Constant Field Values

Contents

• com.activeviam.*
• com.qfs.*

com.activeviam.*

com.activeviam.frtb.cfg.impl.ASecurityConfig

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"

com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SUM_ABS_AGG"

com.activeviam.frtb.core.agg.impl.NonAggregateFunction

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"NON_AGG"

com.activeviam.frtb.core.calc.CommodityDeltaCalculations

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

com.activeviam.frtb.core.calc.CommodityVegaCalculations

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

com.activeviam.frtb.core.calc.CSRNSDeltaCalculations

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

com.activeviam.frtb.core.calc.CSRNSVegaCalculations

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

com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations

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

com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations

Modifier and Type	Constant Field	Value
public static final double	PRECISION	1.0E-15

com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations

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

com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations

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

com.activeviam.frtb.core.calc.EquityDeltaCalculations

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

com.activeviam.frtb.core.calc.EquityVegaCalculations

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

com.activeviam.frtb.core.calc.FXDeltaCalculations

Modifier and Type	Constant Field	Value
public static final double	PRECISION	1.0E-15

com.activeviam.frtb.core.calc.FXVegaCalculations

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

com.activeviam.frtb.core.calc.GIRRDeltaCalculations

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

com.activeviam.frtb.core.calc.GIRRVegaCalculations

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

com.activeviam.frtb.core.calc.RiskChargeCalculations

Modifier and Type	Constant Field	Value
public static final int	BUCKET_DIMENSIONS	1
public static final int	BUCKET_INDEX	0

com.activeviam.frtb.core.calc.ima.ITailMeasureCalc

Modifier and Type	Constant Field	Value
public static final String	ES	"ES"
public static final String	VAR	"VaR"

com.activeviam.frtb.core.calc.ima.ITailMeasureCalcAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"tailMeasureCalc"

