" |
public static final String |
IMA_SUMMARY_STORE_RISK_CLASS |
"RiskClass" |
public static final String |
IMA_SUMMARY_STORE_RISK_FACTOR |
"Risk Factor" |
public static final String |
IMA_TRADES_PL_STORE_CURRENCY |
"Ccy" |
public static final String |
IMA_TRADES_PL_STORE_DATA_SET |
"DataSet" |
public static final String |
IMA_TRADES_PL_STORE_NAME |
"IMATradesPL" |
public static final String |
IMA_TRADES_PL_STORE_PL |
"PnL" |
public static final String |
IMA_TRADES_PL_STORE_PL_LIQUIDITY_HORIZON |
"PL LH" |
public static final String |
IMA_TRADES_PL_STORE_RISK_CLASS |
"RiskClass" |
public static final String |
IMA_TRADES_PL_STORE_RISK_FACTOR |
"Risk Factor" |
public static final String |
IMA_TRADES_PL_STORE_TRADE_ID |
"TradeId" |
public static final String |
IMA_TRADES_STORE_DATA_SET |
"DataSet" |
public static final String |
IMA_TRADES_STORE_LIQUIDITY_HORIZON |
"Liquidity Horizon" |
public static final String |
IMA_TRADES_STORE_NAME |
"IMATrades" |
public static final String |
IMA_TRADES_STORE_PL_LIQUIDITY_HORIZON |
"PL LH" |
public static final String |
IMA_TRADES_STORE_RISK_CLASS |
"RiskClass" |
public static final String |
IMA_TRADES_STORE_RISK_FACTOR |
"Risk Factor" |
public static final String |
IMA_TRADES_STORE_TRADE_ID |
"TradeId" |
public static final String |
PL_STORE_CURRENCY |
"Ccy" |
public static final String |
PL_STORE_NAME |
"PL" |
public static final String |
PL_STORE_PL |
"PnL" |
public static final String |
PL_STORE_TRADE_ID |
"TradeId" |
public static final String |
PL_SUMMARY_STORE_ACTUAL_PL |
"ActualPL" |
public static final String |
PL_SUMMARY_STORE_CURRENCY |
"Ccy" |
public static final String |
PL_SUMMARY_STORE_DESK |
"Desk" |
public static final String |
PL_SUMMARY_STORE_HYPOTHETICAL_PL |
"HypotheticalPL" |
public static final String |
PL_SUMMARY_STORE_NAME |
"PLSummary" |
public static final String |
PL_SUMMARY_STORE_P_VALUE_ACTUAL |
"PValueActual" |
public static final String |
PL_SUMMARY_STORE_P_VALUE_HYPOTHETICAL |
"PValueHypothetical" |
public static final String |
PL_SUMMARY_STORE_THEORETICAL_PL |
"TheoreticalPL" |
public static final String |
PL_SUMMARY_STORE_VAR975 |
"VaR975" |
public static final String |
PL_SUMMARY_STORE_VAR99 |
"VaR99" |
public static final String |
SCENARIOS_STORE_DATA_SET |
"DataSet" |
public static final String |
SCENARIOS_STORE_INDEX |
"Index" |
public static final String |
SCENARIOS_STORE_NAME |
"Scenarios" |
public static final String |
SCENARIOS_STORE_SCENARIO |
"Scenario" |
public static final String |
VAR_PL_SCENARIOS_STORE_INDEX |
"Index" |
public static final String |
VAR_PL_SCENARIOS_STORE_NAME |
"VaRPLScenarios" |
public static final String |
VAR_PL_SCENARIOS_STORE_SCENARIO |
"Scenario" |
public static final String |
VAR_PL_STORE_NAME |
"IMAVaRPL" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LOADING_PROPERTY |
"frtb.reference.dataLoad.activemonitor" |
public static final String |
PRIVATE |
"private" |
public static final String |
PRODUCTION |
"production" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LOADING_PROPERTY |
"frtb.reference.dataLoad.activemonitor" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LOADING_PROPERTY |
"frtb.reference.dataLoad.repository" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CALCULATED_MEMBER_ROLE_PROPERTY |
"contentServer.security.calculatedMemberRole" |
public static final String |
CONNECTION_URL_PROPERTY |
"hibernate.connection.url" |
public static final String |
ENTITLEMENTS_TTL |
"contentServer.security.cache.entitlementsTTL" |
public static final String |
FILE_BASED_IMPL |
"file:%{resourceDir}/frtb_ref_impl_content_service" |
public static final String |
HIBERNATE_PROPERTIES_FILE |
"hibernate.properties" |
public static final String |
IN_MEMORY_IMPL |
"mem:content_service" |
public static final String |
KPI_ROLE_PROPERTY |
"contentServer.security.kpiRole" |
public static final String |
RESOURCE_DIR_VARIABLE |
"%{resourceDir}" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
PARAMETER_SET_STORE_JURISIDICTION |
"ParameterSet" |
public static final String |
PARAMETER_SET_STORE_NAME |
"ParameterSet" |
public static final String |
PARAMETER_SET_STORE_PARENT_JURISDICTION |
"ParentJurisdiction" |
public static final String |
STORE_DATE_FIELD_FORMAT |
"LOCALDATE[yyyy-MM-dd]" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DEFAULT_AGGREGATION_FUNCTION |
"SUM" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CURVATURE_STORE |
"Curvature" |
public static final String |
DELTA_STORE |
"Delta" |
public static final String |
