Index (ActivePivot FRTB Application 2.2.0-jdk11 API)

A B C D E F G H I J K L M N O P Q R S T U V W Y
All Classes All Packages

A

AAnalysisLevelsExpand<OutputType> - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Used in combination with an Analysis Hierarchy to expand a vector to show a value by row
AAnalysisLevelsExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
ABaseTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl
ABaseTuplePublisher(IDatastore, String) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
AbsoluteSumAggregationFunction - Class in com.activeviam.frtb.core.agg.impl: Aggregation function that returns the sum of absolute values.
AbsoluteSumAggregationFunction() - Constructor for class com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction
accept(ITuplePublisherDlcHealthEventHandler) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ITuplePublisherDlcHealthEventHandler.ITuplePublisherDlcHealthEvent
accept(ITuplePublisherDlcHealthEventHandler) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
accept(ITuplePublisherDlcHealthEventHandler) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
accept(IHealthEventHandler) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ITuplePublisherDlcHealthEventHandler.ITuplePublisherDlcHealthEvent
accumulate - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
AConfigurationSourceConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the FRTB Application services.
The parameters of the FRTB Services can be quickly changed by modifying the frtb.properties file.
AConfigurationSourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
ACR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
ACR_IRT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
ACR_NON_IRT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
ACR_UNFILTERED - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
ACSVSourceConfig - Class in com.activeviam.frtb.ref.cfg.impl
ACSVSourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
ACSVSourceConfig.ChannelParameters - Class in com.activeviam.frtb.ref.cfg.impl: Internal class to handle channel parameters.
actionsToGrantedRoles - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
activeMonitorGrantedAuthorities() - Static method in class com.activeviam.frtb.cfg.impl.ASecurityConfig: The authorities of the sentinel technical user
activeMonitorGrantedAuthorities() - Static method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig: The authorities of the sentinel technical user
ActiveMonitorSecurityConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration fragment for security.
ActiveMonitorSecurityConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig
ActiveMonitorSecurityConfig.DefaultSecurityConfigurer - Class in com.activeviam.frtb.ref.cfg.impl
ActiveMonitorSecurityConfig.DefaultSecurityConfigurer.JwtSecurityConfigurer - Class in com.activeviam.frtb.ref.cfg.impl
ActiveMonitorSecurityConfig.DefaultSecurityConfigurer.VersionSecurityConfig - Class in com.activeviam.frtb.ref.cfg.impl
ActiveMonitorServerConfig - Class in com.activeviam.frtb.ref.cfg.impl: ActiveMonitor application configuration This class imports the Spring configuration classes and defines additional beans.
ActiveMonitorServerConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorServerConfig
ActivePivotBranchPermissionsManagerConfig - Class in com.activeviam.frtb.ref.cfg.impl
ActivePivotBranchPermissionsManagerConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActivePivotBranchPermissionsManagerConfig
activePivotConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
activePivotConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
activePivotContentService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.LocalContentServiceConfig
activePivotContentService() - Method in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig: Service used to store the ActivePivot descriptions and the entitlements (i.e.
ActivePivotSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
ActivePivotSecurityConfigurer() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
ACTUAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
ACTUAL_PL_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
ACTUAL_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
ACubeExportRestService - Class in com.activeviam.frtb.ref.services.rest.impl
ACubeExportRestService(IQueriesService) - Constructor for class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
ACurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Abstract PostProcessor used to calculate the two branches of the curvature CVR (MAR21.5 (2)).
ACurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
ACurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
ACurvaturePublisher(PublisherContext, IParameterRetriever) - Constructor for class com.activeviam.frtb.ref.source.publishers.ACurvaturePublisher: Constructor
ACurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
ACurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
ADatastoreLookupOrganisationHierarchyMap - Class in com.activeviam.frtb.core.services.impl: Abstract class to facilitate implementation of IOrganisationHierarchyMap backed by a datastore structure similar to that used by a cube schema.
ADatastoreLookupOrganisationHierarchyMap(IDistributionAwareQueryRunner) - Constructor for class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
add(AggregatesMap.Key, double) - Method in class com.activeviam.frtb.core.calc.AggregatesMap
ADD_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
ADD_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
addChild(PCN) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
AddDatastorePublisher - Class in com.activeviam.frtb.ref.source.ds.publisher.impl
AddDatastorePublisher() - Constructor for class com.activeviam.frtb.ref.source.ds.publisher.impl.AddDatastorePublisher
addEntries(List<Map<String, Object>>) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.AddTuplesDSViewerDefinition
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
ADDITIONAL_DEPENDENCY_MEASURES - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
additionalConditions(String) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter
addMdxEventFormatter(MessagingConfiguration, ActiveMonitorServiceConfiguration) - Method in class com.activeviam.frtb.ref.events.MdxMessagingConfiguration: We extend the default core configuration of velocity templates to inject custom tool to handle Mdx based Events.
addMonitors() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: [Optional] Registers a list of monitors within the monitor service.
addOptionality(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
addOptionalityFilter(ILocation, ICubeFilterBuilder) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
addResourceHandlers(ResourceHandlerRegistry) - Method in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
addRiskClassFilter(ILocation, ICubeFilterBuilder) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
addRiskClassSpecificFilter(ILocation, ICubeFilterBuilder) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
addRiskMeasureFilter(ILocation, ICubeFilterBuilder) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
addToRepositoryService() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig: [Optional] Initial Load of Parameters.
AddTuplesDSViewerDefinition - Class in com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
AddTuplesDSViewerDefinition() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.AddTuplesDSViewerDefinition
AddTuplesDSViewerDefinition(String, List<String>, Collection<Map<String, Object>>, LocalDate, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.AddTuplesDSViewerDefinition
ADeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Abstract publisher for the Delta stores.
ADeltaPublisher(PublisherContext, boolean, IParameterRetriever, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.ADeltaPublisher: Constructor
ADictionariesHierarchy<T> - Class in com.activeviam.frtb.core.hierarchy.impl: Simple class for turning dictionaries into members of an analysis hierarchy.
ADictionariesHierarchy(IAnalysisHierarchyInfo, Class<T>) - Constructor for class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
ADistributionAwareQueryRunner - Class in com.activeviam.frtb.core.services.impl
ADistributionAwareQueryRunner(IActivePivot, boolean, IDatastore, WhatIfDistributedQueryUtils) - Constructor for class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
ADoubleSumsExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Abstract PostProcessor used to expand double Sums vector along Double Sums Hierarchies
ADoubleSumsExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
ADRCIMABaseTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl
ADRCIMABaseTuplePublisher(IDatastore, String) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher
AGENT_PATTERN - Static variable in class com.activeviam.frtb.ref.events.MdxEventFormatter
agentService - Variable in class com.activeviam.frtb.ref.events.MdxEventFormatter: The service that enables us to retrieve agents associated to a monitor
aggregate(boolean, Double, Double) - Method in class com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction
aggregate(boolean, Object, Object) - Method in class com.activeviam.frtb.core.agg.impl.NonAggregateFunction
AGGREGATED_RISK_CHARGES_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
AggregatedCapitalCharge - Class in com.activeviam.frtb.core.postprocessor.combined.impl
AggregatedCapitalCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge: Constructor
aggregateNextEntry(IVector, Object) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
AGGREGATES_MAP_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
AGGREGATES_MAP_UNDLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler
AGGREGATES_MAP_UNDLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
AGGREGATES_MAP_UNDLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
AggregatesMap - Class in com.activeviam.frtb.core.calc
AggregatesMap(int) - Constructor for class com.activeviam.frtb.core.calc.AggregatesMap
AggregatesMap.Key - Class in com.activeviam.frtb.core.calc
AggregatesMapLevelsPrefetcher(IMeasuresProvider, String...) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap.AggregatesMapLevelsPrefetcher
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
aggregationFunction - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
AIncrementalMeasureAccrossLevel - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
AIncrementalMeasureAccrossLevel(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
AJwtSecurityConfigurer() - Constructor for class com.activeviam.frtb.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
AJwtSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
AlertWorkflowUnit - Class in com.activeviam.frtb.ref.workflows.units.impl: Basic workflow class to work on alerts.
AlertWorkflowUnit() - Constructor for class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
ALL_FIELDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
ALLMember - Static variable in class com.activeviam.frtb.ref.events.MdxEventFormatter
ALLOW_INCOMPLETE_DATASET_DEFAULT - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
ALLOW_INCOMPLETE_DATASET_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
allowIncompleteDataset - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
ALookbackPostProcessor<OutputType,T> - Class in com.activeviam.frtb.core.postprocessor.lookback.impl: Abstract class to facilitate looking back over past values.
ALookbackPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
alternativeRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
alterProperties(Properties, Environment) - Method in class com.activeviam.frtb.ref.persistence.impl.FRTBActiveMonitorDatasourceBuilder
AMaturityConverter - Class in com.activeviam.frtb.core.dates.impl
AMaturityConverter() - Constructor for class com.activeviam.frtb.core.dates.impl.AMaturityConverter
AMBER - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
AMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Abstract base class with static methods for producing the descriptions of the measures and post-processors, that are common to all cubes defined in scope of the application.
AMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
ANALYSIS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
analysisLevels - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
annotatedClasses - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
AParameterRetriever - Class in com.activeviam.frtb.core.parameter.impl: Base class for implementing IParameterRetriever and IUnfilteredParameterRetriever.
AParameterRetriever() - Constructor for class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
apConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig: ActivePivotConfig spring configuration
apConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.EsToolConfig: ActivePivot spring configuration
apConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: ActivePivotConfig spring configuration
apConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: ActivePivot spring configuration
apConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: ActivePivot spring configuration
apConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.MonitorConfig: ActivePivot spring configuration
apContentServiceConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig
apContentServiceConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBI18nConfig
apCSConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: ActivePivot content service spring configuration
apManagerInitPrerequisitePluginInjections() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: Extended plugin injections that are required before doing the startup of the ActivePivot manager.
apManagerInitPrerequisitePluginInjections() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Extended plugin injections that are required before doing the startup of the ActivePivot manager.
APP_ENV_PROPS_FILE_PATH_SYSPROP - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Optional system property to define the path of an application 'env' properties file.
applications - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
applications() - Method in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig
APPLICATIONS - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
apply(String, Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.AsOfDateScopeToRemoveWhereConditionConverter
apply(String, Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter
apply(String, Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.ConfigurationConditionConverter
apply(String, Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.HistoricalConditionConverter
APPLY_PV_TO_DOWN_SHOCKED_PRICES - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
APPLY_PV_TO_UP_DOWN_SHOCKED_PRICES - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Apply PV
APPLY_PV_TO_UP_SHOCKED_PRICES - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
ApplyPV - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the upward and downward shocks by also taking into account the trade PV value if indicated.
ApplyPV(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
ApplyPVDownShock - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the upward and downward shocks by also taking into account the trade PV value if indicated.
ApplyPVDownShock(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
ApplyPVUpShock - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the upward and downward shocks by also taking into account the trade PV value if indicated.
ApplyPVUpShock(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
ApplyScenarioOperator - Class in com.activeviam.frtb.core.formula.impl
ApplyScenarioOperator() - Constructor for class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
applyStress(double, double) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Applies the stress to the correlation value (rho or gamma).
applyStress(double, double) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition: Applies the stress to the value of rho.
applyStress(double, double) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge: Applies the stress to the value of gamma.
applyStress(double, double) - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils: Applies the stress to the correlation value (rho or gamma).
ARiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho or gamma correlations to the double sums to produce the risk measure squared; then take square root.
ARiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler
ARiskMeasureDoubleSums<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities using the aggregates map.
ARiskMeasureDoubleSums(String, IPostProcessorCreationContext, String) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Prefetcher for the weighted sensitivities.
ARiskMeasureLinear<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho or gamma correlations to the double sums to produce the risk measure squared; then take square root.
ARiskMeasureLinear(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
ARiskPosition<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Abstract super class for post processors calculating the Risk Position measures.
ARiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
ARiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations.
ARiskPositionCorrelations(String, IPostProcessorCreationContext, String) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
ARiskPositionLinear - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlations to the double sums to produce the risk measure squared; then take square root.
ARiskPositionLinear(String, IPostProcessorCreationContext, String) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
ARiskWeight<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Abstract class for the Risk Weights PostProcessors.
ARiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
ARiskWeight.RiskWeightPostProcessorPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: The prefetcher specialized for this dynamic aggregation post-processor
AS_OF_DATE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
AS_OF_DATE - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The as of date property name ("asOfDate")
AS_OF_DATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
AS_OF_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
AS_OF_DATE_FILESCAN_PARAMETERS_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
AS_OF_DATE_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
AS_OF_DATE_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
AS_OF_DATE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for As Of Dates.
AS_OF_DATE_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge: PostProcessor configuration property with the as-of date level ("asOfDate").
ASecurityConfig - Class in com.activeviam.frtb.cfg.impl: Common security configuration.
ASecurityConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Common security configuration.
ASecurityConfig() - Constructor for class com.activeviam.frtb.cfg.impl.ASecurityConfig
ASecurityConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ASecurityConfig.AJwtSecurityConfigurer - Class in com.activeviam.frtb.cfg.impl: Configuration for JWT.