com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	COMMODITY_BUCKETS_RISK_WEIGHT_STORE_BUCKET	"Bucket"
public static final String	COMMODITY_BUCKETS_RISK_WEIGHT_STORE_DESCRIPTION	"Description"
public static final String	COMMODITY_BUCKETS_RISK_WEIGHT_STORE_NAME	"CommodityBucketRiskWeights"
public static final String	COMMODITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT	"RiskWeight"
public static final String	COMMODITY_DELTA_DOUBLE_SUMS_STORE_BASIS	"Basis"
public static final String	COMMODITY_DELTA_DOUBLE_SUMS_STORE_COMMODITY	"Cty"
public static final String	COMMODITY_DELTA_DOUBLE_SUMS_STORE_NAME	"CommodityDeltaDoubleSums"
public static final String	COMMODITY_DELTA_DOUBLE_SUMS_STORE_TENOR	"Tenor"
public static final String	COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_BUCKET	"Bucket"
public static final String	COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_CORRELATION	"Correlation"
public static final String	COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_DESCRIPTION	"Description"
public static final String	COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_NAME	"CommodityIntraBucketCorrelations"
public static final String	COMMODITY_VEGA_DOUBLE_SUMS_STORE_COMMODITY	"Cty"
public static final String	COMMODITY_VEGA_DOUBLE_SUMS_STORE_NAME	"CommodityVegaDoubleSums"
public static final String	COMMODITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	COMMODITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	CSR_BUCKET_CORRELATIONS_STORE_BUCKET_X	"Bucket X"
public static final String	CSR_BUCKET_CORRELATIONS_STORE_BUCKET_Y	"Bucket Y"
public static final String	CSR_BUCKET_CORRELATIONS_STORE_CORRELATION	"Correlation"
public static final String	CSR_BUCKET_CORRELATIONS_STORE_NAME	"CSRBucketCorrelations"
public static final String	CSR_BUCKET_CORRELATIONS_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKETS_RISK_WEIGHT_STORE_BUCKET	"Bucket"
public static final String	CSR_BUCKETS_RISK_WEIGHT_STORE_NAME	"CSRBucketsRiskWeight"
public static final String	CSR_BUCKETS_RISK_WEIGHT_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT	"RiskWeight"
public static final String	CSR_NS_DELTA_DOUBLE_SUMS_STORE_BASIS	"Basis"
public static final String	CSR_NS_DELTA_DOUBLE_SUMS_STORE_CSR_NAME	"CSRName"
public static final String	CSR_NS_DELTA_DOUBLE_SUMS_STORE_NAME	"CsrNsDeltaDoubleSums"
public static final String	CSR_NS_DELTA_DOUBLE_SUMS_STORE_TENOR	"Tenor"
public static final String	CSR_NS_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS	"Basis"
public static final String	CSR_NS_VEGA_DOUBLE_SUMS_STORE_CSR_NAME	"CSRName"
public static final String	CSR_NS_VEGA_DOUBLE_SUMS_STORE_NAME	"CsrNsVegaDoubleSums"
public static final String	CSR_NS_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	CSR_NS_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_BASIS	"Basis"
public static final String	CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_CSR_NAME	"CSRName"
public static final String	CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_NAME	"CsrSecCtpDeltaDoubleSums"
public static final String	CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_TENOR	"Tenor"
public static final String	CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS	"Basis"
public static final String	CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_NAME	"CSRName"
public static final String	CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_NAME	"CsrSecCtpVegaDoubleSums"
public static final String	CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_BASIS	"Basis"
public static final String	CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_CSR_NAME	"CSRTranche"
public static final String	CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_NAME	"CsrSecNonCtpDeltaDoubleSums"
public static final String	CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_TENOR	"Tenor"
public static final String	CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS	"Basis"
public static final String	CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_TRANCHE	"CSRTranche"
public static final String	CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_NAME	"CsrSecNonCtpVegaDoubleSums"
public static final String	CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	DRC_WEIGHT_STORE_DEFAULT_RISK_WEIGHT	"DefaultRiskWeight"
public static final String	DRC_WEIGHT_STORE_NAME	"DRCWeight"
public static final String	DRC_WEIGHT_STORE_RATING	"Rating"
public static final String	EQUITY_BUCKETS_RISK_WEIGHT_STORE_BUCKET_NUMBER	"Bucket Number"
public static final String	EQUITY_BUCKETS_RISK_WEIGHT_STORE_NAME	"EquityBucketsRiskWeight"
public static final String	EQUITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT_REPO	"Risk Weight Repo"
public static final String	EQUITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT_SPOT	"Risk Weight Spot"
public static final String	EQUITY_DELTA_DOUBLE_SUMS_STORE_ISSUER	"Issuer"
public static final String	EQUITY_DELTA_DOUBLE_SUMS_STORE_NAME	"EquityDeltaDoubleSums"
public static final String	EQUITY_DELTA_DOUBLE_SUMS_STORE_TYPE	"Type"
public static final String	EQUITY_VEGA_DOUBLE_SUMS_STORE_ISSUER	"Issuer"
public static final String	EQUITY_VEGA_DOUBLE_SUMS_STORE_NAME	"EquityVegaDoubleSums"
public static final String	EQUITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	EQUITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	ERBA_RISK_WEIGHT_STORE_DEFAULT_RISK_WEIGHT	"DefaultRiskWeight"
public static final String	ERBA_RISK_WEIGHT_STORE_NAME	"ERBARiskWeight"
public static final String	ERBA_RISK_WEIGHT_STORE_RATING	"Rating"
public static final String	ERBA_RISK_WEIGHT_STORE_RATING_TYPE	"Type"
public static final String	ERBA_RISK_WEIGHT_STORE_SENIORITY	"Seniority"
public static final String	FRTB_PARAMETERS_STORE_KEY	"Key"
public static final String	FRTB_PARAMETERS_STORE_NAME	"FRTBParameters"
public static final String	FRTB_PARAMETERS_STORE_VALUE	"Value"
public static final String	FX_DELTA_DOUBLE_SUMS_STORE_CURRENCY	"Ccy"
public static final String	FX_DELTA_DOUBLE_SUMS_STORE_NAME	"FXDeltaDoubleSums"
public static final String	FX_DELTA_SPECIAL_CROSSES_STORE_DEN	"den"
public static final String	FX_DELTA_SPECIAL_CROSSES_STORE_NAME	"FXDeltaSpecialCrosses"
public static final String	FX_DELTA_SPECIAL_CROSSES_STORE_NUM	"num"
public static final String	FX_VEGA_DOUBLE_SUMS_STORE_CURRENCY	"Ccy"
public static final String	FX_VEGA_DOUBLE_SUMS_STORE_NAME	"FXVegaDoubleSums"
public static final String	FX_VEGA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	FX_VEGA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	GIRR_DELTA_DOUBLE_SUMS_STORE_CURVE	"Curve"
public static final String	GIRR_DELTA_DOUBLE_SUMS_STORE_NAME	"GIRRDeltaDoubleSums"
public static final String	GIRR_DELTA_DOUBLE_SUMS_STORE_VERTEX_1	"Vertex_1"
public static final String	GIRR_DELTA_DOUBLE_SUMS_STORE_VERTEX_2	"Vertex_2"
public static final String	GIRR_DELTA_WEIGHTING_STORE_NAME	"GIRRDeltaWeighting"
public static final String	GIRR_DELTA_WEIGHTING_STORE_RISK_WEIGHT	"RiskWeight"
public static final String	GIRR_DELTA_WEIGHTING_STORE_VERTEX	"Vertex"
public static final String	GIRR_MAJOR_CURRENCY_STORE_NAME	"GIRRMajorCurrency"
public static final String	GIRR_MAJOR_CURRENCY_STORE_SELECTED_CCY	"FRTB Selected CCY"
public static final String	GIRR_VEGA_DOUBLE_SUMS_STORE_NAME	"GIRRVegaDoubleSums"
public static final String	GIRR_VEGA_DOUBLE_SUMS_STORE_OPTION_MATURITY_1	"OptionMaturity_1"
public static final String	GIRR_VEGA_DOUBLE_SUMS_STORE_OPTION_MATURITY_2	"OptionMaturity_2"
public static final String	GIRR_VEGA_DOUBLE_SUMS_STORE_UNDERLYING_MATURITY_1	"UnderlyingMaturity_1"
public static final String	GIRR_VEGA_DOUBLE_SUMS_STORE_UNDERLYING_MATURITY_2	"UnderlyingMaturity_2"
public static final String	IMA_MULTIPLIER_STORE_MULTIPLIER	"Multiplier"
public static final String	IMA_MULTIPLIER_STORE_NAME	"IMAMultiplier"
public static final String	IMA_MULTIPLIER_STORE_NUM_EXCEPTIONS	"Num Exceptions"
public static final String	INSTRUMENT_TO_LGD_STORE_INSTRUMENT_LGD_TYPE	"Instrument LGD Type"
public static final String	INSTRUMENT_TO_LGD_STORE_LGD	"LGD"
public static final String	INSTRUMENT_TO_LGD_STORE_NAME	"InstrumentToLGD"
public static final String	LIQUIDITY_HORIZONS_STORE_INDEX	"Index"
public static final String	LIQUIDITY_HORIZONS_STORE_LIQUIDITY_HORIZON	"Liquidity Horizon"
public static final String	LIQUIDITY_HORIZONS_STORE_NAME	"LiquidityHorizons"
public static final String	OBLIGOR_TO_RISK_WEIGHT_OBLIGOR	"ObligorId"
public static final String	OBLIGOR_TO_RISK_WEIGHT_RISK_WEIGHT	"RiskWeight"
public static final String	OBLIGOR_TO_RISK_WEIGHT_STORE_NAME	"ObligorToRiskWeight"
public static final String	OPTION_RESIDUAL_MATURITY_VERTICES_STORE_INDEX	"Index"
public static final String	OPTION_RESIDUAL_MATURITY_VERTICES_STORE_NAME	"OptionResidualMaturityVertices"
public static final String	OPTION_RESIDUAL_MATURITY_VERTICES_STORE_RISK_CLASS	"RiskClass"
public static final String	OPTION_RESIDUAL_MATURITY_VERTICES_STORE_VERTEX	"Vertex"
public static final String	PARAMETER_SET	"ParameterSet"
public static final String	VEGA_LIQUIDITY_HORIZONS_STORE_NAME	"VegaRiskWeights"
public static final String	VEGA_LIQUIDITY_HORIZONS_STORE_RISK_CLASS	"RiskClass"
public static final String	VEGA_LIQUIDITY_HORIZONS_STORE_SUB_TYPE	"Sub Type"
public static final String	VEGA_LIQUIDITY_HORIZONS_STORE_VEGA_LH	"Liquidity Horizon"
public static final String	VERTICES_STORE_INDEX	"Index"
public static final String	VERTICES_STORE_NAME	"Vertices"
public static final String	VERTICES_STORE_RISK_CLASS	"RiskClass"
public static final String	VERTICES_STORE_RISK_MEASURE	"Risk Measure"
public static final String	VERTICES_STORE_VERTEX	"Vertex"