NAME |
"Sensi-Source" |
public static final String |
PRE_INTERPOLATION_LOGGING_LEVEL |
"publishing.pre-interpolated-tuple-detection.logger-level" |
public static final String |
PRE_INTERPOLATION_LOGGING_LEVEL_DEFAULT |
"INFO" |
public static final String |
TRADE_BASE_STORE |
"TradeBase" |
public static final String |
VEGA_STORE |
"Vega" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BOOK_PARENT_CHILD_STORE |
"BookParentChild" |
public static final String |
COMMODITY_BUCKETS_STORE |
"CommodityBuckets" |
public static final String |
CSR_NS_BUCKETS_DESCRIPTION_STORE |
"CSRBucketDesc" |
public static final String |
CSR_NS_BUCKETS_STORE |
"CSRNonSecBucket" |
public static final String |
CSR_SEC_CTP_BUCKETS_DESCRIPTION_STORE |
"CSRBucketDesc" |
public static final String |
CSR_SEC_CTP_BUCKETS_STORE |
"CSRSecCTPBucket" |
public static final String |
CSR_SEC_NON_CTP_BUCKETS_DESCRIPTION_STORE |
"CSRBucketDesc" |
public static final String |
CSR_SEC_NON_CTP_BUCKETS_STORE |
"CSRSecNonCTPBucket" |
public static final int |
DEFAULT_CSV_SOURCE_POLLING_DELAY |
10000 |
public static final String |
DRC_BASE_STORE |
"DRCBase" |
public static final String |
DRC_SCENARIOS_COUNT_STORE |
"DRCScenariosCount" |
public static final String |
DRC_SCENARIOS_STORE |
"DRCScenarios" |
public static final String |
DRC_SEC_NON_CTP_BUCKETS_STORE |
"DrcSecNonCtpBuckets" |
public static final String |
EQUITY_BUCKETS_STORE |
"EquityBuckets" |
public static final String |
FX_BUCKETS_STORE |
"FxBuckets" |
public static final String |
FX_STORE |
"FXRates" |
public static final String |
GIRR_BUCKETS_STORE |
"GIRRBuckets" |
public static final String |
IMA_DRC_STORE |
"DRCIMABase" |
public static final String |
IMA_HISTORY_STORE |
"IMAHistory" |
public static final String |
IMA_MULTIPLIER_STORE_NAME |
"IMAMultiplier" |
public static final String |
IMA_RISK_FACTORS_STORE |
"IMARiskFactors" |
public static final String |
IMA_SUMMARY_PL_STORE |
"IMASummaryPL" |
public static final String |
IMA_SUMMARY_STORE |
"IMASummary" |
public static final String |
IMA_TRADES_PL_STORE |
"IMATradesPL" |
public static final String |
IMA_TRADES_STORE |
"IMATrades" |
public static final String |
LEGAL_ENTITY_PARENT_CHILD_STORE |
"LegalEntityParentChild" |
public static final String |
MARKET_DATA_DESCRIPTION_STORE |
"MarketDataDescription" |
public static final String |
OBLIGOR_STORE |
"Obligor" |
public static final String |
PL_STORE |
"PL" |
public static final String |
PL_SUMMARY_STORE |
"PLSummary" |
public static final String |
PRE_INTERPOLATION_LOGGING_LEVEL |
"publishing.pre-interpolated-tuple-detection.logger-level" |
public static final String |
PRE_INTERPOLATION_LOGGING_LEVEL_DEFAULT |
"INFO" |
public static final String |
SA_TRADE_DESCRIPTION_STORE |
"SATradeDescription" |
public static final String |
SCENARIOS_STORE |
"Scenarios" |
public static final String |
SENIORITY_DESCRIPTION_STORE |
"SeniorityDescription" |
public static final String |
TOPIC_CSR_BUCKET_DESCRIPTION_NONSEC |
"CSR_BUCKET_DESCRIPTION_NONSEC" |
public static final String |
TOPIC_CSR_BUCKET_DESCRIPTION_SECCTP |
"CSR_BUCKET_DESCRIPTION_SECCTP" |
public static final String |
TOPIC_CSR_BUCKET_DESCRIPTION_SECNONCTP |
"CSR_BUCKET_DESCRIPTION_SECNONCTP" |
public static final String |
TOPIC_CSR_BUCKET_NONSEC |
"CSR_BUCKET_NONSEC" |
public static final String |
TOPIC_CSR_BUCKET_SECCTP |
"CSR_BUCKET_SECCTP" |
public static final String |
TOPIC_CSR_BUCKET_SECNONCTP |
"CSR_BUCKET_SECNONCTP" |
public static final String |
TOPIC_FX_HISTORICAL |
"FXHistorical" |
public static final String |
TOPIC_IMA_RISK_FACTORS_HISTORICAL |
"IMARiskFactorsHistorical" |
public static final String |
TRADE_BASE_STORE |
"TradeBase" |
public static final String |
TRADE_MAPPING_STORE |
"TradeMapping" |
public static final String |
TRANCHE_STORE |
"Tranche" |
public static final String |
VAR_PL_SCENARIO_STORE |
"VaRPLScenarios" |
public static final String |
VAR_PL_STORE |
"IMAVaRPL" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DIFFERENTIAL_SUFFIX |
" Differential" |
public static final String |
DRC_DEFAULT_CONFIDENCE_LEVEL |
"99.9" |
public static final String |
DRC_DEFAULT_METHOD |
"VaR" |
public static final String |
PL_FOLDER |
"PL" |
public static final String |
PL_FX_FOLDER |
"PL.FX" |
public static final String |
PL_INCREMENTAL_FOLDER |
"PL\\Incremental" |
public static final String |
SLIDING_WINDOW_SIZE_250 |
"250" |
public static final String |
SUB_VECTOR_SIZE_250 |
"250" |
public static final String |
SUB_VECTOR_SIZE_499 |