ASecurityConfig.AJwtSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl: Configuration for JWT.
ASecurityConfig.AVersionSecurityConfigurer - Class in com.activeviam.frtb.cfg.impl
ASecurityConfig.AVersionSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl
ASecurityConfig.AWebSecurityConfigurer - Class in com.activeviam.frtb.cfg.impl: Common configuration for HttpSecurity.
ASecurityConfig.AWebSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl: Common configuration for HttpSecurity.
ASensiSourceConfig - Class in com.activeviam.frtb.ref.cfg.impl
ASensiSourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
ASimpleFilteringDynamicAggregationPostProcessor<LeafType,OutputType> - Class in com.activeviam.frtb.core.postprocessor.impl: A convenience class to apply simple filtering to a dynamic aggregation post-processor.
ASimpleFilteringDynamicAggregationPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringDynamicAggregationPostProcessor
ASimpleFilteringMinimumLevelsPostProcessor<OutputType> - Class in com.activeviam.frtb.core.postprocessor.impl: A convenience class combining both simple filtering and minimum levels post-processor.
ASimpleFilteringMinimumLevelsPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
ASimpleFilteringMinimumLevelsPostProcessor.SimplePrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl
asOf - Variable in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
asOf - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
asOfDataLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
asOfDataLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
asOfDateDictionaries - Variable in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
asOfDateHierarchy - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
asOfDateHierarchy - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
asOfDateLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
asOfDateLevel - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
asOfDateLevel - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability.Factory
asOfDateLevelDescription - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
asOfDateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity: As Of Date
AsOfDateScopeToRemoveWhereConditionConverter() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.AsOfDateScopeToRemoveWhereConditionConverter
ASourceConfig - Class in com.activeviam.frtb.ref.cfg.impl
ASourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
ASSET_CLASS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
ASSET_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
ASummaryCubeRestService - Class in com.activeviam.frtb.ref.services.rest.impl
ASummaryCubeRestService(IQueriesService) - Constructor for class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
ATradeBasePublisher - Class in com.activeviam.frtb.ref.source.publishers: Abstract publisher that commits to the TradeBase store
ATradeBasePublisher(PublisherContext, IParameterRetriever) - Constructor for class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher: Constructor
ATTACHMENT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
ATTACHMENT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
authenticationEntryPoint - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
authenticationEntryPoint - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
authenticationManagerBean() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
authenticationManagerBean() - Method in class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer
authenticationManagerBean() - Method in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
authorityComparator() - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig: Defines the comparator used by the ContextValueManager and the IJwtService.
authorityComparator() - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig: Defines the comparator used by the ContextValueManager and the IJwtService.
autoStartNettyMessengerDef() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
AVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Abstract publisher for the Vega stores.
AVegaPublisher(PublisherContext, boolean, IParameterRetriever, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.AVegaPublisher: Constructor
AVersionSecurityConfigurer() - Constructor for class com.activeviam.frtb.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
AVersionSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
AWebSecurityConfigurer() - Constructor for class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: This constructor does not enable the logout URL
AWebSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: This constructor does not enable the logout URL
AWebSecurityConfigurer(String) - Constructor for class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: This constructor enables the logout URL
AWebSecurityConfigurer(String) - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: This constructor enables the logout URL
AWeightedSensitivitiesAggregatesMap<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of aggregated weighted sensitivities.
AWeightedSensitivitiesAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
AWeightedSensitivitiesAggregatesMap.AggregatesMapLevelsPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Prefetcher for the weighted sensitivities.

B

BACKTESTING_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
BackTestingLookbackContextVal - Class in com.activeviam.frtb.core.context.impl
BackTestingLookbackContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
BackTestingLookbackContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
BackTestingLookbackTranslator - Class in com.activeviam.frtb.core.context.impl
BackTestingLookbackTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator
BASE_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BASE_CURRENCY - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
BASE_CURRENCY_INDEX - Static variable in class com.activeviam.frtb.core.calc.FXVegaCalculations
BASE_HORIZON_T - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
baseStore - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
baseStore - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher
baseStoreFields - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
baseStores - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter
BaseStoresAsOfDateConditionConverter(String, Collection<String>) - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter
BASIC_AUTH_BEAN_NAME - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
basicAuthenticationEntryPoint() - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig: Returns the default AuthenticationEntryPoint to use for the fallback basic HTTP authentication.
BASIS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BASIS_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
BASIS_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
BASIS_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
BASIS_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
BASIS_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
BASIS_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The basis level property name ("basisLevel")
BatchEventProcessExecutor - Class in com.activeviam.frtb.ref.workflows.batch.impl: Implementation of workflow process executor with batch capabilities.
BatchEventProcessExecutor(IWorkflowService) - Constructor for class com.activeviam.frtb.ref.workflows.batch.impl.BatchEventProcessExecutor: Constructor.
BatchWorkflowConfig - Class in com.activeviam.frtb.ref.workflows.batch.impl: Special Workflow configuration to activate batch processing for workflow executor supporting it.
BatchWorkflowConfig(String, String, String) - Constructor for class com.activeviam.frtb.ref.workflows.batch.impl.BatchWorkflowConfig: Full constructor.
BCBS - Static variable in class com.activeviam.frtb.core.constants.FRTBParameterSets
BLACKLIST_MESSAGE - Static variable in class com.activeviam.frtb.es.tool.rest.service.impl.FrtbEsToolRestService
BLACKLISTED_SUBSTRINGS - Variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
BOND - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
BOOK - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The book property name ("book")
BOOK - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BOOK - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
BOOK - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
BOOK_HIERARCHY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The BookHierarchy Hierarchy property name ("bookHierarchy").
BOOK_HIERARCHY_STORE_DESK_MODEL - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_BOOK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_IRT_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_HIERARCHY_STORE_PLA_ZONE - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The Book Level property name ("bookLevel").
BOOK_PARENT_CHILD_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
BOOK_PARENT_CHILD_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
BOOK_PARENT_CHILD_STORE_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_CHILD - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_DESK_MODEL - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_FRTB_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_IRT_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_PARENT - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BOOK_PARENT_CHILD_STORE_PLA_ZONE - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
BookHierarchyBuilder - Class in com.activeviam.frtb.ref.parentchild.hierarchy.builders: The BookHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make book node tuples to be stored in the "BookHierarchy" datastore.
BookHierarchyBuilder(LocalDate) - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
BookHierarchyListener - Class in com.activeviam.frtb.ref.parentchild.hierarchy.listeners: Listen for changes to DatastoreConfig.ConcreteDatastoreConfig.BookParentChildStoreDesc() and builds the data for DatastoreConfig.ConcreteDatastoreConfig.BookHierarchyStoreDesc().
BookHierarchyListener() - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.BookHierarchyListener
BookHierarchyStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the Book Hierarchy store.
bookHierarchyToBooks(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
bookLevel - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
bookLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
BookNodeBuilder - Class in com.activeviam.frtb.ref.parentchild.builders: The BookNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make book nodes.
BookNodeBuilder(LocalDate) - Constructor for class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
BookNodeTreeFilter - Class in com.activeviam.frtb.ref.parentchild.provider: The BookNodeTreeFilter is an instance of ParentChildNodeTreeFilter that provides various ways of filtering trees that map to the rows/columns in the DatastoreConfig.BOOK_PARENT_CHILD_STORE_NAME datastore.
BookNodeTreeFilter() - Constructor for class com.activeviam.frtb.ref.parentchild.provider.BookNodeTreeFilter
bookOrgHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
bookParentChildDAO - Variable in class com.activeviam.frtb.ref.parentchild.service.ParentChildService
BookParentChildDAO - Class in com.activeviam.frtb.ref.parentchild.provider: The BookParentChildDAO service is the main way for the Parent Child Service to access and change parent child data directly from the datastore.
BookParentChildDAO() - Constructor for class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO
BookParentChildNode - Class in com.activeviam.frtb.ref.parentchild.nodes: The BookParentChildNode is an instance of ParentChildNode which provides a business model for use throughout the parent child service.
BookParentChildNode() - Constructor for class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
BookParentChildStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the Book Parent/Child store.
bookParentChildWhatIfSubmitter - Variable in class com.activeviam.frtb.ref.parentchild.service.ParentChildService
BookParentChildWhatIfSubmitter - Class in com.activeviam.frtb.ref.parentchild.submitter: The BookParentChildWhatIfSubmitter service is the main way for the Parent Child Service to interact with and submit what-if submissions to the what-if engine.
BookParentChildWhatIfSubmitter() - Constructor for class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
branchPermissionsManager - Variable in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
branchPermissionsManager - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig
branchPermissionsManager() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolActivePivotBranchPermissionsManagerConfig: TODO to change once we have the actual branch permissions for the project
branchPermissionsManager() - Method in class com.activeviam.frtb.ref.cfg.impl.ActivePivotBranchPermissionsManagerConfig: TODO to change once we have the actual branch permissions for the project
BUCKET - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The bucket property name ("bucket")
BUCKET - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
BUCKET_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
BUCKET_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
BUCKET_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
BUCKET_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.RiskChargeCalculations
BUCKET_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
BUCKET_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
BUCKET_INDEX - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
BUCKET_INDEX - Static variable in class com.activeviam.frtb.core.calc.RiskChargeCalculations
BUCKET_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The bucket level property name ("bucketLevel")
BUCKET_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
BUCKET_NUMBER - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BUCKET_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
BUCKET_X - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BUCKET_X - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
BUCKET_Y - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
BUCKET_Y - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
bucketIndices(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Load all the buckets from the datastore and assign each one an index.
bucketIndices(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: Load all the buckets from the datastore and assign each one an index.
bucketLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
bucketLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
bucketLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler
bucketLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
bucketLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
bucketLevel(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
bucketLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
build() - Method in class com.activeviam.frtb.es.tool.cfg.impl.InMemoryUserDetailsManagerBuilder: Builds the In-memory UserDetailsManager and returns it
build() - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.CompleteBuilder: Builds this monitor.
build() - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder: Takes all previously declared fields from this builder and generates the node model.
build() - Method in class com.activeviam.frtb.ref.parentchild.builders.LegalEntityNodeBuilder
build() - Method in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
build() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
build() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
build() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.LegalEntityHierarchyBuilder
build() - Method in class com.activeviam.frtb.ref.persistence.impl.FRTBActiveMonitorDatasourceBuilder
build() - Method in class com.activeviam.frtb.security.impl.InMemoryUserDetailsManagerBuilder: Builds the In-memory UserDetailsManager and returns it
buildAggregatedMeasure(String, String, boolean, String, String, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
buildCache(Collection<LocalDate>) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
buildCaMeasuresProcessors(Properties, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildCapitalAllocationMeasuresProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildDifferentialMeasuresProcessors(Properties, String, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildDiscriminatorPaths() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
buildDiscriminatorPaths() - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
buildDRCChain(Properties, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
buildDRCEulerPostProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
buildDRCPostProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
buildDRCReferencePostProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
buildDRCScenarioExpandPostProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
buildIMAMeasureChain(Properties, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildIMCCMeasuresProcessors(Properties, String, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildIncrementalMeasuresProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildKey(String) - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
buildKey(String) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
buildLevels(BookParentChildNode, LocalDate, List<Object[]>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.BookHierarchyListener
buildLevels(LegalEntityParentChildNode, LocalDate, List<Object[]>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.LegalEntityHierarchyListener
buildLevels(PCN, LocalDate, List<Object[]>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
buildLevelsRecursively(BookParentChildNode, BookHierarchyBuilder, List<Object[]>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.BookHierarchyListener
buildLevelsRecursively(PCN, HB, List<Object[]>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
buildMatrixInterpolatedAndBaseTupleMaps(PublisherDataStructures, PublisherContext, IParameterRetriever, IMaturityConverter, IInterpolator) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Uses the Sensitivities, Option maturity, Residual maturity and Sensitivity Currencies to vectorise and interpolate tuples and fill in the interpolated tuple list and the trade base tuple list.
buildMatrixSensitivityAndCurrencyMaps(Collection<Object[]>, PublisherDataStructures, PublisherStoreIndexes, PublisherContext) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Takes a collection of tuples and fills in the FRTBTupleKey-to-Sensitivities, FRTBTupleKey-to-Option Maturities, FRTBTupleKey-to-Residual Maturities and FRTBTupleKey-to-Sensitivity Currency maps.
buildNode(IRecordReader) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.BookHierarchyListener
buildNode(IRecordReader) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.LegalEntityHierarchyListener
buildNode(IRecordReader) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
buildReferenceMeasuresProcessors(Properties) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildScenarioExpandMeasuresProcessors(Properties, String, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildSESMeasuresProcessors(Properties, String, String, String, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
buildSingleValueAndTradeBaseTuples(Collection<Object[]>, PublisherDataStructures, PublisherStoreIndexes, PublisherContext) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Fills in store tuples and TradeBase tuples without performing vectorisation or interpolation.