com.activeviam.frtb.core.constants.FrtbConfigProperties

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"

com.activeviam.frtb.core.constants.FRTBConstants

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

com.activeviam.frtb.core.constants.FRTBParameters

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"

com.activeviam.frtb.core.constants.FRTBParameterSets

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"

com.activeviam.frtb.core.constants.PostProcessorProperties

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"

com.activeviam.frtb.core.constants.QueryCacheConstants

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"

com.activeviam.frtb.core.constants.StoreFieldNames

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"

com.activeviam.frtb.core.constants.StoreNames

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"

com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_LOOKBACK	"20"

com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"BackTestingLookback"

com.activeviam.frtb.core.context.impl.CALookbackContextVal

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_LOOKBACK	"60"

com.activeviam.frtb.core.context.impl.CALookbackTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"CA-Lookback"

com.activeviam.frtb.core.context.impl.CorrelationHighStressTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"CorrelationHighStress"

com.activeviam.frtb.core.context.impl.CorrelationLowStressTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"CorrelationLowStress"

com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"DifferentiationStepSize"

com.activeviam.frtb.core.context.impl.ESTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ES"

com.activeviam.frtb.core.context.impl.ExoticResidualRiskWeightTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ExoticResidualRiskWeight"

com.activeviam.frtb.core.context.impl.FxMajorCcyPairAdjustmentTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"FxMajorCcyPairAdjustment"

com.activeviam.frtb.core.context.impl.GIRRMajorCurrencyAdjustmentTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"GIRRMajorCurrencyAdjustment"

com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_IMA_NUMBER_EXECPTIONS	0

com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ImaNbExceptions"

com.activeviam.frtb.core.context.impl.LiquidityHorizonTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"T"

com.activeviam.frtb.core.context.impl.NonExoticResidualRiskWeightTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"NonExoticResidualRiskWeight"

com.activeviam.frtb.core.context.impl.PLALookbackContextVal

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_LOOKBACK	"250"

com.activeviam.frtb.core.context.impl.PLALookbackTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"PLALookback"

com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal

Modifier and Type	Constant Field	Value
protected static final String	DEFAULT_HIERARCHY	"NONE"

com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ProRataHierarchy"

com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal

Modifier and Type	Constant Field	Value
protected static final String	DEFAULT_LEVEL	"NONE"

com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ProRataLeafLevel"

com.activeviam.frtb.core.context.impl.ReferenceCurrencyTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ReferenceCurrency"

com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal

Modifier and Type	Constant Field	Value
protected static final String	DEFAULT_LEVEL	"Enterprise"

com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ReferenceLevel"

com.activeviam.frtb.core.context.impl.RhoImccTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"rho (IMCC)"

com.activeviam.frtb.core.context.impl.RhoSesTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"rho (SES)"

com.activeviam.frtb.core.context.impl.VaRConfidenceTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"VaRConfidence"

com.activeviam.frtb.core.dates.IDrcMaturityConverterAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"drcMaturityConverter"

com.activeviam.frtb.core.dates.ISaSbmMaturityConverterAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"saSbmMaturityConverter"

com.activeviam.frtb.core.format.impl.DoubleArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"DOUBLE_ARRAY"

com.activeviam.frtb.core.format.impl.IntegerArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"INTEGER_ARRAY"

com.activeviam.frtb.core.format.impl.ObjectArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"OBJECT_ARRAY"

com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DRC_SCENARIO"

com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LookbackHierarchy"

com.activeviam.frtb.core.interpolation.impl.LinearInterpolator

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LINEAR_INTERPOLATOR"

com.activeviam.frtb.core.localDate.LocalDateFormatter

Modifier and Type	Constant Field	Value
protected static final long	serialVersionUID	3215648656L
public static final String	TYPE	"LOCALDATE"

com.activeviam.frtb.core.localDate.LocalDateLiteralType

Modifier and Type	Constant Field	Value
public static final String	LITERAL	"LOCALDATE"

com.activeviam.frtb.core.parameter.impl.ParameterSetUtils

Modifier and Type	Constant Field	Value
public static final String	PARAMETER_SET_ROOT	"BCBS"

com.activeviam.frtb.core.postprocessor.IPostProcessorPartitioningManagerAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"partitioningManagerFactory"

com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping

Modifier and Type	Constant Field	Value
public static final String	MAPPING_PREFETCHER_NAME	"mapping prefetcher"

com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"AGGREGATED_CAPITAL_CHARGE"

com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"CAPITAL_SURCHARGE"

com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"K_CAPITAL_SURCHARGE"

com.activeviam.frtb.core.postprocessor.combined.impl.FRTBModelFilter

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"FRTB_MODEL_FILTER"

com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"IMA_AGGREGATED_CAPITAL_CHARGE"

com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"null"

com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets

Modifier and Type	Constant Field	Value
public static final String	ADDITIONAL_DEPENDENCY_MEASURES	"AdditionalDependencyMeasures"
public static final String	PLUGIN_KEY	"RWA"

com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone

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"

com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DRC"

com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride

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"

com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario

Modifier and Type	Constant Field	Value
protected static final String	PLUGIN_KEY	"DrcScenario"

com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GROSS_JTD"

com.activeviam.frtb.core.postprocessor.drc.impl.LGD

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LOSS_GIVEN_DEFAULT"

com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"MATURITY_SCALING_FACTOR"

com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"NET_JTD"

com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"NET_JTD_TECHNICAL"

com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"NetJTDWeightings"

com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SCALED_GROSS_JTD"

com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WeightedNetJTD"

com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WTS"