"499" |
public static final String |
TECHNICAL_FOLDER |
"Technical" |
public static final String |
VAR_AT_NINETY_SEVEN_AND_HALF |
"97.5" |
public static final String |
VAR_AT_NNETY_NINE |
"99." |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DIFFERENTIAL_SUFFIX |
" Differential" |
public static final String |
ES_FOLDER |
"ES" |
public static final String |
ES_INCREMENTAL_FOLDER |
"ES\\Incremental" |
public static final String |
EULER_CAPITAL_ALLOCATION_FOLDER |
"Euler Capital Allocation" |
public static final String |
EULER_CAPITAL_ALLOCATION_TECHNICAL_FOLDER |
"Euler Capital Allocation\\Technical" |
public static final String |
FOLDER_NAME_SEPARATOR |
"\\" |
public static final String |
INCREMENTAL |
" Incremental" |
public static final String |
LIQUIDITY_HORIZONS |
"Liquidity Horizons" |
public static final String |
REFERENCE_SUFFIX |
" Reference" |
public static final String |
TECHNICAL_FOLDER_NAME |
"Technical" |
public static final String |
UNCONSTRAINED_RISK_CLASS |
"allin" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ACR |
"ACR" |
public static final String |
CA |
"CA" |
public static final String |
CA_GA |
"CA-GA" |
public static final String |
CA_SPOT |
"CA Spot" |
public static final String |
CAPITAL_SURCHARGE |
"Capital Surcharge" |
public static final String |
CU |
"CU" |
public static final String |
CUBE |
"FRTBCombinedCube" |
public static final String |
DRC_IMA |
"DRC - IMA" |
public static final String |
EULER |
" (Euler)" |
public static final String |
EULER_NUMERICAL |
" Euler (numerical)" |
public static final String |
IMA_GA |
"IMA-GA" |
public static final String |
IMADRC |
"IMADRC" |
public static final String |
IMCC |
"IMCC" |
public static final String |
INCREMENTAL |
" Incremental" |
public static final String |
K_CAPITAL_SURCHARGE |
"k (Capital Surcharge)" |
public static final String |
LOOKBACK |
"Lookback" |
public static final String |
PORTFOLIO_RISK_CHARGE |
"Portfolio Risk Charge" |
public static final String |
RWA |
"RWA" |
public static final String |
SA_AGGREGATED |
"SA Risk Charge Aggregated " |
public static final String |
SA_GA |
"SA-GA" |
public static final String |
SES |
"SES" |
public static final String |
SPOT |
" Spot" |
public static final String |
VECTOR |
"Vector" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CUBE |
"IMADRCCube" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CUBE |
"InternalModelApproachCube" |
public static final String |
DOUBLE_FORMAT |
"DOUBLE[#,###;-#,###]" |
public static final String |
FOLDER_NAME_SEPARATOR |
"\\" |
public static final String |
INTEGER_FORMAT |
"INT[#,###]" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CUBE |
"IMASummaryCube" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONTRIBUTORS_COUNT |
"contributors.COUNT" |
public static final String |
COUNT |
"Count" |
public static final String |
DATE_FORMAT |
"DATE[HH:mm:ss]" |
public static final String |
INTEGER_FORMAT |
"INT[#,###]" |
public static final String |
TIMESTAMP |
"Timestamp" |
public static final String |
UPDATE_TIMESTAMP |
"update.TIMESTAMP" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONFIDENCE_LEVEL_975 |
"97.5" |
public static final String |
CONFIDENCE_LEVEL_975_MODIFIER |
"97.5%" |
public static final String |
CONFIDENCE_LEVEL_99 |
"99.0" |
public static final String |
CONFIDENCE_LEVEL_99_MODIFIER |
"99%" |
public static final String |
CUBE |
"PLCube" |
public static final String |
EXPAND_SUFFIX |
"Expand" |
public static final String |
ORIG_CCY_SUFFIX |
"(original currency)" |
public static final String |
PL_FOLDER |
"PL" |
public static final String |
VAR |
"VaR" |
public static final String |
VAR_FOLDER |
"VaR" |
public static final String |
VAR_PL |
"VaR PL" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ACTUAL_PL |
"Actual PL" |
public static final String |
ACTUAL_SUFFIX |
"(Actual)" |
public static final String |
BACKTESTING_FOLDER |
"VaR" |
public static final String |
CONFIDENCE_LEVEL_975_MODIFIER |
"97.5" |
public static final String |
CONFIDENCE_LEVEL_99_MODIFIER |
"99" |
public static final String |
COUNT_SUFFIX |
"Count" |
public static final String |
CUBE |
"PLSummaryCube" |
public static final String |
DATES_SUFFIX |
"Dates" |
public static final String |
EMPIRICAL_DIST_SUFFIX |
"Empirical Dist" |
public static final String |
EXCEPTION |
"Exception" |
public static final String |
HYPOTHETICAL_PL |
"Hypothetical PL" |
public static final String |
HYPOTHETICAL_SUFFIX |
"(Hypothetical)" |
public static final String |