buildStorePermission(IDatastoreConfig) - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreRestStoresSecurityConfig
buildStorePermission(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreRestStoresSecurityConfig
buildTuple(List<Object>, int, int) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
buildVaRPostProcessors(Properties) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder: Post-processed measures for calculating VaR
buildVectorInterpolatedAndBaseTupleCurvatureMaps(PublisherDataStructures, PublisherDataStructures, PublisherContext, IParameterRetriever) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils
buildVectorInterpolatedAndBaseTupleMaps(PublisherDataStructures, PublisherContext, IParameterRetriever, IMaturityConverter, IInterpolator) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Uses the Sensitivities and Sensitivity Currencies to vectorise and interpolate tuples and fill in the interpolated tuple list and the trade base tuple list.
buildVectorSensitivityAndCurrencyMaps(Collection<Object[]>, PublisherDataStructures, PublisherStoreIndexes, PublisherContext) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Takes a collection of tuples and fills in the FRTBTupleKey-to-Sensitivities and FRTBTupleKey-to-Sensitivity Currency maps.
businessDay(LocalDate, IBusinessDayCalendar) - Method in interface com.activeviam.frtb.core.dates.IBusinessDayConvention: Rolls the input date to the appropriate business day.
businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.BusinessDayFollowing
businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.BusinessDayModifiedFollowing
businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.BusinessDayModifiedPrevious
businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.BusinessDayNoAdjustment
businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.BusinessDayPrevious
BusinessDayFollowing - Class in com.activeviam.frtb.core.dates.impl: Implementation of the "following" business day convention
BusinessDayFollowing() - Constructor for class com.activeviam.frtb.core.dates.impl.BusinessDayFollowing
BusinessDayModifiedFollowing - Class in com.activeviam.frtb.core.dates.impl: Implementation of the "modified following" business day convention
BusinessDayModifiedFollowing() - Constructor for class com.activeviam.frtb.core.dates.impl.BusinessDayModifiedFollowing
BusinessDayModifiedPrevious - Class in com.activeviam.frtb.core.dates.impl: Implementation of the "modified previous" business day convention
BusinessDayModifiedPrevious() - Constructor for class com.activeviam.frtb.core.dates.impl.BusinessDayModifiedPrevious
BusinessDayNoAdjustment - Class in com.activeviam.frtb.core.dates.impl: Implementation of the "no adjustment" business day convention
BusinessDayNoAdjustment() - Constructor for class com.activeviam.frtb.core.dates.impl.BusinessDayNoAdjustment
BusinessDayPrevious - Class in com.activeviam.frtb.core.dates.impl: Implementation of the "previous" business day convention
BusinessDayPrevious() - Constructor for class com.activeviam.frtb.core.dates.impl.BusinessDayPrevious

C

CA - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
CA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
CA_GA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
CA_SPOT - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
CA_SPOT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
CA_SPOT_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
CA_SPOT_INCREMENTAL - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
CA_SPOT_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
cache - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
cache - Variable in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
cache - Variable in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
CACHE_MISS - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
CACHED_NULL - Static variable in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
calculateAllocation(IVector, IVector, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
calculateAllocationES(IVector, IVector, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
calculateAllocationVaR(IVector, IVector, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
CALCULATED_MEMBER_ROLE_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig: The name of the property which contains the role allowed to add new calculated members in the configuration service.
calculateDRC(double, double, double) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the Default Risk Charge (DRC) as per paragraph 155
calculateDRCRiskWeight(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the DRC risk weight as per BCBS 352 paragraph 152
calculateERBARiskWeightAdjusted(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String, String, String, double, double) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the ERBA risk weight adjusted for "senior" tranches as per BCBS 352 paragraph 161 - BCBS 374 paragraphs 68-69
calculateGrossJTD(double, double, double) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the gross JTD value as per paragraph 142
calculateGrossJTDLongShort(double, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the gross JTD long/short values as per paragraph 142
calculateNbDays(String) - Static method in class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter: Transforms a tenor into a number of days.
calculateNetJTD(double, double[], String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Calculates the Net JTD based on an initial value and a seniority-ranking-indexed Gross JTD array.
calculateNetJTD(double, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Calculates the Net JTD.
calculateObligorRiskWeight(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the obligor risk weight as per BCBS 352 paragraph 137
calculateOtherBucket(Map<String, Double>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
calculateRhoGIRRvega(double, double, double, double, double, double) - Static method in class com.activeviam.frtb.core.utils.RhoUtils
calculateRiskCharge(LocalDate, String, IVector, IVector, int) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler: Calculate the Risk Charge by multiplying the double sums vector by the correlations vector and taking the square root.
calculateRiskChargeEuler(LocalDate, String, IVector, IVector, IVector, int) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler: Calculate the (analytical) Euler Capital Allocation of the Risk Charge.
calculateRiskPosition(LocalDate, String, IVector, IVector, boolean) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear: Calculate the Risk Position by multiplying the double sums vector by the correlations vector and taking the square root.
calculateRiskPositionEuler(LocalDate, String, IVector, IVector, IVector, boolean) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear: Calculate the (analytical) Euler Capital Allocation of the Risk Position.
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Calculates the risk weight for the given location
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight: Retrieves the risk weight for a location at the CSR NS risk class and Delta measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight: Retrieves the risk weight for a location at the CSR NS risk class and Vega measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight: Retrieves the risk weight for a location at the CSR Sec CTP risk class and Delta measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight: Retrieves the risk weight for a location at the CSR Sec CTP risk class and Vega measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight: Retrieves the risk weight for a location at the CSR Sec Non-CTP risk class and Delta measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight: Retrieves the risk weight for a location at the CSR Sec Non-CTP risk class and Vega measure
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
calculateRiskWeight(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight
calculateScalingFactor(String, LocalDate, String, IDatastoreVersion, IQueryCache, IParameterRetriever, IMaturityConverter) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the scaling factor (fractions of a year) as per paragraph 146
calculateSES(double, double, double, Map<String, Double>) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
calculateSES(double, Double, Double, Map<String, Double>) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
calculateSESEuler(double, Double, Double, Double, Double, Map<String, Double>, Map<String, Double>) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
calculateSumParts(Collection<Double>, String, String, String, double) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
calculateSumParts(Map<String, Double>, Map<String, Object>, String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
calculateSumParts(Map<String, T>, Map<String, Object>, String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
calculateVegaRiskWeight(Double, double) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight: Calculates the vega risk weight to be applied for GIRR Vega
calculateWtS(double, double) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we calculate the Weighted to Short ratio (WtS) as per paragraph 154
calculators - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
CALookbackContextVal - Class in com.activeviam.frtb.core.context.impl
CALookbackContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.CALookbackContextVal
CALookbackContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.CALookbackContextVal
CALookbackTranslator - Class in com.activeviam.frtb.core.context.impl
CALookbackTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.CALookbackTranslator
canAct(String) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canCreate(IWhatIfDefinition) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canCreate(List<IWhatIfDefinition>) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canDelete(IWhatIfDefinition) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canDelete(List<IWhatIfDefinition>) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canDeleteBranch(String) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canExecute(IWhatIfSubmission) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canMerge(String) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canonicalDRCNonSecBucket(String) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher: Convert the DRC bucket into a canonical value
canonicalEquityType(String) - Method in class com.activeviam.frtb.ref.source.publishers.RiskFactorPublisher: Convert the Equity type into a canonical value.
canonicalise(String) - Static method in class com.activeviam.frtb.ref.source.colcalcs.RiskClassColumnCalculator
canUpdate(Object, IWhatIfDefinition) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
canUpdate(List<Object>, List<IWhatIfDefinition>) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
capCorrelation(double) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
CAPITAL_SURCHARGE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
CapitalSurcharge - Class in com.activeviam.frtb.core.postprocessor.combined.impl
CapitalSurcharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge: Constructor
CapitalSurchargeMultiplier - Class in com.activeviam.frtb.core.postprocessor.combined.impl
CapitalSurchargeMultiplier(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier: Constructor
CartesianProductIterator(ILocation) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator
caSummaryTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
CATALOG_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: OLAP server's catalog ID.
CATEGORY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
caTradeTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
ccyLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
ccyLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
CDS - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
change - Variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: The point values
CHANGE_DATASTORE_SUBMISSION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
CHANGE_DATASTORE_SUBMISSION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
ChannelParameters(String, String, String) - Constructor for class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
ChannelParameters(String, String, String, String, String, List<? super IColumnCalculator<ILineReader>>, Function<ACSVSourceConfig.ChannelParameters, ITuplePublisher<IFileInfo>>) - Constructor for class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters: Constructor
ChannelParameters(String, String, String, String, Function<ACSVSourceConfig.ChannelParameters, ITuplePublisher<IFileInfo>>) - Constructor for class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
ChannelParameters(String, String, String, List<? super IColumnCalculator<ILineReader>>, String) - Constructor for class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters: Constructor
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
checkAdditionalDependnecyMeasures(String) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
checkIfDrillInTypeMatches(JsonObject, String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
checkLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
CHILD - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
ChildParentWhatIfDefinition - Class in com.activeviam.frtb.ref.source.whatif.base.impl: This WhatIf definition is used by the Parent Child Service to iterate over stores that contain parent child like nodes and make changes to them.
ChildParentWhatIfDefinition(String, ICondition, List<String>, Map<ChildParentWhatIfDefinition.ParentChildKey, ParentChildNode<?>>, LocalDate, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition: This WhatIf definition is used by the Parent Child Service to iterate over stores that contain parent child like nodes and make changes to them.