com.activeviam.frtb.core.postprocessor.fxconversion.impl.FX

Modifier and Type	Constant Field	Value
public static final String	IS_STORED_AS_VECTOR	"isStoredAsVector"
public static final String	PLUGIN_KEY	"FX"

com.activeviam.frtb.core.postprocessor.fxconversion.impl.FXHandler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXHANDLER"

com.activeviam.frtb.core.postprocessor.fxconversion.impl.FXStream

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXSTREAM"

com.activeviam.frtb.core.postprocessor.fxconversion.impl.FXVector

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVector"

com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CONSTRAINED_ES"

com.activeviam.frtb.core.postprocessor.ima.impl.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"

com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio

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"

com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital

Modifier and Type	Constant Field	Value
public static final String	DATASET_PREFETCHER_NAME	"Dataset Prefetcher"
public static final String	PLUGIN_KEY	"ES_RISK_CAPITAL"

com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler

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"

com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ESLHAdjEuler"

com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"IMA_FILTER"

com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge

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"

com.activeviam.frtb.core.postprocessor.ima.impl.IMCC

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"

com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LHAdjESSquared"

com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient

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"

com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue

Modifier and Type	Constant Field	Value
public static final String	LH_LEVEL_PROPERTY	"LiquidityHorizonLevel"
public static final String	PLUGIN_KEY	"LiquidityHorizonValue"

com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"NEGATIVE_VALUE"

com.activeviam.frtb.core.postprocessor.ima.impl.Omega

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"

com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand

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"

com.activeviam.frtb.core.postprocessor.ima.impl.SES

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"

com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SESEuler"

com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SQRT_LH"

com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"UNCONSTRAINED_ES"

com.activeviam.frtb.core.postprocessor.ima.impl.VaR

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"

com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow

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"

com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive

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"

com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VectorStream2Position"

com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario

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"

com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap<OutputType>

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"

com.activeviam.frtb.core.postprocessor.impl.DifferentialSum

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DIFFERENTIAL_SUM"

com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying<OutputType>

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DistributedFirstUnderlying"
public static final String	PREFETCHER_NAME	"prefetcher"

com.activeviam.frtb.core.postprocessor.impl.DoubleAdd

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DOUBLE_ADD"

com.activeviam.frtb.core.postprocessor.impl.DoubleDiff

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"

com.activeviam.frtb.core.postprocessor.impl.DoubleDivision

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DOUBLE_DIVISION"

com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DoubleFiltering"

com.activeviam.frtb.core.postprocessor.impl.LEstimator

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"

com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula<OutputType>

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PartitionedFormula"

com.activeviam.frtb.core.postprocessor.impl.PnLES

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PLES"

com.activeviam.frtb.core.postprocessor.impl.PnLVar

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PLVAR"

com.activeviam.frtb.core.postprocessor.impl.ProRata

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ProRata"
public static final String	REFERENCE_LEVEL_PROPERTY	"referenceLevels"

com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"REFERENCE_LEVEL_CHOICE"

com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift

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"

com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SCALED_VECTOR_VALUE"
public static final String	REMOVE_PARTITION_LEVELS_PROPERTY	"removePartitionLevels"

com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SimpleIntegerMath"

com.activeviam.frtb.core.postprocessor.impl.SimpleMath

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"

com.activeviam.frtb.core.postprocessor.impl.VectorDiff

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"

com.activeviam.frtb.core.postprocessor.impl.VectorFiltering

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VectorFiltering"

com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor<OutputType,T>

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"

com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LookbackExpand"

com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"MeanLookback"

com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VectoriseLookback"

com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand<OutputType>

Modifier and Type	Constant Field	Value
public static final String	ANALYSIS_LEVELS_PROPERTY	"analysisLevels"

com.activeviam.frtb.core.postprocessor.pl.impl.Covariance

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"COVARIANCE"

com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EMPIRICAL_DISTRIBUTION"

com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"KS_TEST_METRIC"

com.activeviam.frtb.core.postprocessor.pl.impl.Outlier

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Outlier"

com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"OutlierDatesLookback"

com.activeviam.frtb.core.postprocessor.pl.impl.RankVector

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RANK_VECTOR"

com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"STANDARD_DEVIATION"

com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"StandardDeviationLookback"

com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SumIntegerLookback"

com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Variance"

com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VarPLScenarioExpand"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"APPLY_PV"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"APPLY_PV_DOWN"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"APPLY_PV_UP"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler

Modifier and Type	Constant Field	Value
public static final int	AGGREGATES_MAP_UNDLERLYING_MEASURE	0

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums<T>

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

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear<T>

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition<T>

Modifier and Type	Constant Field	Value
public static final String	HIGH	"high"
public static final String	LOW	"low"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear

Modifier and Type	Constant Field	Value
public static final int	DOUBLE_SUMS_UNDLERLYING_MEASURE	0

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight<T>

Modifier and Type	Constant Field	Value
public static final String	BUCKET_LEVEL_PROPERTY	"BucketLevel"
public static final String	LEVELS_PROPERTY	"leafLevels"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap<T>

Modifier and Type	Constant Field	Value
public static final String	WEIGHTED_SENSITIVITIES_PREFETCHER_NAME	"Weighted Sensitivities Prefetcher"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"COMMODITY_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"COMMODITY_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Commodity_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Commodity_Vega_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CommodityVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"COMMODITY_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Commodity_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_NS_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_NS_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_NS_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRNSVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_NS_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_NS_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_CTP_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_CTP_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCTPInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpDeltaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCTPDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCTPDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_CTP_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_Sec_CTP_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_Sec_CTP_Vega_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCtpVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecCTPVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_CTP_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_Sec_Ctp_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaRiskPositionSquared"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_Vega_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSRSecNonCTPVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CSR_SEC_NON_CTP_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CurvatureDeltaWeightedSensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Curvature_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CURVATURE_RISK_POSITION_MAX"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SB_FOR_SELECTED_SCENARIO"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CURVATURE_TO_DELTA_SHIFT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DELTA_DOUBLE_SUMS_EXPAND"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EQUITY_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EQUITY_CURVATURE_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	MAPPING_PREFETCHER_NAME	"mapping prefetcher"
public static final String	PLUGIN_KEY	"EquityDeltaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EQUITY_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Equity_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EquityVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EQUITY_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Equity_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FilterCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FilterCVR"
public static final String	POSITIVE_PROPERTY	"positive"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_Delta_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_Vega_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FX_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_CURVATURE_CVR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_CVR_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRInterpolatedShock"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaRiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRDeltaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_DELTA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_VERTICES_EXPAND_FILTERED"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_DELTA_VERTICES_RISK_WEIGHT_EXPAND"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_Delta_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRVegaAggregatesMap"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRVegaRiskChargeDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRVegaRiskCharge"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_Vega_Risk_Position"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRVegaCorrelations"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRRVegaRiskPositionDoubleSums"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_VEGA_RISK_WEIGHT"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_VEGA_VERTICES_EXPAND_FILTERED"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"GIRR_Vega_Weighted_Sensitivity"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge

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"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RISK MEASURE AWARE"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RiskPosition"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPositionEuler

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"EulerAllocation"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RISK TYPE AWARE"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RISK TYPE AWARE VECTOR"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RRAOWeightedNotional"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VEGA_DOUBLE_SUMS_EXPAND"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VEGA_EXPAND"

com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VERTICES_EXPAND"

com.activeviam.frtb.core.services.IDataAvailability.IAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"dataAvailabilityFactory"

com.activeviam.frtb.core.services.IDistributionAwareQueryRunner.Aware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"distributionAwareQueryRunnerFactory"

com.activeviam.frtb.core.services.IOrganisationHierarchyMap.Aware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"organisationHierarchyMapFactory"

com.activeviam.frtb.core.services.IPostProcessorErrorHandler.IAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"errorHandler"

com.activeviam.frtb.core.utils.PostProcessorUtils

Modifier and Type	Constant Field	Value
public static final String	MEASURE_DELIMITER	","

com.activeviam.frtb.core.utils.ReferenceLevelUtils

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"

com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig

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"

com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig

Modifier and Type	Constant Field	Value
protected static final long	DEFAULT_QUERY_TIMEOUT	30000L

com.activeviam.frtb.es.tool.cfg.impl.I18nConfig

Modifier and Type	Constant Field	Value
protected static final String	I18N_FOLDER	"i18n"
protected static final String	I18N_RESOURCE_FOLDER	"i18n"

com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig

Modifier and Type	Constant Field	Value
public static final String	COOKIE_NAME	"AP_JSESSIONID"

com.activeviam.frtb.es.tool.cfg.impl.SourceConfig

Modifier and Type	Constant Field	Value
public static final String	ES_STRESS_PERIOD_STORE	"ESStressPeriod"

com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ESStressPeriodSlidingWindow"

com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"DOUBLE_ARRAY"

com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"INTEGER_ARRAY"

com.activeviam.frtb.es.tool.localdate.LocalDateFormatter

Modifier and Type	Constant Field	Value
protected static final long	serialVersionUID	3215648656L
public static final String	TYPE	"LOCALDATE"

com.activeviam.frtb.es.tool.localdate.LocalDateLiteralType

Modifier and Type	Constant Field	Value
public static final String	LITERAL	"LOCALDATE"

com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ES_STRESS_PERIOD"

com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ES_STRESS_PERIOD_RESUL_TYPE"

com.activeviam.frtb.es.tool.rest.service.IFrtbEsToolRestService

Modifier and Type	Constant Field	Value
public static final String	FILENAME_PARAM	"filename"

com.activeviam.frtb.es.tool.rest.service.impl.FrtbEsToolRestService

Modifier and Type	Constant Field	Value
protected static final String	BLACKLIST_MESSAGE	"The input contains invalid characters."

com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants

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"

com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants

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"

com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig

Modifier and Type	Constant Field	Value
public static final int	DEFAULT_CSV_SOURCE_POLLING_DELAY	10000
protected static final String	FILE_PATTERN_PREFIX	"glob:"

com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters

Modifier and Type	Constant Field	Value
public final boolean	accumulate	false

com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig

Modifier and Type	Constant Field	Value
public static final String	COOKIE_NAME	"AM_JSESSIONID"

com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig

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"

com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig

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"

com.activeviam.frtb.ref.cfg.impl.DatastoreConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	BOOK_HIERARCHY_STORE_DESK_MODEL	"FRTB_Desk_Model"
public static final int	BOOK_HIERARCHY_STORE_HIERARCHIES	15
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_BOOK	"Book"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_CATEGORY	"Category"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_DESK	"Desk"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_1	"HierarchyLevel1"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_10	"HierarchyLevel10"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_11	"HierarchyLevel11"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_12	"HierarchyLevel12"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_13	"HierarchyLevel13"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_14	"HierarchyLevel14"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_15	"HierarchyLevel15"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_2	"HierarchyLevel2"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_3	"HierarchyLevel3"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_4	"HierarchyLevel4"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_5	"HierarchyLevel5"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_6	"HierarchyLevel6"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_7	"HierarchyLevel7"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_8	"HierarchyLevel8"
public static final String	BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_9	"HierarchyLevel9"
public static final String	BOOK_HIERARCHY_STORE_NAME	"BookHierarchy"
public static final String	BOOK_HIERARCHY_STORE_PLA_ZONE	"PLA_Zone"
public static final String	BOOK_PARENT_CHILD_STORE_CATEGORY	"Category"
public static final String	BOOK_PARENT_CHILD_STORE_CHILD	"Child"
public static final String	BOOK_PARENT_CHILD_STORE_DESK_MODEL	"FRTB_Desk_Model"
public static final String	BOOK_PARENT_CHILD_STORE_FRTB_DESK	"Desk"
public static final String	BOOK_PARENT_CHILD_STORE_NAME	"BookParentChild"
public static final String	BOOK_PARENT_CHILD_STORE_PARENT	"Parent"
public static final String	BOOK_PARENT_CHILD_STORE_PLA_ZONE	"PLA_Zone"
public static final String	FX_STORE_BASE_CCY	"BaseCcy"
public static final String	FX_STORE_COUNTER_CCY	"CounterCcy"
public static final String	FX_STORE_FX_RATE	"FxRate"
public static final String	FX_STORE_NAME	"FXRates"
public static final int	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES	5
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEGAL_ENTITY	"LegalEntity"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_1	"HierarchyLevel1"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_2	"HierarchyLevel2"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_3	"HierarchyLevel3"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_4	"HierarchyLevel4"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_5	"HierarchyLevel5"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_NAME	"LegalEntityHierarchy"
public static final String	LEGAL_ENTITY_PARENT_CHILD_STORE_CHILD	"Child"
public static final String	LEGAL_ENTITY_PARENT_CHILD_STORE_NAME	"LegalEntityParentChild"
public static final String	LEGAL_ENTITY_PARENT_CHILD_STORE_PARENT	"Parent"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"
public static final String	TRADE_MAPPING_STORE_BOOK	"Book"
public static final String	TRADE_MAPPING_STORE_LEGAL_ENTITY	"LegalEntity"
public static final String	TRADE_MAPPING_STORE_NAME	"TradeMapping"
public static final String	TRADE_MAPPING_STORE_TRADE_DATE	"TradeDate"
public static final String	TRADE_MAPPING_STORE_TRADE_ID	"TradeId"