KOLMOGOROV_SMIRNOV_TEST_METRIC |
"Kolmogorov-Smirnov Test Metric" |
public static final String |
LOOKBACK_SUFFIX |
"Lookback" |
public static final String |
MEAN_PREFIX |
"Mean" |
public static final String |
ORIG_CCY_SUFFIX |
"(original currency)" |
public static final String |
P_VALUE |
"p-value" |
public static final String |
PL_ATTRIBUTION_TEST_FOLDER |
"PL" |
public static final String |
PL_FOLDER |
"PL" |
public static final String |
PREVIOUS_DAY_SUFFIX |
"(previous day)" |
public static final String |
RANK_SUFFIX |
"Rank" |
public static final String |
RATIO_SUFFIX |
"Ratio" |
public static final String |
RISK_THEORETICAL_PL |
"Theoretical PL" |
public static final String |
SPEARMAN_CORRELATION_METRIC |
"Spearman Correlation Metric" |
public static final String |
STD_DEV_PREFIX |
"Std Dev" |
public static final String |
UNEXPLAINED_PL |
"Unexplained PL" |
public static final String |
VAR |
"VaR" |
public static final String |
VARIANCE_PREFIX |
"Variance" |
public static final String |
VECTOR_SUFFIX |
"Vector" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AGGREGATED_RISK_CHARGES_FOLDER |
"Aggregated RiskCharge by Class" |
public static final String |
CUBE |
"StandardisedApproachCube" |
public static final String |
DIFFERENTIAL_SUFFIX |
"Differential" |
public static final String |
DOUBLE_FORMAT_TYPE |
"DOUBLE[#,###;-#,###]" |
public static final String |
EULER_ANALYTICAL_SUFFIX |
"Euler" |
public static final String |
EULER_NUMERICAL_SUFFIX |
"Euler (numerical)" |
public static final String |
FOLDER_NAME_SEPARATOR |
"\\" |
public static final String |
GENERIC_DELTA |
"Generic Delta" |
public static final String |
GENERIC_DELTA_TECHNICAL |
"Generic Delta Technical" |
public static final String |
GENERIC_SCENARIO_DOWN_PV |
"Generic Scenario Down PV" |
public static final String |
GENERIC_SCENARIO_UP_PV |
"Generic Scenario Up PV" |
public static final String |
GENERIC_VEGA_TECHNICAL |
"Generic Vega Technical" |
public static final String |
HIGH_CORRELATION_SCENARIO |
"high" |
public static final String |
HIGH_SUFFIX |
"High" |
public static final String |
INCREMENTAL |
"Incremental" |
public static final String |
LOW_CORRELATION_SCENARIO |
"low" |
public static final String |
LOW_SUFFIX |
"Low" |
public static final String |
PRO_RATA_SUFFIX |
"Pro-Rata" |
public static final String |
REFERENCE_SUFFIX |
"Reference" |
public static final String |
RISK_CLASS |
"risk-class" |
public static final String |
RISK_MEASURE |
"risk-measure" |
public static final String |
RISK_WEIGHT_UNEXPANDED |
" Risk Weight Unexpanded" |
public static final String |
SCENARIO_DOWN_PV |
" Scenario Down PV" |
public static final String |
SCENARIO_UP_PV |
" Scenario Up PV" |
public static final String |
TECHNICAL |
" Technical" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BUCKET_X |
"Bucket X" |
public static final String |
BUCKET_Y |
"Bucket Y" |
public static final String |
CORRELATION |
"Correlation" |
public static final String |
DATE |
"AsOfDate" |
public static final String |
PARAMETER_SET |
"ParameterSet" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
BUCKET |
"Bucket" |
public static final String |
RATING_CATEGORY |
"Rating Category" |
public static final String |
SECTOR_CATEGORY |
"Sector Category" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
BUCKET |
"Bucket" |
public static final String |
CREDIT_QUALITY |
"CSRQuality" |
public static final String |
SECTOR |
"CSRSector" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BUCKET |
"Bucket" |
public static final String |
DATE |
"AsOfDate" |
public static final String |
PARAMETER_SET |
"ParameterSet" |
public static final String |
RISK_WEIGHT |
"RiskWeight" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
ASSET_CLASS |
"Asset Class" |
public static final String |
ATTACHMENT |
"Attachment" |
public static final String |
CCY |
"Ccy" |
public static final String |
DETACHMENT |
"Detachment" |
public static final String |
DIRECTION |
"Direction" |
public static final String |
GROSS_JTD |
"GrossJTD" |
public static final String |
INSTRUMENT_LGD_TYPE |
"Instrument LGD Type" |
public static final String |
MATURITY |
"Maturity" |
public static final String |
NOTIONAL |
"Notional" |
public static final String |
OBLIGOR |
"ObligorId" |
public static final String |
OBLIGOR_CATEGORY |
"ObligorCategory" |
public static final String |
PRESENT_VALUE |
"PresentValue" |
public static final String |
RATING |
"Rating" |
public static final String |
RECOVERY_RATE |
"RecoveryRates" |
public static final String |