ChildParentWhatIfDefinition.ParentChildKey - Class in com.activeviam.frtb.ref.source.whatif.base.impl
choiceMax(Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
clone() - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
clone() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
cloneAggregate(Double) - Method in class com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction
cloneAggregate(Object) - Method in class com.activeviam.frtb.core.agg.impl.NonAggregateFunction
COLUMN_INDEX - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
com.activeviam.frtb.cfg.impl - package com.activeviam.frtb.cfg.impl
com.activeviam.frtb.core.agg.impl - package com.activeviam.frtb.core.agg.impl
com.activeviam.frtb.core.calc - package com.activeviam.frtb.core.calc
com.activeviam.frtb.core.cfg.impl - package com.activeviam.frtb.core.cfg.impl
com.activeviam.frtb.core.cfg.interpolation - package com.activeviam.frtb.core.cfg.interpolation
com.activeviam.frtb.core.cfg.measures - package com.activeviam.frtb.core.cfg.measures
com.activeviam.frtb.core.cfg.ui - package com.activeviam.frtb.core.cfg.ui
com.activeviam.frtb.core.constants - package com.activeviam.frtb.core.constants
com.activeviam.frtb.core.context - package com.activeviam.frtb.core.context
com.activeviam.frtb.core.context.impl - package com.activeviam.frtb.core.context.impl
com.activeviam.frtb.core.dates - package com.activeviam.frtb.core.dates
com.activeviam.frtb.core.dates.impl - package com.activeviam.frtb.core.dates.impl
com.activeviam.frtb.core.format.impl - package com.activeviam.frtb.core.format.impl
com.activeviam.frtb.core.formula.impl - package com.activeviam.frtb.core.formula.impl
com.activeviam.frtb.core.hierarchy.impl - package com.activeviam.frtb.core.hierarchy.impl
com.activeviam.frtb.core.interpolation - package com.activeviam.frtb.core.interpolation
com.activeviam.frtb.core.interpolation.impl - package com.activeviam.frtb.core.interpolation.impl
com.activeviam.frtb.core.localDate - package com.activeviam.frtb.core.localDate
com.activeviam.frtb.core.parameter - package com.activeviam.frtb.core.parameter
com.activeviam.frtb.core.parameter.impl - package com.activeviam.frtb.core.parameter.impl
com.activeviam.frtb.core.postprocessor - package com.activeviam.frtb.core.postprocessor
com.activeviam.frtb.core.postprocessor.combined.impl - package com.activeviam.frtb.core.postprocessor.combined.impl
com.activeviam.frtb.core.postprocessor.drc.impl - package com.activeviam.frtb.core.postprocessor.drc.impl
com.activeviam.frtb.core.postprocessor.ima.impl - package com.activeviam.frtb.core.postprocessor.ima.impl
com.activeviam.frtb.core.postprocessor.impl - package com.activeviam.frtb.core.postprocessor.impl
com.activeviam.frtb.core.postprocessor.lookback.impl - package com.activeviam.frtb.core.postprocessor.lookback.impl
com.activeviam.frtb.core.postprocessor.pl.impl - package com.activeviam.frtb.core.postprocessor.pl.impl
com.activeviam.frtb.core.postprocessor.sensitivities.impl - package com.activeviam.frtb.core.postprocessor.sensitivities.impl
com.activeviam.frtb.core.services - package com.activeviam.frtb.core.services
com.activeviam.frtb.core.services.impl - package com.activeviam.frtb.core.services.impl
com.activeviam.frtb.core.utils - package com.activeviam.frtb.core.utils
com.activeviam.frtb.es.tool.cfg.impl - package com.activeviam.frtb.es.tool.cfg.impl
com.activeviam.frtb.es.tool.context - package com.activeviam.frtb.es.tool.context
com.activeviam.frtb.es.tool.context.impl - package com.activeviam.frtb.es.tool.context.impl
com.activeviam.frtb.es.tool.format.impl - package com.activeviam.frtb.es.tool.format.impl
com.activeviam.frtb.es.tool.localdate - package com.activeviam.frtb.es.tool.localdate
com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl - package com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl
com.activeviam.frtb.es.tool.rest.service - package com.activeviam.frtb.es.tool.rest.service
com.activeviam.frtb.es.tool.rest.service.impl - package com.activeviam.frtb.es.tool.rest.service.impl
com.activeviam.frtb.ref.cfg.constants - package com.activeviam.frtb.ref.cfg.constants
com.activeviam.frtb.ref.cfg.impl - package com.activeviam.frtb.ref.cfg.impl
com.activeviam.frtb.ref.cfg.measures - package com.activeviam.frtb.ref.cfg.measures
com.activeviam.frtb.ref.cfg.measures.impl - package com.activeviam.frtb.ref.cfg.measures.impl
com.activeviam.frtb.ref.cfg.stores.constants - package com.activeviam.frtb.ref.cfg.stores.constants
com.activeviam.frtb.ref.cfg.stores.triggers - package com.activeviam.frtb.ref.cfg.stores.triggers
com.activeviam.frtb.ref.drillin - package com.activeviam.frtb.ref.drillin
com.activeviam.frtb.ref.drillin.service - package com.activeviam.frtb.ref.drillin.service
com.activeviam.frtb.ref.drillin.service.dto - package com.activeviam.frtb.ref.drillin.service.dto
com.activeviam.frtb.ref.drillthrough.impl - package com.activeviam.frtb.ref.drillthrough.impl
com.activeviam.frtb.ref.dsviewer.whatif.cfg - package com.activeviam.frtb.ref.dsviewer.whatif.cfg
com.activeviam.frtb.ref.dsviewer.whatif.service - package com.activeviam.frtb.ref.dsviewer.whatif.service
com.activeviam.frtb.ref.dsviewer.whatif.submitter - package com.activeviam.frtb.ref.dsviewer.whatif.submitter
com.activeviam.frtb.ref.events - package com.activeviam.frtb.ref.events
com.activeviam.frtb.ref.main - package com.activeviam.frtb.ref.main
com.activeviam.frtb.ref.monitors.impl - package com.activeviam.frtb.ref.monitors.impl
com.activeviam.frtb.ref.parameter.impl - package com.activeviam.frtb.ref.parameter.impl
com.activeviam.frtb.ref.parentchild.builders - package com.activeviam.frtb.ref.parentchild.builders
com.activeviam.frtb.ref.parentchild.cfg - package com.activeviam.frtb.ref.parentchild.cfg
com.activeviam.frtb.ref.parentchild.hierarchy.builders - package com.activeviam.frtb.ref.parentchild.hierarchy.builders
com.activeviam.frtb.ref.parentchild.hierarchy.listeners - package com.activeviam.frtb.ref.parentchild.hierarchy.listeners
com.activeviam.frtb.ref.parentchild.nodes - package com.activeviam.frtb.ref.parentchild.nodes
com.activeviam.frtb.ref.parentchild.provider - package com.activeviam.frtb.ref.parentchild.provider
com.activeviam.frtb.ref.parentchild.service - package com.activeviam.frtb.ref.parentchild.service
com.activeviam.frtb.ref.parentchild.submitter - package com.activeviam.frtb.ref.parentchild.submitter
com.activeviam.frtb.ref.persistence.impl - package com.activeviam.frtb.ref.persistence.impl
com.activeviam.frtb.ref.services.impl - package com.activeviam.frtb.ref.services.impl
com.activeviam.frtb.ref.services.rest - package com.activeviam.frtb.ref.services.rest
com.activeviam.frtb.ref.services.rest.impl - package com.activeviam.frtb.ref.services.rest.impl
com.activeviam.frtb.ref.source - package com.activeviam.frtb.ref.source
com.activeviam.frtb.ref.source.colcalcs - package com.activeviam.frtb.ref.source.colcalcs
com.activeviam.frtb.ref.source.comparators - package com.activeviam.frtb.ref.source.comparators
com.activeviam.frtb.ref.source.dataloadcontroller - package com.activeviam.frtb.ref.source.dataloadcontroller
com.activeviam.frtb.ref.source.dataloadcontroller.impl - package com.activeviam.frtb.ref.source.dataloadcontroller.impl
com.activeviam.frtb.ref.source.ds.publisher - package com.activeviam.frtb.ref.source.ds.publisher
com.activeviam.frtb.ref.source.ds.publisher.impl - package com.activeviam.frtb.ref.source.ds.publisher.impl
com.activeviam.frtb.ref.source.listeners - package com.activeviam.frtb.ref.source.listeners
com.activeviam.frtb.ref.source.parsers - package com.activeviam.frtb.ref.source.parsers
com.activeviam.frtb.ref.source.publishers - package com.activeviam.frtb.ref.source.publishers
com.activeviam.frtb.ref.source.tuplepublisher - package com.activeviam.frtb.ref.source.tuplepublisher
com.activeviam.frtb.ref.source.tuplepublisher.impl - package com.activeviam.frtb.ref.source.tuplepublisher.impl
com.activeviam.frtb.ref.source.whatif.base.impl - package com.activeviam.frtb.ref.source.whatif.base.impl
com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer - package com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
com.activeviam.frtb.ref.source.whatif.base.impl.keys - package com.activeviam.frtb.ref.source.whatif.base.impl.keys
com.activeviam.frtb.ref.source.whatif.cfg - package com.activeviam.frtb.ref.source.whatif.cfg
com.activeviam.frtb.ref.source.whatif.rest.dto - package com.activeviam.frtb.ref.source.whatif.rest.dto
com.activeviam.frtb.ref.source.whatif.rest.services - package com.activeviam.frtb.ref.source.whatif.rest.services
com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer - package com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer
com.activeviam.frtb.ref.utils - package com.activeviam.frtb.ref.utils
com.activeviam.frtb.ref.whatif.definition - package com.activeviam.frtb.ref.whatif.definition
com.activeviam.frtb.ref.workflows.batch.impl - package com.activeviam.frtb.ref.workflows.batch.impl: In this package, we show how to replace the default workflow processing for events.
com.activeviam.frtb.ref.workflows.tasks - package com.activeviam.frtb.ref.workflows.tasks
com.activeviam.frtb.ref.workflows.units.impl - package com.activeviam.frtb.ref.workflows.units.impl
com.activeviam.frtb.security.impl - package com.activeviam.frtb.security.impl
com.activeviam.frtb.starter.cfg.impl - package com.activeviam.frtb.starter.cfg.impl
com.activeviam.frtb.starter.logging - package com.activeviam.frtb.starter.logging
com.activeviam.frtb.starter.main - package com.activeviam.frtb.starter.main
com.qfs.store.service.impl - package com.qfs.store.service.impl
COMBINED_CUBES - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
combinedMeasure(String, String) - Static method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
CombinedMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the post-processors for the Combined cube (SA+IMA+PL+IMADRC) measures.
CombinedMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
COMMOD_LOCATION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
COMMOD_LOCATION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
COMMOD_LOCATION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
COMMOD_LOCATION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
COMMODITY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
COMMODITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
COMMODITY_BUCKET_RISK_WEIGHTS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
COMMODITY_BUCKET_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
COMMODITY_BUCKET_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
COMMODITY_BUCKET_STORE_UNDERLYING_COMMODITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
COMMODITY_BUCKET_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
COMMODITY_BUCKETS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
COMMODITY_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Commodity Buckets.
COMMODITY_BUCKETS_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.StoreNames
COMMODITY_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
COMMODITY_BUCKETS_RISK_WEIGHT_STORE_BUCKET - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_BUCKETS_RISK_WEIGHT_STORE_DESCRIPTION - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_BUCKETS_RISK_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
COMMODITY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
COMMODITY_CURVATURE_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Commodity Curvature Double Sums.
COMMODITY_CURVATURE_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Curvature Double Sums stores
COMMODITY_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Commodity Delta Double Sums.
COMMODITY_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
COMMODITY_DELTA_DOUBLE_SUMS_STORE_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_DELTA_DOUBLE_SUMS_STORE_COMMODITY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_DELTA_DOUBLE_SUMS_STORE_TENOR - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
COMMODITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
COMMODITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.CommodityVegaCalculations
COMMODITY_INTRA_BUCKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
COMMODITY_INTRA_BUCKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.StoreNames
COMMODITY_INTRA_BUCKET_CORRELATIONS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_BUCKET - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_CORRELATION - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_DESCRIPTION - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_INTRA_BUCKET_CORRELATIONS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_LOCATION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
COMMODITY_LOCATION_INDEX - Static variable in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
COMMODITY_MARKET_DATA_UNDERLYING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Commodity Market Data Underlying.
COMMODITY_OPTION_MATURITY_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
COMMODITY_OTHER_COMMODITY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
COMMODITY_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Commodities Curvature PV Applied flag.
COMMODITY_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
COMMODITY_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
COMMODITY_RISKFACTOR_UNDERLYING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
COMMODITY_UNDERLYING_BUCKET - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
COMMODITY_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
COMMODITY_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Commodity Vega Double Sums.
COMMODITY_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
COMMODITY_VEGA_DOUBLE_SUMS_STORE_COMMODITY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
COMMODITY_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Commodity Vega Option Maturity
COMMODITY_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CommodityBucketsRiskWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Commodity Buckets Risk Weight store.
CommodityBucketsStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Commodity Buckets store.
CommodityCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the Commodity Curvature CVR (paragraph 53(b)).
CommodityCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
CommodityCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Commodity Curvature measures.
CommodityCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
CommodityCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
CommodityCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.CommodityCurvaturePublisher: Constructor
CommodityCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for commodity curvature Defers to the Commodity delta risk weight due to a amendment passed in Jan 2017 Section 1.2 Q1.
CommodityCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureRiskWeight
CommodityCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CommodityCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
CommodityDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of Commodity Delta aggregated weighted sensitivities.
CommodityDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
CommodityDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for Commodity delta calculations.
CommodityDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
CommodityDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Commodity Delta Double Sums store.
CommodityDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Commodity Delta measures.
CommodityDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
CommodityDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the Commodity Delta store.
CommodityDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CommodityDeltaPublisher: Constructor
CommodityDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for Commodity Delta Risk Charge.
CommodityDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
CommodityDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Commodity Delta Risk Charge (or Euler Capital Allocation).
CommodityDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
CommodityDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the Commodity Delta Risk Position (or Euler Capital Allocation).
CommodityDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
CommodityDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for Commodity Delta Risk Position.
CommodityDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
CommodityDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for Commodity Delta Risk Position.
CommodityDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
CommodityDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for commodity delta
CommodityDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight
CommodityDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Compute the weighted delta for commodity
CommodityDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
CommodityIntraBucketCorrelationStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Commodity Intra-Bucket Correlation store.
CommodityUtil - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Utility class for Commodity datastore look-ups.
CommodityUtil() - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityUtil
CommodityVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of Commodity Vega aggregated weighted sensitivities.
CommodityVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
CommodityVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for Commodity Vega calculations.
CommodityVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CommodityVegaCalculations
CommodityVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Commodity Vega Double Sums store.
CommodityVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Commodity Vega measures.
CommodityVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
CommodityVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the Commodity Vega store.
CommodityVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CommodityVegaPublisher: Constructor
CommodityVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for Commodity Vega Risk Charge.
CommodityVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
CommodityVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
CommodityVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
CommodityVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate commodity vega risk position
CommodityVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
CommodityVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for Commodity Vega Risk Position.
CommodityVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
CommodityVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for Commodity Vega Risk Position.
CommodityVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
CommodityVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for commodity vega
CommodityVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight
CommodityVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CommodityVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
ComparableVectorEntry(double, int) - Constructor for class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
comparator - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
compare(Object, Object) - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
compare(Object, Object) - Method in class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
compareTo(TailVaROperator.ComparableVectorEntry) - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
compile(String, JsonNode, JsonConditionCompiler) - Method in class com.qfs.store.service.impl.TempLikeConditionFactory
compiledLookupParentGetByKey - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
compiledQueriesCache - Variable in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
compileQuery(IDatastoreVersion, String, ICondition, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever: Compile the query, adding in required fields for the as-of date and parameter set.
compileQuery(IDatastoreVersion, String, ICondition, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
compileQuery(IDatastoreVersion, String, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever: Compile the query, building the query condition from the key fields and adding in required fields for the as-of date and parameter set.
compileQuery(IDatastoreVersion, String, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
compositeChannel(CSVMessageChannelFactory, List<SimpleSourceConfig.ITopicConfig<IFileInfo>>) - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CompositeTopicConfig - Class in com.activeviam.frtb.ref.source.dataloadcontroller.impl: Implementation of SimpleSourceConfig.ITopicConfig for use when creating composite channels.
CompositeTopicConfig(String, List<SimpleSourceConfig.ITopicConfig>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
CompositeTopicConfig(String, List<SimpleSourceConfig.ITopicConfig>, Function<IStoreMessageChannelFactory<I, ?>, IMessageChannel<I, ?>>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.FRTBParameterValueColumnCalculator
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.OptionalityColumnCalculator: Calculates the value to fill the column with.
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.RiskClassColumnCalculator
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator: Creates the Risk Factor from multiple fields.