com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig

Modifier and Type	Constant Field	Value
public static final String	PRIVATE	"private"
public static final String	PRODUCTION	"production"

com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig

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"

com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig

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"

com.activeviam.frtb.ref.cfg.impl.InitialMonitorLoadingCondition

Modifier and Type	Constant Field	Value
public static final String	LOADING_PROPERTY	"frtb.reference.dataLoad.activemonitor"

com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig

Modifier and Type	Constant Field	Value
public static final String	LOADING_PROPERTY	"frtb.reference.dataLoad.repository"

com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig

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}"

com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig

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]"

com.activeviam.frtb.ref.cfg.impl.PostProcessorPartitioningManager

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_AGGREGATION_FUNCTION	"SUM"

com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	COMMODITY_BUCKET_STORE_BUCKET	"Bucket"
public static final String	COMMODITY_BUCKET_STORE_NAME	"CommodityBuckets"
public static final String	COMMODITY_BUCKET_STORE_UNDERLYING_COMMODITY	"Underlying"
public static final String	CSR_BUCKET_DESCRIPTION_STORE_BUCKET	"Bucket"
public static final String	CSR_BUCKET_DESCRIPTION_STORE_NAME	"CSRBucketDesc"
public static final String	CSR_BUCKET_DESCRIPTION_STORE_RATING_CATEGORY	"Rating Category"
public static final String	CSR_BUCKET_DESCRIPTION_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKET_DESCRIPTION_STORE_SECTOR_CATEGORY	"Sector Category"
public static final String	CSR_BUCKETS_NON_SEC_STORE	"CSRNonSecBucket"
public static final String	CSR_BUCKETS_NON_SEC_STORE_BUCKET	"Bucket"
public static final String	CSR_BUCKETS_NON_SEC_STORE_CREDIT_QUALITY	"CSRQuality"
public static final String	CSR_BUCKETS_NON_SEC_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKETS_NON_SEC_STORE_SECTOR	"CSRSector"
public static final String	CSR_BUCKETS_SEC_CTP_STORE	"CSRSecCTPBucket"
public static final String	CSR_BUCKETS_SEC_CTP_STORE_BUCKET	"Bucket"
public static final String	CSR_BUCKETS_SEC_CTP_STORE_CREDIT_QUALITY	"CSRQuality"
public static final String	CSR_BUCKETS_SEC_CTP_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKETS_SEC_CTP_STORE_SECTOR	"CSRSector"
public static final String	CSR_BUCKETS_SEC_NON_CTP_STORE	"CSRSecNonCTPBucket"
public static final String	CSR_BUCKETS_SEC_NON_CTP_STORE_BUCKET	"Bucket"
public static final String	CSR_BUCKETS_SEC_NON_CTP_STORE_CREDIT_QUALITY	"CSRQuality"
public static final String	CSR_BUCKETS_SEC_NON_CTP_STORE_RISK_CLASS	"RiskClass"
public static final String	CSR_BUCKETS_SEC_NON_CTP_STORE_SECTOR	"CSRSector"
public static final String	CURVATURE_STORE_CURRENCY	"Ccy"
public static final String	CURVATURE_STORE_FX_DIVIDER_ELIGIBILITY	"FXDividerEligibility"
public static final String	CURVATURE_STORE_NAME	"Curvature"
public static final String	CURVATURE_STORE_PV_APPLIED	"PVApplied"
public static final String	CURVATURE_STORE_RISK_CLASS	"RiskClass"
public static final String	CURVATURE_STORE_RISK_FACTOR	"Risk Factor"
public static final String	CURVATURE_STORE_RISK_MEASURE	"Risk Measure"
public static final String	CURVATURE_STORE_RISK_WEIGHT	"RiskWeight"
public static final String	CURVATURE_STORE_SHIFT_DOWN_PV	"Shift_Down_PV"
public static final String	CURVATURE_STORE_SHIFT_UP_PV	"Shift_Up_PV"
public static final String	CURVATURE_STORE_TRADE_ID	"TradeId"
public static final String	DEFAULT_RISK_CHARGE_STORE_CCY	"Ccy"
public static final String	DEFAULT_RISK_CHARGE_STORE_DIRECTION	"Direction"
public static final String	DEFAULT_RISK_CHARGE_STORE_GROSS_JTD	"GrossJTD"
public static final String	DEFAULT_RISK_CHARGE_STORE_INSTRUMENT_LGD_TYPE	"Instrument LGD Type"
public static final String	DEFAULT_RISK_CHARGE_STORE_MARKET_VALUE	"PresentValue"
public static final String	DEFAULT_RISK_CHARGE_STORE_MARKET_VALUE_OVERRIDDEN	"PresentValueOverridden"
public static final String	DEFAULT_RISK_CHARGE_STORE_MATURITY	"Maturity"
public static final String	DEFAULT_RISK_CHARGE_STORE_NAME	"DRCBase"
public static final String	DEFAULT_RISK_CHARGE_STORE_NOTIONAL	"Notional"
public static final String	DEFAULT_RISK_CHARGE_STORE_NOTIONAL_OVERRIDDEN	"NotionalOverridden"
public static final String	DEFAULT_RISK_CHARGE_STORE_OBLIGOR	"ObligorId"
public static final String	DEFAULT_RISK_CHARGE_STORE_RISK_CLASS	"RiskClass"
public static final String	DEFAULT_RISK_CHARGE_STORE_SENIORITY	"Seniority"
public static final String	DEFAULT_RISK_CHARGE_STORE_TRADE_ID	"TradeId"
public static final String	DEFAULT_RISK_CHARGE_STORE_TRANCHE	"CSRTranche"
public static final String	DELTA_STORE_DELTA_CURRENCY	"Ccy"
public static final String	DELTA_STORE_DELTA_SENSITIVITIES	"DeltaSensitivities"
public static final String	DELTA_STORE_DELTA_SENSITIVITIES_INTERPOLATED	"DeltaSensitivities - Interpolated"
public static final String	DELTA_STORE_FX_COMPLEX_TRADE	"FXComplexTrade"
public static final String	DELTA_STORE_FX_DIVIDER_ELIGIBILITY	"FXDividerEligibility"
public static final String	DELTA_STORE_FX_OTHER_CCY	"FXOtherCcy"
public static final String	DELTA_STORE_NAME	"Delta"
public static final String	DELTA_STORE_OPTIONALITY	"Optionality"
public static final String	DELTA_STORE_ORIGINAL_OPTIONALITY	"OriginalOptionality"
public static final String	DELTA_STORE_RISK_CLASS	"RiskClass"
public static final String	DELTA_STORE_RISK_FACTOR	"Risk Factor"