RECOVERY_VALUE |
"RecoveryValues" |
public static final String |
REGION |
"Region" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
SENIORITY |
"Seniority" |
public static final String |
TOPIC_DRC |
"DRC" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
TRANCHE |
"CSRTranche" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
CCY |
"Ccy" |
public static final String |
OBLIGOR |
"ObligorId" |
public static final String |
PROFIT_AND_LOSS |
"P&L" |
public static final String |
SCENARIO_IDS |
"ScenarioIds" |
public static final String |
SENIORITY |
"Seniority" |
public static final String |
TOPIC_DRC_NONLINEAR_RECOVERY |
"DRC_NONLINEAR_RECOVERY" |
public static final String |
TRADE_ID |
"TradeId" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
COUNT |
"Count" |
public static final String |
TOPIC_DRC_SCENARIO_COUNT |
"DRC_SCENARIO_COUNT" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
BOOK |
"Book" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
DATA_SET |
"DataSet" |
public static final String |
LEGAL_ENTITY |
"LegalEntity" |
public static final String |
LIQUIDITY_HORIZON |
"Liquidity Horizon" |
public static final String |
PL |
"PnL" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
TOPIC_IMA_SUMMARY |
"IMA_Summary" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
DATA_SET |
"DataSet" |
public static final String |
LIQUIDITY_HORIZON |
"Liquidity Horizon" |
public static final String |
PL |
"PnL" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
TOPIC_IMA_TRADES |
"IMA_Tades" |
public static final String |
TRADE_ID |
"TradeId" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
COMMOD_GRADE |
"CommodityGrade" |
public static final String |
COMMOD_LOCATION |
"CommodityLocation" |
public static final String |
COMMOD_ROUTE |
"CommodityRoute" |
public static final String |
COMMOD_TIME |
"CommodityTime" |
public static final String |
CSR_QUALITY |
"CSRQuality" |
public static final String |
CSR_RATING |
"CSRRating" |
public static final String |
CSR_SECTOR |
"CSRSector" |
public static final String |
CSR_TRANCHE |
"CSRTranche" |
public static final String |
EQUITY_ECONOMY |
"EquityEconomy" |
public static final String |
EQUITY_MARKET_CAP |
"EquityMarketCap" |
public static final String |
EQUITY_SECTOR |
"EquitySector" |
public static final String |
FX_COUNTER_CCY |
"UnderlyingFXRiskCcy" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
RISK_FACTOR_CCY |
"RiskFactorCcy" |
public static final String |
RISK_FACTOR_TYPE |
"Market Data Type" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
UNDERLYING |
"Underlying" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
COMMOD_GRADE |
"CommodityGrade" |
public static final String |
COMMOD_LOCATION |
"CommodityLocation" |
public static final String |
COMMOD_ROUTE |
"CommodityRoute" |
public static final String |
COMMOD_TIME |
"CommodityTime" |
public static final String |
CSR_QUALITY |
"CSRQuality" |
public static final String |
CSR_SECTOR |
"CSRSector" |
public static final String |
CSR_TRANCHE |
"CSRTranche" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
EQUITY_ECONOMY |
"EquityEconomy" |
public static final String |
EQUITY_MARKET_CAP |
"EquityMarketCap" |
public static final String |
EQUITY_SECTOR |
"EquitySector" |
public static final String |
FX_COUNTER_CCY |
"UnderlyingFXRiskCcy" |
public static final String |
FX_DIVIDER_ELIGIBILITY |
"FXDividerEligibility" |
public static final String |
PV_APPLIED |
"PVApplied" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
RISK_FACTOR_CCY |
"RiskFactorCcy" |
public static final String |
RISK_FACTOR_TYPE |
"Market Data Type" |
public static final String |
RISK_WEIGHT |
"RiskWeight" |
public static final String |
SHIFT_DOWN_PV |
"Shift_Down_PV" |
public static final String |
SHIFT_UP_PV |
"Shift_Up_PV" |
public static final String |
TOPIC_SENSITIVITIES |
"SBM_Curvature_Sensi" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
UNDERLYING |
"Underlying" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
COMMOD_GRADE |
"CommodityGrade" |
public static final String |
COMMOD_LOCATION |
"CommodityLocation" |
public static final String |
COMMOD_ROUTE |
"CommodityRoute" |
public static final String |
COMMOD_TIME |
"CommodityTime" |
public static final String |
CSR_QUALITY |
"CSRQuality" |
public static final String |
CSR_RATING |
"CSRRating" |
public static final String |
CSR_SECTOR |
"CSRSector" |
public static final String |
CSR_TRANCHE |
"CSRTranche" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