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator: Calculates the value to fill the column with.
compute(IColumnCalculator.IColumnCalculationContext<ILineReader>) - Method in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingFxCcyColumnCalculator: Calculates the value to fill the column with.
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty: Nets Gross JTDs against each other based on seniority, for each issuer location (see paragraph 150)
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio: There is only one underlying measure here: ES (Liquidity Adj.) The principle of the computation is this: modify the original location to put the following members in the data set level and create two new locations: FRTBConstants.FULL_SET_CURRENT FRTBConstants.REDUCED_SET_CURRENT and then retrieve the value of the ES (Liquidity Adj.) measure for both modified locations and compute the ratio:
ES (Liquidity Adj.)(FRTBConstants.FULL_SET_CURRENT)
/ ES (Liquidity Adj.)((FRTBConstants.REDUCED_SET_CURRENT;)
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital: There is only one underlying measure here: ES (Liquidity Adj.) The principle of the computation is this: Retrieve the ES (Liquidity Adj.) measure for the current location
If the data set level is present in the current location: write the value of ES (Liquidity Adj.)
Otherwise, modify the original location to put the following members in the data set level and create three new locations: FRTBConstants.FULL_SET_CURRENT FRTBConstants.REDUCED_SET_STRESSED FRTBConstants.REDUCED_SET_CURRENT and then retrieve the value of the ES (Liquidity Adj.) measure for all those three modified locations and compute the ratio:
ES (Liquidity Adj.)(FRTBConstants.REDUCED_SET_STRESSED) * ES (Liquidity Adj.)(FRTBConstants.FULL_SET_CURRENT)
/ ES (Liquidity Adj.)((FRTBConstants.REDUCED_SET_CURRENT;)
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter: Fetch the underlying measures from the filtered leaf location and aggregate.
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: Fetch the underlying measures from the filtered leaf location and aggregate.
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: Fetch the underlying measures from the filtered leaf location and aggregate.
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
computeCurvatureFactorUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR: Calculate the value of this measure for this post-processor.
computeCurvatureFactorUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR: Calculate the value of this measure for this post-processor.
computeDifference(IAggregatesRetrievalResult, int[], int) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
computeFilter(ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap.AggregatesMapLevelsPrefetcher
computeFilter(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher
computeLocations - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES.UnderlyingMeasuresPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio.CurrentDatasetsPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital.DatasetPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler.DatasetPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES.UnderlyingMeasuresPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor: Computes the locations to prefetch.
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor.SimplePrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.LeafPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.ParentPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.SiblingPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.TopPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.TargetPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher: Step each location down to the sensitivity (and leaf) levels.
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight.RiskWeightPostProcessorPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap.AggregatesMapLevelsPrefetcher: Return leaf locations for the sensitivity levels.
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter.FilterPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter.FilterPrefetcher
computeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector.FilterPrefetcher
computeLocationsForComplexTrade(String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
computeLocationsForSimpleTradeNoOptionality(String, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
computeLocationsForSimpleTradeWithOptionality(String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
computeLookbackPrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Generate the prefetch requests for the prefetcher named "lookback".
computeMappingPrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
computeMapPrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
computeMeasures(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher
computeMeasures(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter.FilterPrefetcher
computeMeasures(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter.FilterPrefetcher
computeMeasures(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector.FilterPrefetcher
computePrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
computePrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap.NamedPrefetcher
computePrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
computePrefetchFilter(ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringDynamicAggregationPostProcessor
computePrefetchFilter(ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
computePrefetchFilter(ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
computeResult(Object[], Double) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor: Compute the result
computeResult(Object[], Double) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings: Compute the result
computeResult(Object[], Double) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
computeResult(Object[], Double) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
computeRiskPosition(Map<String, Double>, Map<String, Object>, String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
computeRiskPosition(Map<String, T>, Map<String, Object>, String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
computeUnderlyingPrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
computeVectorIndex(ILocation, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand: Compute the input vector Index depending on the risk class
computeVectorIndex(ILocation, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
computeVectorIndex(ILocation, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
ConcreteDatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig
ConditionedDatastoreViewerServices - Class in com.activeviam.frtb.ref.cfg.impl
ConditionedDatastoreViewerServices() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices
CONFIDENCE_LEVEL_975 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
CONFIDENCE_LEVEL_975_MODIFIER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
CONFIDENCE_LEVEL_975_MODIFIER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
CONFIDENCE_LEVEL_99 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
CONFIDENCE_LEVEL_99_MODIFIER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
CONFIDENCE_LEVEL_99_MODIFIER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
confidenceLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
confidenceLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
confidenceLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
CONFIG_CSR_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CONFIG_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
configCsvChannelFactory - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
configCsvChannelFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Channel factory bean.
configCsvSource - Variable in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
configCsvSource - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
configCsvSource() - Method in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Creates the CSVSource responsible for loading the initial config data in the datastore from csv files.
configCsvSourceConfig() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
configCsvTopicConfigs - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
CONFIGURATION_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
CONFIGURATION_FILESCAN_PARAMETERS_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
ConfigurationConditionConverter(String) - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.ConfigurationConditionConverter
ConfigurationParametersUtils - Class in com.activeviam.frtb.core.utils
ConfigurationParametersUtils() - Constructor for class com.activeviam.frtb.core.utils.ConfigurationParametersUtils
ConfigurationSourceConfig - Class in com.activeviam.frtb.ref.cfg.impl
ConfigurationSourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig
configurationTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
configure(SessionCookieConfig, String) - Static method in class com.activeviam.frtb.security.impl.CookieUtil: Configures the cookies.
configure(AuthenticationManagerBuilder) - Method in class com.activeviam.frtb.es.tool.cfg.impl.InMemoryUserDetailsManagerBuilder
configure(AuthenticationManagerBuilder) - Method in class com.activeviam.frtb.security.impl.InMemoryUserDetailsManagerBuilder
configure(HttpSecurity) - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
configure(HttpSecurity) - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
configure(HttpSecurity) - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
configure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
configure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
configure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
configureGlobal(AuthenticationManagerBuilder) - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig
configureGlobal(AuthenticationManagerBuilder) - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
configureTupleFields(Map<String, Integer>) - Method in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher: Adds the translator tuple fields to be used in the PublisherUtils calls of the concrete class.
configureTupleFields(Map<String, Integer>) - Method in interface com.activeviam.frtb.ref.source.tuplepublisher.IBaseTuplePublisher: Defines the fields in the incoming tuples.
configureTupleFields(Map<String, Integer>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
configureTupleFields(Map<String, Integer>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCLinearIMABaseTuplePublisher: Defines the fields in the incoming tuples.
configureTupleFields(Map<String, Integer>) - Method in class com.activeviam.frtb.ref.utils.PublisherContext
CONNECTION_URL_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
ConstrainedES - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Returns the sum of the underlying measure ES (capital) for all risk classes that are not "allin"
ConstrainedES(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
CONTENT_SERVER_BOOKMARKS_DEFAULT_OWNERS_PROP - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The properties entry for the default bookmark owners.
CONTENT_SERVER_BOOKMARKS_DEFAULT_READERS_PROP - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The properties entry for the default bookmark readers.
CONTENT_SERVER_URL - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The URL of the content server.
CONTENTSERVER_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
CONTENTSERVER_PATH - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
ContentServerSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer
ContentServerSecurityConfigurer() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer
contentService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.LocalContentServiceConfig
contentService() - Method in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
context - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
context - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
context - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
context - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AJwtSecurityConfigurer
context - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AVersionSecurityConfigurer
context - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
context - Variable in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher
contextReferenceLevels(IActivePivot, IReferenceLevelContextVal) - Static method in class com.activeviam.frtb.core.utils.ReferenceLevelUtils
contextValueInterface - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
ContextValueTranslatorHelper - Class in com.activeviam.frtb.core.context.impl
ContextValueTranslatorHelper() - Constructor for class com.activeviam.frtb.core.context.impl.ContextValueTranslatorHelper
CONTRIBUTORS_COUNT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
convert(IActivePivot, IDatastoreVersion, LocalDate, String, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter: Convert tenor to a LocalDate; with business day convention applied.
convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter: Implementation of ITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) which first converts the tenor into a number of days using LegacyTenorConverter.calculateNbDays(String).
convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.SimpleTenorConverter
convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in interface com.activeviam.frtb.core.dates.ITenorConverter: Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention).
convertToTradeBaseTuple(Object[], PublisherContext) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Creates a tuple for the TradeBase store
COOKIE_NAME - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig
COOKIE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig
COOKIE_NAME - Static variable in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig
cookieName - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: The name of the cookie to clear
cookieName - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: The name of the cookie to clear
CookieUtil - Class in com.activeviam.frtb.security.impl: Utility class to configure the cookies.
CookieUtil() - Constructor for class com.activeviam.frtb.security.impl.CookieUtil
CORE_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CORRELATION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CORRELATION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
CORRELATION_HIGH_STRESS_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CORRELATION_LOW_STRESS_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CORRELATION_SCENARIO - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The correlation scenario property name ("correlationScenario")
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Delegate to the implementing class to compute the vector of correlations.
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler: Calculate the correlated weighted sensitivities for the CSR Sec CTP delta risk position.
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler: Calculate the correlated weighted sensitivities for the FX delta risk position.
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler: Calculate the correlated weighted sensitivities for the GIRR delta risk position.
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition: Calculate the correlated weighted sensitivities for the GIRR delta risk position.
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
correlations(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations
correlationScenario - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
correlationScenario - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
correlationScenario - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
correlationsWithCache(List<Object>, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: The vector of correlations for the current location.
CorrelationUtils - Class in com.activeviam.frtb.core.utils
CorrelationUtils() - Constructor for class com.activeviam.frtb.core.utils.CorrelationUtils
corsFilter() - Method in class com.activeviam.frtb.cfg.impl.FRTBCorsFilterConfig
COUNT - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Contribtors Count
COUNT - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Contribtors Count
COUNT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
COUNT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
COUNT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
COUNT_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
COUNTER_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
COUNTER_CURRENCY_INDEX - Static variable in class com.activeviam.frtb.core.calc.FXVegaCalculations
counterCcyLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
Covariance - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Computes the covariance of two vectors
Covariance(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
COVARIANCE_RANK_VECTORS - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
create(IActivePivot, Properties) - Method in interface com.activeviam.frtb.core.services.IDataAvailability.IFactory: Create instance of IDataAvailability.
create(IActivePivot, Properties) - Method in interface com.activeviam.frtb.core.services.IDistributionAwareQueryRunner.Factory: Create an instance of IDistributionAwareQueryRunner from the post-processor initialisation properties.
create(IActivePivot, Properties) - Method in class com.activeviam.frtb.core.services.impl.SimpleDataAvailability.Factory
create(IActivePivot, Properties) - Method in interface com.activeviam.frtb.core.services.IOrganisationHierarchyMap.Factory: Create an instance of IOrganisationHierarchyMap from the post-processor initialisation properties.
create(IActivePivot, Properties) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability.Factory
create(IActivePivot, Properties) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap.Factory
create(IActivePivot, Properties) - Method in class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner.Factory
CREATE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
createAggregatesMapLevelsPrefetcher(IMeasuresProvider, String...) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Create the prefetcher for the weighted sensitivities.
createAggregatesMapPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Create the prefetcher for the aggregates map.
createAggregationFunction(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
createAggregationFunction(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
createAndAddTopics(ICSVSource, String, String, String, List<String>, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Create the topic(s) and add it(them) to the CSV source
createAndAddTopics(ICSVSource<Path>, String, String, String, List<String>, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig: Create the topic(s) and add it(them) to the CSV source
createAndAddTopics(ICSVSource<Path>, String, String, String, List<String>, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig: Create the topic(s) and add it(them) to the CSV source
createAndAddTopics(ICSVSource<Path>, String, String, String, List<String>, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.SourceConfig: Create the topic(s) and add it(them) to the CSV source
createBranch(String, String, String, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService: This method provides a way to create a new branch off of master and asofDate from the book parent child datastore and provided changes to that new branch.
createBranchFromMaster(String, String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.frtb.ref.parentchild.service.ParentChildService: This method provides a way to both create a branch and submit changes off of the master branch.
createChannel(IStoreMessageChannelFactory<I, E>) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig: Create underlying message channels using SimpleSourceConfig.ITopicConfig.createChannel(IStoreMessageChannelFactory), then wrap in a composite channel.
createChannel(IStoreMessageChannelFactory<I, E>) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig.ITopicConfig: Create a message channel using a store message channel factory.
createChannel(IStoreMessageChannelFactory<I, E>) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig: Create a message channel using TopicConfig.messageChannelFactory if it is set, otherwise use messageChannelFactory.
createChannel(IStoreMessageChannelFactory<I, E>, String, String, ITuplePublisher) - Static method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
createChannel(IStoreMessageChannelFactory<I, E>, List<SimpleSourceConfig.ITopicConfig>) - Static method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
createChannel(String) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig
createChannel(String) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ISourceConfig: Create a message channel for the topic.
createChannels(IStoreMessageChannelFactory<IFileInfo<Path>, ILineReader>, Map<String, String>, Map<String, ITuplePublisher<IFileInfo<Path>>>) - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Create the list of channels from the channel factory, the mapping between the topics and the stores and the mapping between the topics and the tuple publishers
createCommonCalculators(String) - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
createCsvSource(String) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Create a CSV source object suitable for use with the IDataLoadController.
createCSVTopicFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
createCurvatureCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
createDatasetPrefetcher(IMeasuresProvider, String[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
createDatasetPrefetcher(IMeasuresProvider, String[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
createDatasetPrefetcher(IMeasuresProvider, String[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
createDeltaCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
createDrcCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createDRCIMABaseTuple(Object[]) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher
createDRCIMABaseTuple(Object[]) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCLinearIMABaseTuplePublisher: Creates a tuple for the DRC Trade Obligor store.
createDRCIMABaseTuple(Object[]) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCNonLinearIMABaseTuplePublisher: Creates a tuple for the DRC Trade Obligor store.
createDrcNonLinearObligorTradeCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createDrcObligorTradeCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createExpansionProcedure() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity: Creates the expansion procedure used to compute fx buckets depending on the jurisdiction
createFieldValuePair(String, Object) - Static method in class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects
createFilters() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Describe the filters used by this post-processor.
createIMASummaryCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createIMATradesCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createInstance(Double) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
createInstance(Integer) - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator
createInstance(Integer) - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.CALookbackTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.PLALookbackTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
createInstance(String) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
createISESPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
createISESPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
createIterator(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure
createIterator(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure
createKey(Object...) - Method in class com.activeviam.frtb.core.calc.AggregatesMap
createLeafPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Prefetcher for the capital charge measure for the leaf locations (if needed).
createLocationForCurrentDataSets(ILocation, Collection<Object>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio: Create a modified location by setting the member currentDataSet in the data set level
createLocationForDataSet(ILocation, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital: Create a modified location by setting the member currentDataSet in the data set level
createLocationForDataSet(ILocation, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler: Create a new location by setting the member currentDataSet in the data set level
createLookbackPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Create the lookback prefetcher.
createMapPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
createMessage(ITemplateEngine, String) - Method in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit: Creates a message for AlertWorkflowUnit.sendMessage(IMessageService, ITemplateEngine, String).
createNullKey() - Method in class com.activeviam.frtb.core.calc.AggregatesMap
createParentChildKey(String, LocalDate) - Static method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition
createParentPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Prefetcher for the capital allocation measure at the parent level (if needed).
createPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
createPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
createPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
createPrefetcherFilter() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Initialize the filter that will be intersected with every query.
createPrefetchers() - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
createPrefetchers() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
createSESPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
createSESPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
createSiblingPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Prefetcher for the capital charge measure for the siblings (if needed).
createTopic(String, String, String, ICSVParserConfiguration, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Create the topic with the parameters.
createTopic(String, String, String, ICSVParserConfiguration, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig
createTopic(String, String, String, ICSVParserConfiguration, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig
createTopic(String, String, String, ICSVParserConfiguration, boolean, String) - Method in class com.activeviam.frtb.ref.cfg.impl.SourceConfig
createTopicConfig(String, String, ITuplePublisher<IFileInfo>, boolean) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Create an SimpleSourceConfig.ITopicConfig object that uses ACSVSourceConfig.genericChannel(IBaseTuplePublisher, String, String, boolean, boolean, CSVMessageChannelFactory) for the channel creation.
createTopPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Prefetcher for the capital charge measure at the reference level (if needed).
createTradesCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
createTuple(Object[], String) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher
createTupleForStore(IDatastore, Map<String, Integer>, Object[], String) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Creates a tuple for the required store, by attempting to extract the value for each store field from the input tuple
createTupleForStore(IDatastore, Map<String, Integer>, Object[], String, Map<String, Object>) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Creates a tuple for the required store, by attempting to extract the value for each store field from the input tuple
createUnderlyingPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
createUnModKeys(Set<KeyObjects.FieldValuePair>) - Static method in class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects
createVegaCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
createWeightedSensitivityPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Create the prefetcher for the weighted sensitivities.
CREDIT_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
CREDIT_RATING_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
CREDIT_RATING_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
creditQualityCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
creditQualityCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
creditQualityCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
creditQualityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
creditQualityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
creditQualityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
CRS_SEC_CTP_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
CRS_SEC_CTP_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
CRS_SEC_NON_SCT_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
CRS_SEC_NON_SCT_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
CSR_BASIS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for doing the rho(basis) comparison in CSR Delta and Vega.
CSR_BUCKET_CORRELATIONS_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKET_CORRELATIONS_STORE_BUCKET_X - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKET_CORRELATIONS_STORE_BUCKET_Y - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKET_CORRELATIONS_STORE_CORRELATION - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKET_CORRELATIONS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKET_CORRELATIONS_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKET_DESCRIPTION_NONSEC_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKET_DESCRIPTION_SECCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKET_DESCRIPTION_SECNONCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKET_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKET_DESCRIPTION_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKET_DESCRIPTION_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKET_DESCRIPTION_STORE_RATING_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKET_DESCRIPTION_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKET_DESCRIPTION_STORE_SECTOR_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKET_NONSEC_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKET_SECCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKET_SECNONCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKETS_NON_SEC_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKETS_NON_SEC_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_NON_SEC_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_NON_SEC_STORE_CREDIT_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_NON_SEC_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_NON_SEC_STORE_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKETS_RISK_WEIGHT_STORE_BUCKET - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKETS_RISK_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKETS_RISK_WEIGHT_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_BUCKETS_RISK_WEIGHTS_NONSEC_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKETS_RISK_WEIGHTS_SECCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKETS_RISK_WEIGHTS_SECNONCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_BUCKETS_SEC_CTP_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKETS_SEC_CTP_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_CTP_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_CTP_STORE_CREDIT_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_CTP_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_CTP_STORE_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_NON_CTP_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
CSR_BUCKETS_SEC_NON_CTP_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_NON_CTP_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_NON_CTP_STORE_CREDIT_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_NON_CTP_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_BUCKETS_SEC_NON_CTP_STORE_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CSR_NAME - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CSR_NON_SEC_DELTA_DIFFERENT_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NON_SEC_DELTA_DIFFERENT_RHO_NAME_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NON_SEC_DELTA_DIFFERENT_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NON_SEC_DELTA_GAMMA_RATING_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NON_SEC_DELTA_RHO_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NS - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NS_BUCKET_COVERED_BONDS - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_NS_BUCKETS_CORRELATIONS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_NS_BUCKETS_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_NS_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Buckets.
CSR_NS_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_NS_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_NS_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR non-Sec Delta Double Sums.
CSR_NS_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_NS_DELTA_DOUBLE_SUMS_STORE_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_DELTA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_DELTA_DOUBLE_SUMS_STORE_TENOR - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_HIGHEST_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_NS_MARKET_DATA_QUALITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Quality.
CSR_NS_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Market Data Rating Category.
CSR_NS_MARKET_DATA_RATING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Market Data Rating.
CSR_NS_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Market Data Sector Category.
CSR_NS_MARKET_DATA_SECTOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-Sec Market Data Sector.
CSR_NS_OPTION_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_NS_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR non-sec Curvature PV Applied flag.
CSR_NS_UNDERLYINGASSETS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_NS_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR non-Sec Vega Double Sums.
CSR_NS_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_NS_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_VEGA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_NS_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Non-Sec Vega Option Maturity
CSR_NS_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_NS_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_QUALITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CSR_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
CSR_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
CSR_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
CSR_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
CSR_RATING - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CSR_RATING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
CSR_RATING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
CSR_RATING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
CSR_SEC_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_CTP_BUCKET_CORRELATIONS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSR_SEC_CTP_BUCKETS_CORRELATIONS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_CTP_BUCKETS_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_SEC_CTP_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Buckets.
CSR_SEC_CTP_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_CTP_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR Sec CTP Delta Double Sums.
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_DELTA_DOUBLE_SUMS_STORE_TENOR - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_DELTA_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_CTP_HIGHEST_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_CTP_MARKET_DATA_QUALITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Quality.
CSR_SEC_CTP_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Market Data Rating Category.
CSR_SEC_CTP_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Market Data Sector Category.
CSR_SEC_CTP_MARKET_DATA_SECTOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Market Data Sector.
CSR_SEC_CTP_OPTION_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_CTP_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Curvature PV Applied flag.
CSR_SEC_CTP_UNDERLYINGASSETS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR Sec CTP Vega Double Sums.
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_CTP_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec CTP Vega Option Maturity
CSR_SEC_CTP_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_CTP_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_NON_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_BUCKETS_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_SEC_NON_CTP_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec Non-CTP Buckets.
CSR_SEC_NON_CTP_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_NON_CTP_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_SEC_NON_CTP_CURVATURE_OTHER_BUCKET_ADDED - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_DIFFERENT_BUCKETS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR Sec Non-CTP Delta Double Sums.
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_DELTA_DOUBLE_SUMS_STORE_TENOR - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_ADDED - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_DELTA_RHO_TRANCHE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CSR_SEC_NON_CTP_HIGHEST_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_NON_CTP_MARKET_DATA_QUALITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec Non-CTP Quality.
CSR_SEC_NON_CTP_MARKET_DATA_RATING_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec Non-CTP Market Data Rating Category.
CSR_SEC_NON_CTP_MARKET_DATA_SECTOR_CATEGORY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec Non-CTP Market Data Sector Category.
CSR_SEC_NON_CTP_MARKET_DATA_SECTOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec Non-CTP Market Data Sector.
CSR_SEC_NON_CTP_OPTION_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_NON_CTP_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec non-CTP Curvature PV Applied flag.
CSR_SEC_NON_CTP_UNDERLYINGASSETS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for CSR Sec Non-CTP Vega Double Sums.
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_BASIS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_CSR_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
CSR_SEC_NON_CTP_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for CSR Sec non-CTP Vega Option Maturity
CSR_SEC_NON_CTP_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SEC_NON_CTP_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
CSR_SECTOR - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CSR_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
CSR_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
CSR_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
CSR_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
CSR_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
CSR_UNDERLYING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for the CSR Underlying.
CSRBucketCorrelationsFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
CSRBucketCorrelationsFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
CSRBucketCorrelationsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR Bucket Correlations store.
CSRBucketDescriptionFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
CSRBucketDescriptionFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
CSRBucketDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the CSR Bucket Description store.
CSRBucketFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
CSRBucketFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
CSRBucketRiskWeightsFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
CSRBucketRiskWeightsFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
CSRBucketsRiskWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR Buckets Risk Weight store.
CSRCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
CSRCurvaturePublisher(PublisherContext, IParameterRetriever) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRCurvaturePublisher: Constructor
CSRDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Delta stores.
CSRDeltaPublisher(PublisherContext, IParameterRetriever, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRDeltaPublisher: Constructor
CSRNonSecBucketStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the CSR Bucket store.
CSRNS_BUCKET_CORRELATIONS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
CSRNS_CURVATURE_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
CSRNS_CURVATURE_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Delta for Curvature
CSRNSCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the CSR non-Sec Curvature CVR (paragraph 53(b)).
CSRNSCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
CSRNSCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR non-Sec Curvature measures.
CSRNSCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
CSRNSCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
CSRNSCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRNSCurvaturePublisher: Constructor
CSRNSCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the most punitive risk weight for CSR NS Curvature
CSRNSCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureRiskWeight
CSRNSCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CSRNSCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
CSRNSDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Non Sec Delta aggregated weighted sensitivities.
CSRNSDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
CSRNSDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Non Sec delta calculations.
CSRNSDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
CsrNsDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR non-sec Delta Double Sums store.
CSRNSDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR non-Sec Delta measures.
CSRNSDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
CSRNSDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR non-Sec Delta store.
CSRNSDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRNSDeltaPublisher: Constructor
CSRNSDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR non-Sec Delta Risk Charge.
CSRNSDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
CSRNSDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the CSR non-Sec Delta Risk Charge (or Euler Capital Allocation).
CSRNSDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
CSRNSDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the CSR non-Sec Delta Risk Position (or Euler Capital Allocation).
CSRNSDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
CSRNSDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Non-Sec Delta Risk Position.
CSRNSDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
CSRNSDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR non-Sec Delta Risk Position.
CSRNSDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
CSRNSDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR NS Delta
CSRNSDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
CSRNSDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the weighted sensitivity for CSR NS Delta
CSRNSDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
CSRNSVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Non Sec Vega aggregated weighted sensitivities.
CSRNSVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
CSRNSVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Non Sec Vega calculations.
CSRNSVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
CsrNsVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR non-sec Vega Double Sums store.
CSRNSVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR non-Sec Vega measures.
CSRNSVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
CSRNSVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR non-Sec Vega store.It extends the generic CSR Vega publisher and overrides the risk class and risk measure.
CSRNSVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRNSVegaPublisher: Constructor
CSRNSVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR non-Sec Vega Risk Charge.
CSRNSVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
CSRNSVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
CSRNSVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
CSRNSVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the Risk Position for CSR NS Vega
CSRNSVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
CSRNSVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Non-Sec Vega Risk Position.
CSRNSVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
CSRNSVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR non-Sec Vega Risk Position.
CSRNSVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
CSRNSVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR NS Vega
CSRNSVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight
CSRNSVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to compute the weighted sensitivity for CSR NS
CSRNSVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity
CSRSecCtpBucketStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the CSR Bucket store.
CSRSecCtpCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the CSR Sec CTP Curvature CVR (paragraph 53(b)).
CSRSecCtpCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
CSRSecCTPCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Curvature measures.
CSRSecCTPCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
CSRSecCTPCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
CSRSecCTPCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecCTPCurvaturePublisher: Constructor
CSRSecCtpCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the most punitive risk weight for CSR Sec CTP Curvature
CSRSecCtpCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureRiskWeight
CSRSecCtpCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CSRSecCtpCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
CSRSecCtpDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Sec CTP Delta aggregated weighted sensitivities.
CSRSecCtpDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
CSRSecCTPDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Sec CTP delta calculations.
CSRSecCTPDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
CsrSecCtpDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR Sec CTP Delta Double Sums store.
CSRSecCTPDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Delta measures.
CSRSecCTPDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
CSRSecCTPDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Sec CTP Delta publisher.
CSRSecCTPDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecCTPDeltaPublisher: Constructor
CSRSecCtpDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR Sec CTP Delta Risk Charge.
CSRSecCtpDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
CSRSecCtpDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the CSR Sec CTP Delta Risk Charge (or Euler Capital Allocation).
CSRSecCtpDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler
CSRSecCtpDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the CSR Sec CTP Delta Risk Position (or Euler Capital Allocation).
CSRSecCtpDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
CSRSecCtpDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Sec CTP Delta Risk Position.
CSRSecCtpDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations
CSRSecCtpDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR Sec CTP Delta Risk Position.
CSRSecCtpDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
CSRSecCtpDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR Sec CTP Delta
CSRSecCtpDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
CSRSecCtpDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the weighted sensitivity for CSR Sec CTP Delta
CSRSecCtpDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity
CSRSecCtpVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Sec CTP Vega aggregated weighted sensitivities.
CSRSecCtpVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
CSRSecCTPVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Sec CTP Vega calculations.
CSRSecCTPVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations
CsrSecCtpVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR sec CTP Vega Double Sums store.
CSRSecCTPVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec CTP Vega measures.
CSRSecCTPVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
CSRSecCTPVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Sec CTP Vega store.
CSRSecCTPVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecCTPVegaPublisher: Constructor
CSRSecCtpVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR Sec CTP Vega Risk Charge.
CSRSecCtpVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
CSRSecCtpVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
CSRSecCtpVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
CSRSecCtpVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the Risk Position for CSR Sec CTP Vega
CSRSecCtpVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition
CSRSecCtpVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Sec CTP Vega Risk Position.
CSRSecCtpVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations
CSRSecCtpVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR Sec CTP Vega Risk Position.
CSRSecCtpVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
CSRSecCtpVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR Sec CTP Vega
CSRSecCtpVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight
CSRSecCtpVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to compute the weighted sensitivity for CSR Sec CTP Vega
CSRSecCtpVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity
CSRSecNonCtpBucketStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the CSR Bucket store.
CSRSecNonCTPCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the CSR Sec non-CTP Curvature CVR (paragraph 53(b)).
CSRSecNonCTPCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
CSRSecNonCTPCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Curvature measures.
CSRSecNonCTPCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
CSRSecNonCTPCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
CSRSecNonCTPCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecNonCTPCurvaturePublisher: Constructor
CSRSecNonCTPCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the most punitive risk weight for CSR Sec Non-CTP Curvature
CSRSecNonCTPCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureRiskWeight
CSRSecNonCTPCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CSRSecNonCTPCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
CSRSecNonCTPDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Sec Non CTP Delta aggregated weighted sensitivities.
CSRSecNonCTPDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
CSRSecNonCTPDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Sec Non CTP delta calculations.
CSRSecNonCTPDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
CsrSecNonCtpDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR sec non-CTP Delta Double Sums store.
CSRSecNonCTPDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Delta measures.
CSRSecNonCTPDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
CSRSecNonCTPDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Sec non-CTP Delta store.
CSRSecNonCTPDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecNonCTPDeltaPublisher: Constructor
CSRSecNonCTPDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR Sec non-CTP Delta Risk Charge.
CSRSecNonCTPDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
CSRSecNonCTPDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the CSR Sec non-CTP Delta Risk Charge (or Euler Capital Allocation).
CSRSecNonCTPDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
CSRSecNonCTPDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the CSR Sec non-CTP Delta Risk Position (or Euler Capital Allocation).
CSRSecNonCTPDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition
CSRSecNonCTPDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Sec Non-CTP Delta Risk Position.
CSRSecNonCTPDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations
CSRSecNonCTPDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR Sec non-CTP Delta Risk Position.
CSRSecNonCTPDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
CSRSecNonCTPDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR Sec Non-CTP Delta
CSRSecNonCTPDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
CSRSecNonCTPDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the weighted sensitivity for CSR Sec Non-CTP Delta
CSRSecNonCTPDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity
CSRSecNonCTPVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of CSR Sec Non CTP Vega aggregated weighted sensitivities.
CSRSecNonCTPVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
CSRSecNonCTPVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for CSR Sec Non CTP Vega calculations.
CSRSecNonCTPVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
CsrSecNonCtpVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the CSR sec non-CTP Vega Double Sums store.
CSRSecNonCTPVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the CSR Sec Non-CTP Vega measures.
CSRSecNonCTPVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
CSRSecNonCTPVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Sec non-CTP Vega store.
CSRSecNonCTPVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRSecNonCTPVegaPublisher: Constructor
CSRSecNonCTPVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for CSR Sec non-CTP Vega Risk Charge.
CSRSecNonCTPVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
CSRSecNonCTPVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
CSRSecNonCTPVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
CSRSecNonCTPVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the Risk Position for CSR Sec Non-CTP Vega
CSRSecNonCTPVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition
CSRSecNonCTPVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Sec Non CTP Vega Risk Position.
CSRSecNonCTPVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations
CSRSecNonCTPVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for CSR Sec Non CTP Vega Risk Position.
CSRSecNonCTPVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
CSRSecNonCTPVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for CSR Sec Non-CTP Vega
CSRSecNonCTPVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight
CSRSecNonCTPVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to compute the weighted sensitivity for CSR Sec non-CTP Vega
CSRSecNonCTPVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity
CSRStoreTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl
CSRStoreTuplePublisher(IDatastore, String, String) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.CSRStoreTuplePublisher
CSRVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the CSR Vega stores.
CSRVegaPublisher(PublisherContext, IParameterRetriever, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.CSRVegaPublisher: Constructor
CSV_FILESCAN_RECURSIVE - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
csvAsOfDateFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig
csvAsOfDateFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig
csvAsOfDateFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SourceConfig
csvAsOfDateFilescanParameters() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig: Bean for file scan parameters for CSV files delivered by as-of date
csvAsOfDateFilescanParameters(Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
csvChannelFactory - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
csvChannelFactory() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Channel factory bean.
csvChannelFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Channel factory bean.
csvConfigurationFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig
csvConfigurationFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig
csvConfigurationFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SourceConfig
csvConfigurationFilescanParameters() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig: Bean for file scan parameters for configuration CSV files
csvConfigurationFilescanParameters(Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
csvHistoricalFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig
csvHistoricalFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig
csvHistoricalFilescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.SourceConfig
csvHistoricalFilescanParameters() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig: Bean for file scan parameters for historical CSV files
csvHistoricalFilescanParameters(Map<String, Object>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
csvInitialLoad() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Once the ActivePivot Manager is ready, we fetch the initial data set.
csvSource - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
csvSource() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Creates the CSVSource responsible for loading the initial data in the datastore from csv files.
csvSource() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Creates the CsvScopedFetchSource responsible for loading data in the datastore from csv files.
csvSourceConfig() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
csvSourceConfiguration() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
csvSourceFilePath() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
csvTopicConfigs - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
CU - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
cube - Variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCSummaryMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMASummaryMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
CUBE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
CUBE_MEASURE_PRIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
CUBE_MEASURE_PRIORITY_COMPARATOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
CURRENCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
CURRENT_SESSION_CONTEXT_CLASS - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
CURRENT_SETS_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
CurrentDatasetsPrefetcher(IMeasuresProvider, String[]) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio.CurrentDatasetsPrefetcher
CURVATURE - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
CURVATURE_CLASS_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The curvature class property name ("curvatureClass")
CURVATURE_RISK_POSITION_DOWN - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Curvature Risk Position Down (Top of House)
CURVATURE_RISK_POSITION_SCENARIO - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Position Scenario
CURVATURE_RISK_POSITION_UP - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Curvature Risk Position Up (Top of House)
CURVATURE_SHOCKED_PV_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Curvature shocked PV CCY.
CURVATURE_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
CURVATURE_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_FX_DIVIDER_ELIGIBILITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_PV_APPLIED - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_RISK_WEIGHT - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_SHIFT_DOWN_PV - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_SHIFT_UP_PV - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
CURVATURE_TO_DELTA_SHIFT - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Curvature to Delta shift
CurvatureCalculations - Class in com.activeviam.frtb.core.calc
CurvatureCalculations() - Constructor for class com.activeviam.frtb.core.calc.CurvatureCalculations
CurvatureDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CurvatureDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
curvatureGammaCorrelation(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
CurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures
CurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.CurvatureMeasures
curvatureRiskClassToPublisherMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
curvatureRiskClassToStoreMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
CurvatureRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
CurvatureRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
CurvatureRiskPositionMax - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Chooses between the CVR Up and CVR Down values; based on the CVR Scenario.
CurvatureRiskPositionMax(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
CurvatureRiskPositionScenario - Class in com.activeviam.frtb.core.postprocessor.impl: Returns the selected Risk Position Scenario ("up" or "down")
CurvatureRiskPositionScenario(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
CurvatureSb - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Returns the Sb value of the curvature risk charge formula specified in [MAR21.5, (4)] in BCBS-457 Sb = sum of cvrUp, in case the upward scenario has been selected Sb = sum of cvrDown, in case the downward scenario has been selected
CurvatureSb(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
CurvatureStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Curvature store.
curvatureToDeltaShift(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
CurvatureToDeltaShift - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Returns the delta sensitivities for its corresponding curvature location.
CurvatureToDeltaShift(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
CURVE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
CURVE_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
CURVE_TYPE_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
curveTypeLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
CustomActivePivotConfig - Class in com.activeviam.frtb.ref.cfg.impl
CustomActivePivotConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
customFormatters - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
customParsers - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
CVR - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: CVR (Curvature Risk Charge)
CVR_DOWN - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: CVR Down scenario
CVR_SCENARIO - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: CVR Scenario choice
CVR_UP - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: CVR Up scenario
CVR_UP_AND_DOWN - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: CVR Up and Down scenario values

D

DATA_LOAD_ENV_PROPS_FILE_PATH_SYSPROP - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Optional system property to define the path of an application 'env' properties file.
DATA_SET - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
DATA_SET_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
DATA_SET_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
dataAvailability - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
DataAvailability - Class in com.activeviam.frtb.ref.services.impl: Implementation of IDataAvailability which only returns a single measure, after checking that the data is available to evaluate this measure.
DataAvailability(DataAvailability.Factory, IActivePivot) - Constructor for class com.activeviam.frtb.ref.services.impl.DataAvailability
DataAvailability.Factory - Class in com.activeviam.frtb.ref.services.impl
dataAvailabilityFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
dataAvailabilityFactory - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
dataLoadController - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
dataLoadController(List<Consumer<IDataLoadController>>) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig: Spring bean for the data load controller.
DataLoadControllerConfig - Class in com.activeviam.frtb.starter.cfg.impl: Configure a data load controller.
DataLoadControllerConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
DataLoadControllerConfig.AsOfDateScopeToRemoveWhereConditionConverter - Class in com.activeviam.frtb.starter.cfg.impl: For a scope containing an as-of date, remove all entries from the stores by as-of date.
DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter - Class in com.activeviam.frtb.starter.cfg.impl: For a scope containing an as-of date, remove entries from some stores by as-of date (with optional additional filters); other stores are ignored.
DataLoadControllerConfig.ConfigurationConditionConverter - Class in com.activeviam.frtb.starter.cfg.impl: For topics representing configuration data, delete everything.
DataLoadControllerConfig.HistoricalConditionConverter - Class in com.activeviam.frtb.starter.cfg.impl: For topics representing historical data, delete everything.
DataLoadControllerFileConfig - Class in com.activeviam.frtb.starter.cfg.impl: Configuration for turning different types of scope (e.g.
DataLoadControllerFileConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
dataLoadControllerRestService() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
DataLoadControllerSourceConfigs - Class in com.activeviam.frtb.starter.cfg.impl: Beans for IDataLoadController sources.