public static final String	DELTA_STORE_RISK_MEASURE	"Risk Measure"
public static final String	DELTA_STORE_SENSITIVITY_DATES	"SensitivityDates"
public static final String	DELTA_STORE_TRADE_ID	"TradeId"
public static final String	DRC_SEC_NON_CTP_BUCKETS_STORE_ASSET_CLASS	"Asset Class"
public static final String	DRC_SEC_NON_CTP_BUCKETS_STORE_BUCKET	"Bucket"
public static final String	DRC_SEC_NON_CTP_BUCKETS_STORE_NAME	"DrcSecNonCtpBuckets"
public static final String	DRC_SEC_NON_CTP_BUCKETS_STORE_REGION	"Region"
public static final String	EQUITY_BUCKETS_STORE_BUCKET	"Bucket"
public static final String	EQUITY_BUCKETS_STORE_ISSUER_ECONOMY	"EquityEconomy"
public static final String	EQUITY_BUCKETS_STORE_ISSUER_SECTOR	"EquitySector"
public static final String	EQUITY_BUCKETS_STORE_MARKET_CAP	"EquityMarketCap"
public static final String	EQUITY_BUCKETS_STORE_NAME	"EquityBuckets"
public static final String	FX_BUCKETS_STORE_BUCKET	"Bucket"
public static final String	FX_BUCKETS_STORE_NAME	"FxBuckets"
public static final String	FX_BUCKETS_STORE_RISK_FACTOR	"Risk Factor"
public static final String	GIRR_BUCKETS_STORE_BUCKET	"Bucket"
public static final String	GIRR_BUCKETS_STORE_NAME	"GIRRBuckets"
public static final String	GIRR_BUCKETS_STORE_RISK_CLASS	"RiskClass"
public static final String	MARKET_DATA_DESCRIPTION_STORE_CCY	"RiskFactorCcy"
public static final String	MARKET_DATA_DESCRIPTION_STORE_COMMODITY_GRADE	"CommodityGrade"
public static final String	MARKET_DATA_DESCRIPTION_STORE_COMMODITY_LOCATION	"CommodityLocation"
public static final String	MARKET_DATA_DESCRIPTION_STORE_COMMODITY_ROUTE	"CommodityRoute"
public static final String	MARKET_DATA_DESCRIPTION_STORE_COMMODITY_TIME	"CommodityTime"
public static final String	MARKET_DATA_DESCRIPTION_STORE_COUNTER_CCY	"UnderlyingFXRiskCcy"
public static final String	MARKET_DATA_DESCRIPTION_STORE_CREDIT_QUALITY	"CSRQuality"
public static final String	MARKET_DATA_DESCRIPTION_STORE_EQUITY_ECONOMY	"EquityEconomy"
public static final String	MARKET_DATA_DESCRIPTION_STORE_EQUITY_MARKET_CAP	"EquityMarketCap"
public static final String	MARKET_DATA_DESCRIPTION_STORE_EQUITY_SECTOR	"EquitySector"
public static final String	MARKET_DATA_DESCRIPTION_STORE_MARKET_DATA_TYPE	"Market Data Type"
public static final String	MARKET_DATA_DESCRIPTION_STORE_NAME	"MarketDataDescription"
public static final String	MARKET_DATA_DESCRIPTION_STORE_RATING	"CSRRating"
public static final String	MARKET_DATA_DESCRIPTION_STORE_RISK_CLASS	"RiskClass"
public static final String	MARKET_DATA_DESCRIPTION_STORE_RISK_FACTOR	"Risk Factor"
public static final String	MARKET_DATA_DESCRIPTION_STORE_RISK_MEASURE	"Risk Measure"
public static final String	MARKET_DATA_DESCRIPTION_STORE_SECTOR	"CSRSector"
public static final String	MARKET_DATA_DESCRIPTION_STORE_TRANCHE	"CSRTranche"
public static final String	MARKET_DATA_DESCRIPTION_STORE_UNDERLYING	"Underlying"
public static final String	MARKET_DATA_DESCRIPTION_STORE_UNDERLYING_FX_ORIGINAL_CCY	"UnderlyingFXOriginalCcy"
public static final String	OBLIGOR_STORE_NAME	"Obligor"
public static final String	OBLIGOR_STORE_OBLIGOR	"ObligorId"
public static final String	OBLIGOR_STORE_OBLIGOR_CATEGORY	"ObligorCategory"
public static final String	OBLIGOR_STORE_RATING	"Rating"
public static final String	SA_TRADE_DESCRIPTION_STORE_EXOTIC_UNDERLYING	"ExoticUnderlying"
public static final String	SA_TRADE_DESCRIPTION_STORE_NAME	"SATradeDescription"
public static final String	SA_TRADE_DESCRIPTION_STORE_NOTIONAL	"Notional"
public static final String	SA_TRADE_DESCRIPTION_STORE_NOTIONAL_CCY	"NotionalCcy"
public static final String	SA_TRADE_DESCRIPTION_STORE_OTHER_RESIDUAL_RISK_TYPE	"OtherResidualRiskType"
public static final String	SA_TRADE_DESCRIPTION_STORE_PRESENT_VALUE	"PresentValue"
public static final String	SA_TRADE_DESCRIPTION_STORE_PRESENT_VALUE_CCY	"PVCcy"
public static final String	SA_TRADE_DESCRIPTION_STORE_RESIDUAL_RISK	"ResidualRisk"
public static final String	SA_TRADE_DESCRIPTION_STORE_TRADE_ID	"TradeId"
public static final String	SENIORITY_DESCRIPTION_STORE_NAME	"SeniorityDescription"
public static final String	SENIORITY_DESCRIPTION_STORE_RANKING	"Ranking"
public static final String	SENIORITY_DESCRIPTION_STORE_SENIORITY	"Seniority"
public static final String	TRADE_BASE_STORE_NAME	"TradeBase"
public static final String	TRADE_BASE_STORE_RISK_CLASS	"RiskClass"
public static final String	TRADE_BASE_STORE_RISK_FACTOR	"Risk Factor"
public static final String	TRADE_BASE_STORE_RISK_MEASURE	"Risk Measure"
public static final String	TRADE_BASE_STORE_TRADE_ID	"TradeId"
public static final String	TRANCHE_STORE_ASSET_CLASS	"Asset Class"
public static final String	TRANCHE_STORE_ATTACHMENT	"Attachment"
public static final String	TRANCHE_STORE_DETACHMENT	"Detachment"
public static final String	TRANCHE_STORE_NAME	"Tranche"
public static final String	TRANCHE_STORE_RATING	"Rating"
public static final String	TRANCHE_STORE_REGION	"Region"
public static final String	TRANCHE_STORE_TRANCHE	"CSRTranche"
public static final String	VEGA_STORE_EXPIRY_DATES	"OptionMaturity"
public static final String	VEGA_STORE_NAME	"Vega"
public static final String	VEGA_STORE_RISK_CLASS	"RiskClass"
public static final String	VEGA_STORE_RISK_FACTOR	"Risk Factor"
public static final String	VEGA_STORE_RISK_MEASURE	"Risk Measure"
public static final String	VEGA_STORE_SENSITIVITY_CURRENCY	"Ccy"
public static final String	VEGA_STORE_TRADE_ID	"TradeId"
public static final String	VEGA_STORE_UNDERLYING_MATURITIES	"UnderlyingMaturity"
public static final String	VEGA_STORE_VEGA_SENSITIVITIES	"VegaSensitivities"
public static final String	VEGA_STORE_VEGA_SENSITIVITIES_INTERPOLATED	"VegaSensitivities - Interpolated"