DELTA_SENSITIVITY |
"DeltaSensitivities" |
public static final String |
EQUITY_ECONOMY |
"EquityEconomy" |
public static final String |
EQUITY_MARKET_CAP |
"EquityMarketCap" |
public static final String |
EQUITY_SECTOR |
"EquitySector" |
public static final String |
FILE_NAME |
"SB*_Delta_Sensitivities*.csv" |
public static final String |
FX_COMPLEX_TRADE |
"FXComplexTrade" |
public static final String |
FX_COUNTER_CCY |
"UnderlyingFXRiskCcy" |
public static final String |
FX_DIVIDER_ELIGIBILITY |
"FXDividerEligibility" |
public static final String |
FX_OTHER_CCY |
"FXOtherCcy" |
public static final String |
ORIGINAL_OPTIONALITY |
"OriginalOptionality" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
RISK_FACTOR_CCY |
"RiskFactorCcy" |
public static final String |
RISK_FACTOR_TYPE |
"Market Data Type" |
public static final String |
SENSITIVITY_DATE |
"SensitivityDates" |
public static final String |
TOPIC_SENSITIVITIES |
"SBM_Delta_Sensi" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
UNDERLYING |
"Underlying" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
COMMOD_GRADE |
"CommodityGrade" |
public static final String |
COMMOD_LOCATION |
"CommodityLocation" |
public static final String |
COMMOD_ROUTE |
"CommodityRoute" |
public static final String |
COMMOD_TIME |
"CommodityTime" |
public static final String |
CSR_QUALITY |
"CSRQuality" |
public static final String |
CSR_SECTOR |
"CSRSector" |
public static final String |
CSR_TRANCHE |
"CSRTranche" |
public static final String |
CURRENCY |
"Ccy" |
public static final String |
EQUITY_ECONOMY |
"EquityEconomy" |
public static final String |
EQUITY_MARKET_CAP |
"EquityMarketCap" |
public static final String |
EQUITY_SECTOR |
"EquitySector" |
public static final String |
FX_COUNTER_CCY |
"UnderlyingFXRiskCcy" |
public static final String |
OPTION_MATURITY |
"OptionMaturity" |
public static final String |
RISK_CLASS |
"RiskClass" |
public static final String |
RISK_FACTOR |
"Risk Factor" |
public static final String |
RISK_FACTOR_CCY |
"RiskFactorCcy" |
public static final String |
RISK_FACTOR_TYPE |
"Market Data Type" |
public static final String |
TOPIC_SENSITIVITIES |
"SBM_Vega_Sensi" |
public static final String |
TRADE_ID |
"TradeId" |
public static final String |
UNDERLYING |
"Underlying" |
public static final String |
UNDERLYING_MATURITY |
"UnderlyingMaturity" |
public static final String |
VEGA_SENSITIVITY |
"VegaSensitivities" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
AS_OF_DATE |
"AsOfDate" |
public static final String |
BOOK |
"Book" |
public static final String |
EXOTIC_UNDERLYING |
"ExoticUnderlying" |
public static final String |
LEGAL_ENTITY |
"LegalEntity" |
public static final String |
NOTIONAL |
"Notional" |
public static final String |
NOTIONAL_CCY |
"NotionalCcy" |
public static final String |
OTHER_RESIDUAL_RISK_TYPE |
"OtherResidualRiskType" |
public static final String |
PRESENT_VALUE |
"PresentValue" |
public static final String |
PRESENT_VALUE_CCY |
"PVCcy" |
public static final String |
RESIDUAL_RISK |
"ResidualRisk" |
public static final String |
TOPIC_TRADES |
"Trade_Attributes" |
public static final String |
TRADE_DATE |
"TradeDate" |
public static final String |
TRADE_ID |
"TradeId" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DRILL_DOWN_TO |
"drillDownTo" |
public static final String |
DRILL_IN_DATA |
"drillIn.data" |
public static final String |
DRILL_IN_TYPE |
"drillInType" |
public static final String |
MEASURE_NAME_PATTERN |
"measureNamePattern" |
public static final String |
ON_COLUMNS |
"onColumns" |
public static final String |
ON_ROWS |
"onRows" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"DoubleVectorDisplayAll" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
DEFAULT_QUERY_TIMEOUT |
30000L |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADD_DATASTORE_DEFINITION |
"Add To Datastore" |
public static final String |
CHANGE_DATASTORE_SUBMISSION |
"Change The Datastore: " |
public static final String |
DELETE_DATASTORE_DEFINITION |
"Delete From Datastore" |
public static final String |
UPDATE_DATASTORE_DEFINITION |
"Update In Datastore" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
serialVersionUID |
-2034021743634789776L |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
ADD_DATASTORE_DEFINITION |
"Add To Datastore" |
public static final String |
CHANGE_DATASTORE_SUBMISSION |
"Change The Datastore: " |
public static final String |
DELETE_DATASTORE_DEFINITION |
"Delete From Datastore" |