com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig

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"

com.activeviam.frtb.ref.cfg.impl.SourceConfig

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"

com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure

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."

com.activeviam.frtb.ref.cfg.measures.IMAMeasure

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"

com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder

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"

com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder

Modifier and Type	Constant Field	Value
public static final String	CUBE	"IMADRCCube"

com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder

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[#,###]"

com.activeviam.frtb.ref.cfg.measures.impl.IMASummaryMeasureBuilder

Modifier and Type	Constant Field	Value
public static final String	CUBE	"IMASummaryCube"

com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder

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"

com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder

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"

com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder

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"

com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder

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"

com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants

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"

com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants

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"

com.activeviam.frtb.ref.drillin.DrillInConstants

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"

com.activeviam.frtb.ref.drillthrough.impl.DoubleVectorDisplayAll

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DoubleVectorDisplayAll"

com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig

Modifier and Type	Constant Field	Value
protected static final long	DEFAULT_QUERY_TIMEOUT	30000L

com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter

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"

com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfException

Modifier and Type	Constant Field	Value
protected static final long	serialVersionUID	-2034021743634789776L

com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter

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"

com.activeviam.frtb.ref.events.MdxEventFormatter

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	"\\."

com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder

Modifier and Type	Constant Field	Value
public static final String	IS_FRTBDESK	"Y"
public static final String	IS_NOT_FRTBDESK	"N"

com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

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"

com.activeviam.frtb.ref.parentchild.submitter.ParentChildWhatIfException

Modifier and Type	Constant Field	Value
protected static final long	serialVersionUID	-7239021743634789266L

com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap

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"

com.activeviam.frtb.ref.services.impl.FxRates

Modifier and Type	Constant Field	Value
public static final String	CROSS_COMMON_CURRENCY_PROPERTY	"fx-rates.common-currency"

com.activeviam.frtb.ref.services.rest.IIMASummaryRestService

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"

com.activeviam.frtb.ref.services.rest.impl.AIMASummaryRestService

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

com.activeviam.frtb.ref.services.rest.impl.IMASummaryRestService

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"

com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator

Modifier and Type	Constant Field	Value
public static final String	FX_DELIM	"|"

com.activeviam.frtb.ref.source.comparators.TradeDatesComparator

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CustomReverseOrder"

com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser

Modifier and Type	Constant Field	Value
public static final String	KEY	"FRTBParameters_Value"

com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher

Modifier and Type	Constant Field	Value
protected final String	riskMeasure	"DRC"

com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager

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"

com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig

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"

com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"AlertWorkflowUnit"

com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit

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

com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"MonitorWorkflowUnit"

com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"ParameterWorkflowUnit"

com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit

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"

com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig

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"

com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig

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"

com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig

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"

com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig

Modifier and Type	Constant Field	Value
public static final String	NAMESPACE	"documentation-measures"

com.activeviam.frtb.starter.cfg.impl.SecurityConfig

Modifier and Type	Constant Field	Value
public static final String	COOKIE_NAME	"AP_JSESSIONID"

com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler

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/"

com.activeviam.frtb.starter.logging.QFSFormatter

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"

com.qfs.*

com.qfs.store.service.impl.TempLikeConditionFactory

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"$like"