public static final String |
UPDATE_DATASTORE_DEFINITION |
"Update In Datastore" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
ALLMember |
"[AllMember]" |
protected static final String |
EPOCH |
"epoch" |
protected static final String |
EPOCH_ID |
"epoch.id" |
protected static final String |
MEMBER_SEPARATOR |
"\\." |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
IS_FRTBDESK |
"Y" |
public static final String |
IS_NOT_FRTBDESK |
"N" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PUSH_NEW_BRANCH_PARENTCHILD_BOOK_TASK |
"New Branch" |
public static final String |
PUSH_NEW_BRANCH_WITH_CHANGES_PARENTCHILD_BOOK_TASK |
"New Branch Reorginization" |
public static final String |
PUSH_PARENTCHILD_BOOK_DEFINITION |
"Hierarchy Reorganization" |
public static final String |
PUSH_PARENTCHILD_BOOK_TASK |
"Simple Reorganization" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final long |
serialVersionUID |
-7239021743634789266L |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
BOOK_HIERARCHY_PROPERTY |
"bookHierarchy" |
public static final String |
BOOK_LEVEL_PROPERTY |
"bookLevel" |
public static final String |
DESK_LEVEL_PROPERTY |
"deskLevel" |
public static final String |
LEGAL_ENTITY_HIERARCHY_PROPERTY |
"legalEntityHierarchy" |
public static final String |
LEGAL_ENTITY_LEVEL_PROPERTY |
"legalEntityLevel" |
public static final String |
MODEL_LEVEL_PROPERTY |
"modelLevel" |
public static final String |
PLA_ZONE_LEVEL_PROPERTY |
"plaZoneLevel" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CROSS_COMMON_CURRENCY_PROPERTY |
"fx-rates.common-currency" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DATE_PARAM |
"date" |
public static final String |
DOWNLOAD_PARAM |
"download" |
public static final String |
FILENAME_PARAM |
"filename" |
public static final String |
SAVE_PARAM |
"save" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final int |
COLUMN_INDEX |
0 |
public static final boolean |
DEFAULT_DOWNLOAD |
true |
public static final boolean |
DEFAULT_SAVE |
false |
public static final int |
ROW_INDEX |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DEFAULT_DELIMITER |
"," |
public static final String |
DEFAULT_DOWNLOAD |
"true" |
public static final String |
DEFAULT_DOWNLOAD_PROPERTY |
"ima-summary.export.download" |
public static final String |
DEFAULT_FILENAME_FORMAT |
"IMA_Summary_{0}.csv" |
public static final String |
DEFAULT_FILENAME_PROPERTY |
"ima-summary.export.file-pattern" |
public static final String |
DEFAULT_MDX_FORMAT |
"WITH Member [Measures].[Date] AS [Dates].[Date].MemberValue Member [Measures].[Currency] AS \"{1}\" Member [Measures].[PnL] AS [Measures].[ES (PnL Vector) CCY] SELECT NON EMPTY \'{ [Measures].[Currency], [Measures].[PnL], [Measures].[Date] }\' ON COLUMNS, NON EMPTY Crossjoin( [Risk].[Data Sets].[Data Set].Members, [Booking].[Books].[Book].Members, [Organization].[Legal Entities].[Legal Entity].Members, [Risk].[Risk Factors].[Risk Factor].Members, [Risk].[Risk Classes].[RiskClass].Members, [Risk].[Liquidity Horizons].[Liquidity Horizon].Members ) ON ROWS FROM ( SELECT [Dates].[Date].[AsOfDate].[{0}] ON COLUMNS FROM [InternalModelApproachCube] )" |
public static final String |
DEFAULT_MDX_PROPERTY |
"ima-summary.export.mdx-pattern" |
public static final String |
DEFAULT_REFERENCE_CURRENCY |
"EUR" |
public static final String |
DEFAULT_REFERENCE_CURRENCY_PROPERTY |
"ima-summary.export.reference-currency" |
public static final String |
DEFAULT_SAVE |
"false" |
public static final String |
DEFAULT_SAVE_PROPERTY |
"ima-summary.export.save" |
public static final String |
DELIMITER_PARAM |
"delimiter" |
public static final String |
EXPORT_DIRECTORY_PROPERTY |
"ima-summary.export.directory" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
FX_DELIM |
"|" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"CustomReverseOrder" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"FRTBParameters_Value" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected final String |
riskMeasure |
"DRC" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
CREATE |
"CREATE" |
protected static final String |
DELETE |
"DELETE" |
protected static final String |
EXECUTE |
"EXECUTE" |
protected static final String |
MERGE |
"MERGE" |
protected static final String |
RELEASE |
"RELEASE" |
public static final String |
ROLE_ACTIVEMONITOR |
"ROLE_ACTIVEMONITOR" |
public static final String |
ROLE_ADMIN |
"ROLE_ADMIN" |
public static final String |
ROLE_APPROVER |
"ROLE_APPROVER" |
public static final String |
ROLE_TECH |
"ROLE_TECH" |
public static final String |
ROLE_USER |
"ROLE_USER" |
protected static final String |
UPDATE |
"UPDATE" |
public static final String |
USER_ACTIVEMONITOR |
"activeMonitor" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
CURRENT_SESSION_CONTEXT_CLASS |
"hibernate.current_session_context_class" |
protected static final String |
queryNodeName |
"FRTBCombinedCube" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"AlertWorkflowUnit" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final int |
FAILURE |
0 |
protected static final int |
GOOD |
2 |
public static final String |
KEY |
"MonitorEventWorkflowUnit" |
protected static final int |
STOP |
3 |
protected static final int |
WARNING |
1 |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"MonitorWorkflowUnit" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
KEY |
"ParameterWorkflowUnit" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
protected static final String |
DAY_FORMAT |
"dd-MM-yyyy HH:mm" |
public static final String |
KEY |
"UpdateParameterWorkflowUnit" |
protected static final String |
TIME_FORMAT |
"HH:mm" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
SCOPE__AS_OF_DATE |
"AsOfDate" |
public static final String |
TOPIC__ALL_IMA_DAILY |
"ALLIMADaily" |
public static final String |
TOPIC__ALL_SA |
"ALLSA" |
public static final String |
TOPIC__CA_SUMMARY_DATA |
"CASummaryData" |
public static final String |
TOPIC__CA_TRADE_DATA |
"CATradeData" |
public static final String |
TOPIC__CONFIGURATION_DATA |
"ConfigurationData" |
public static final String |
TOPIC__FX_DATA |
"FXData" |
public static final String |
TOPIC__IMA_DRC_SCENARIOS_DATA |
"IMADRCScenariosData" |
public static final String |
TOPIC__IMA_DRC_TRADE_DATA |
"IMADRCTradeData" |
public static final String |
TOPIC__IMA_SUMMARY |
"IMASummary" |
public static final String |
TOPIC__ORGANISATION_DATA |
"OrganisationData" |
public static final String |
TOPIC__PL_SUMMARY_DATA |
"PLSummaryData" |
public static final String |
TOPIC__PL_TRADE_DATA |
"PLTradeData" |
public static final String |
TOPIC__SA_DRC_DATA |
"SADRCData" |
public static final String |
TOPIC__SBM_DATA |
"SBMData" |
public static final String |
TOPIC__TRADE_BOOKING_DATA |
"TradeBookingData" |
public static final String |
TOPIC__TUPLE_DATA |
"TupleData" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONFIGURATION_DIRECTORY |
"configuration" |
public static final boolean |
CSV_FILESCAN_RECURSIVE |
true |
public static final String |
HISTORICAL_DIRECTORY |
"historical" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
DAY_COUNT_A_360 |
"A/360" |
public static final String |
DAY_COUNT_A_365 |
"A/365" |
public static final String |
DAY_COUNT_A_365_FIXED |
"A/365F" |
public static final String |
DAY_COUNT_DEFAULT |
"A/365" |
public static final String |
DAY_COUNT_PROPERTY |
"maturity-converter.day-count" |
public static final String |
MATURITY_CONVERTER_DRC_DEFAULT |
"legacy" |
public static final String |
MATURITY_CONVERTER_DRC_PROPERTY |
"maturity-converter.drc" |
public static final String |
MATURITY_CONVERTER_LEGACY |
"legacy" |
public static final String |
MATURITY_CONVERTER_SA_SBM_DEFAULT |
"legacy" |
public static final String |
MATURITY_CONVERTER_SA_SBM_PROPERTY |
"maturity-converter.sa.sbm" |
public static final String |
MATURITY_CONVERTER_SIMPLE |
"simple" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
NAMESPACE |
"documentation-measures" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
COOKIE_NAME |
"AP_JSESSIONID" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
CONTENTSERVER_DIRECTORY |
"/static/content/" |
public static final String |
CONTENTSERVER_PATH |
"/content/ui/" |
public static final String |
DOCS_DIRECTORY |
"/static/documentation/" |
public static final String |
DOCS_PATH |
"/documentation/" |
public static final String |
DOCTORPIVOT_DIRECTORY |
"/static/doctorpivot/" |
public static final String |
DOCTORPIVOT_PATH |
"/doctorpivot/" |
public static final String |
MEASURES_DIRECTORY |
"/static/documentation-measures/" |
public static final String |
MEASURES_PATH |
"/documentation-measures/" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
LOG_LOGGER_NAME_PROPERTY |
"logLoggerName" |
public static final String |
LOG_THREAD_PROPERTY |
"logThread" |
public static final String |
LOG_USER_PROPERTY |
"logUser" |
| Modifier and Type | Constant Field | Value |
|---|---|---|
public static final String |
PLUGIN_KEY |
"$like" |
Copyright © 2019. All rights reserved.