DataLoadControllerSourceConfigs() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
DATASET_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
DATASET_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
dataSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
dataSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
dataSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
dataSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
DatasetPrefetcher(IMeasuresProvider, String[]) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital.DatasetPrefetcher
DatasetPrefetcher(IMeasuresProvider, String[]) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler.DatasetPrefetcher
dataSourceBuilder() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBActiveMonitorAppConfig
datastore - Variable in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
datastore - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
datastore - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser
datastore - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfService
datastore - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
datastore - Variable in class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO
datastore - Variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
datastore - Variable in class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner.Factory: Datastore spring configuration
datastore - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
datastore - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
datastore() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig: Instantiate the datastore.
datastore() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Instantiate the datastore.
datastore() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.DummyDatastoreConfig
datastoreConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
datastoreConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.EsToolConfig: Datastore spring configuration
datastoreConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Application datastore, automatically wired
datastoreConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Application datastore, automatically wired
datastoreConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Application datastore, automatically wired
datastoreConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices
datastoreConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Datastore spring configuration
datastoreConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.MonitorConfig: Datastore spring configuration
DatastoreConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Spring configuration of the Datastore.
DatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the Datastore.
DatastoreConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
DatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
DatastoreConfig.ConcreteDatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Datastore configuration that enables an actual Datastore.
DatastoreConfig.DummyDatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Datastore configuration that with no actual Datastore creation (which is fine for a "query" node).
datastoreCustomisations() - Method in class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisationsConfig: Returns the datastore modifications to be performed in the project, as a bean.
DatastoreCustomisations - Class in com.activeviam.frtb.starter.cfg.impl: Datastore modifications to be performed on the default Accelerator stores.
DatastoreCustomisations() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisations
DatastoreCustomisationsConfig - Class in com.activeviam.frtb.starter.cfg.impl: A configuration class to set the datastore modifications to be performed in the project.
DatastoreCustomisationsConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisationsConfig
DatastoreLookupOrganisationHierarchyMap - Class in com.activeviam.frtb.ref.services.impl
DatastoreLookupOrganisationHierarchyMap(IDistributionAwareQueryRunner, IActivePivot, Properties) - Constructor for class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
DatastoreLookupOrganisationHierarchyMap.Factory - Class in com.activeviam.frtb.ref.services.impl
datastorePublisher - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
datastoreRestService() - Method in class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices: Creates the REST service for the Datastore.
DatastoreRestStoresSecurityConfig - Class in com.activeviam.frtb.ref.cfg.impl
DatastoreRestStoresSecurityConfig(IDatastoreConfig) - Constructor for class com.activeviam.frtb.ref.cfg.impl.DatastoreRestStoresSecurityConfig
datastoreService - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
datastoreService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
datastoreService() - Method in class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices: Creates a service to query the datastore.
datastoreServiceConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
datastoreServiceConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices
datastoreVersion - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
DATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
DATE_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
DATE_HIERARCHY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube hierarchy for Dates.
DATE_PARAM - Static variable in interface com.activeviam.frtb.ref.services.rest.ICubeExportRestService
DatedOrgHierarchyMap<OutputType> - Class in com.activeviam.frtb.core.postprocessor.impl: Preserve the Book/Desk and Legal Entity hierarchies when loading historical values.
DatedOrgHierarchyMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
DatedOrgHierarchyMap.NamedPrefetcher<CONTEXT> - Class in com.activeviam.frtb.core.postprocessor.impl
dateFormat - Variable in class com.activeviam.frtb.core.localDate.LocalDateFormatter: Thread local simple date format.
dateFormat - Variable in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter: Thread local simple date format.
dateHierarchy - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
dateLevel - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
dateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
dateLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
DATES_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
DAY_COUNT_A_360 - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Spring Bean qualifier for A/360 day count.
DAY_COUNT_A_365 - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Spring Bean qualifier for A/365 day count.
DAY_COUNT_A_365_FIXED - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Spring Bean qualifier for A/365F day count.
DAY_COUNT_DEFAULT - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Default value for "maturity-converter.day-count" property.
DAY_COUNT_PROPERTY - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Configuration Property name containing qualifier for the default day count convention: "maturity-converter.day-count".
DAY_FORMAT - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Format string to display a day date
dayCount(IActivePivot, IDatastoreVersion, LocalDate, LocalDate, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter: Given start and end dates, calculate the fraction of a year between them.
dayCount(LocalDate, LocalDate) - Method in interface com.activeviam.frtb.core.dates.IDayCountConvention: Given two dates, calculates the fraction of a year between them.
dayCount(LocalDate, LocalDate) - Method in class com.activeviam.frtb.core.dates.impl.DayCountA360
dayCount(LocalDate, LocalDate) - Method in class com.activeviam.frtb.core.dates.impl.DayCountA365Fixed
dayCount(LocalDate, LocalDate) - Method in class com.activeviam.frtb.core.dates.impl.DayCountActualActualISDA
dayCount(BeanFactory, String) - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: The default implementation of IDayCountConvention.
dayCountA360() - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig
DayCountA360 - Class in com.activeviam.frtb.core.dates.impl: Implementation of the A/360 daycount convention.
DayCountA360() - Constructor for class com.activeviam.frtb.core.dates.impl.DayCountA360
dayCountA365Fixed() - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig
DayCountA365Fixed - Class in com.activeviam.frtb.core.dates.impl: Implementation of the A/365 (Fixed) day count convention.
DayCountA365Fixed() - Constructor for class com.activeviam.frtb.core.dates.impl.DayCountA365Fixed
dayCountActualActualISDA() - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig
DayCountActualActualISDA - Class in com.activeviam.frtb.core.dates.impl: Implementation of the Actual/Actual (ISDA) day count convention.
DayCountActualActualISDA() - Constructor for class com.activeviam.frtb.core.dates.impl.DayCountActualActualISDA
dayCountConvention - Variable in class com.activeviam.frtb.core.dates.impl.LegacyMaturityConverter
dayCountConvention - Variable in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
declareFormatter() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
DEFAULT_APP_ENV_PROPS_FILE_PATH - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Default application 'env' properties file used if FRTBEnvConstants.APP_ENV_PROPS_FILE_PATH_SYSPROP system property has not been explicitly set.
DEFAULT_CSV_SOURCE_POLLING_DELAY - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
DEFAULT_CSV_SOURCE_POLLING_DELAY - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DEFAULT_DATA_LOAD_ENV_PROPS_FILE_PATH - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Default data loading 'env' properties file used if FRTBEnvConstants.DATA_LOAD_ENV_PROPS_FILE_PATH_SYSPROP system property has not been explicitly set.
DEFAULT_DATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DEFAULT_DELIMITER - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
DEFAULT_DOWNLOAD - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
DEFAULT_DOWNLOAD_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_DOWNLOAD_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_DRC_VECTOR_SIZE - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DEFAULT_FILENAME_FORMAT - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_FILENAME_FORMAT - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_FILENAME_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_FILENAME_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_HIBERNATE_ENV_PROPS_FILE_PATH - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Default hibernate 'env' properties file used if FRTBEnvConstants.HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP system property has not been explicitly set.
DEFAULT_HIERARCHY - Static variable in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
DEFAULT_IMA_NUMBER_EXECPTIONS - Static variable in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
DEFAULT_LEVEL - Static variable in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
DEFAULT_LEVEL - Static variable in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
DEFAULT_LOOKBACK - Static variable in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
DEFAULT_LOOKBACK - Static variable in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
DEFAULT_LOOKBACK - Static variable in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
DEFAULT_LOOKBACK - Static variable in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
DEFAULT_MDX_FORMAT - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_MDX_FORMAT - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_MDX_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_MDX_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_QUERY_TIMEOUT - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig: Default query timeout for queries
DEFAULT_QUERY_TIMEOUT - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig: Default query timeout for queries
DEFAULT_REFERENCE_CURRENCY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_REFERENCE_CURRENCY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_REFERENCE_CURRENCY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_REFERENCE_CURRENCY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
DEFAULT_RISK_CHARGE - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Default Risk Charge
DEFAULT_RISK_CHARGE_STORE_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_DIRECTION - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_GROSS_JTD - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_INSTRUMENT_LGD_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_MARKET_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_MARKET_VALUE_OVERRIDDEN - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_MATURITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_NOTIONAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_NOTIONAL_OVERRIDDEN - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_OBLIGOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_CHARGE_STORE_TRANCHE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DEFAULT_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DEFAULT_RISK_WEIGHT_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DEFAULT_SAVE - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
DEFAULT_SAVE_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
DEFAULT_SAVE_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
defaultFileName - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
DefaultRiskCharge - Class in com.activeviam.frtb.core.postprocessor.drc.impl: This PP calculates the Default Risk Charge.
DefaultRiskCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
DefaultRiskChargeStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Default Risk Charge store.
DefaultRiskChargeTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles the Standardised Approach Default Risk Charge publishing.
DefaultRiskChargeTuplePublisher(IDatastore, String, IMaturityConverter) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher: Constructor.
DefaultSecurityConfigurer() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer: Default constructor.
defaultValue() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
defaultValue() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Generate a default value for when there are no facts below the reference location.
defaultValue(String) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
DELETE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
DELETE_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
DELETE_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
DELIMITER_PARAM - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
DELTA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DELTA_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Delta sensitivities CCY.
DELTA_SENSITIVITIES - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
DELTA_SENSITIVITIES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DELTA_SENSITIVITIES_INTERPOLATED - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DELTA_SENSITIVITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
DELTA_SENSITIVITY_CURRENCY_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The delta sensitivity currency level property name.
DELTA_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
DELTA_STORE_DELTA_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_DELTA_SENSITIVITIES - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_DELTA_SENSITIVITIES_INTERPOLATED - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_FX_COMPLEX_TRADE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_FX_DIVIDER_ELIGIBILITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_FX_OTHER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_OPTIONALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_ORIGINAL_OPTIONALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_SENSITIVITY_DATES - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DELTA_WEIGHTED_SENSITIVITIES - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
DeltaDoubleSumsExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
DeltaDoubleSumsExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
deltaGammaCorrelation(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String, String, String, String, String, String, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
deltaRiskClassToPublisherMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
deltaRiskClassToStoreMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
deltaSensitivitiesForCurvature(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CurvatureMeasures: Produces the description of the post-processors for the delta sensitivities for curvature measures.
DeltaStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Delta store.
DeltaVerticesStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Vertices store.
DEN - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
description - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Measure description.
description - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Measure description.
description - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Measure description.
description() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
description() - Method in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
description() - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator
description() - Method in class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator
description() - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
description() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
description() - Method in class com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser
description() - Method in class com.qfs.store.service.impl.TempLikeConditionFactory
DESCRIPTION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DESK - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DESK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Desks
DESK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The Desk Level property name ("deskLevel").
DESK_MODEL - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DESK_MODEL_SWITCH_DATETIME_FORMATER - Static variable in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
deskHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
DeskModelSwitchRestService - Class in com.activeviam.frtb.ref.source.whatif.rest.services
DeskModelSwitchRestService() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
DeskModelSwitchSubmissionDTO - Class in com.activeviam.frtb.ref.source.whatif.rest.dto
DeskModelSwitchSubmissionDTO() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
DeskModelSwitchWhatIfDefinition - Class in com.activeviam.frtb.ref.whatif.definition
DeskModelSwitchWhatIfDefinition() - Constructor for class com.activeviam.frtb.ref.whatif.definition.DeskModelSwitchWhatIfDefinition
DeskModelSwitchWhatIfDefinition(ICondition, String) - Constructor for class com.activeviam.frtb.ref.whatif.definition.DeskModelSwitchWhatIfDefinition
deskModelSwtichRestService() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
deskToBooks(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
DETACHMENT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DETACHMENT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
DIAGONAL_CORRELATION - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: The special correlation value returned for the diagonal element; so that it doesn't get stressed.
DIFFERENTIAL_SUFFIX - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
DIFFERENTIAL_SUFFIX - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
DIFFERENTIAL_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
DifferentialSum - Class in com.activeviam.frtb.core.postprocessor.impl: Sums differential underlying measures.
DifferentialSum(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
DifferentiationStepSizeContextVal - Class in com.activeviam.frtb.core.context.impl
DifferentiationStepSizeContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
DifferentiationStepSizeContextVal(double) - Constructor for class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
DifferentiationStepSizeMetadata - Class in com.activeviam.frtb.core.context.impl
DifferentiationStepSizeMetadata() - Constructor for class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
DifferentiationStepSizeTranslator - Class in com.activeviam.frtb.core.context.impl
DifferentiationStepSizeTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
dimensions - Variable in class com.activeviam.frtb.core.calc.AggregatesMap
DIRECTION - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Direction property name for DRC ("direction")
DIRECTION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
DIRECTION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
disableRegisteringContextValueFilter(ContextValueFilter) - Method in class com.activeviam.frtb.starter.main.FRTBApplication
discriminatorsPaths - Static variable in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
dispatcherServletRegistration(DispatcherServlet, ObjectProvider<MultipartConfigElement>) - Method in class com.activeviam.frtb.ref.main.FRTBActiveMonitorApplication
dispatcherServletRegistration(DispatcherServlet, ObjectProvider<MultipartConfigElement>) - Method in class com.activeviam.frtb.starter.main.FRTBApplication
DistributedDSViewerWhatIfRestfulService - Class in com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer: The UndistributedDSViewerWhatIfRestfulService is the restful layer on top of DSViewerWhatIfService and uses the WhatIfDistributedQueryUtils for the Meta dataAPI in a distributed frtb system.
DistributedDSViewerWhatIfRestfulService() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
DistributedFirstUnderlying<OutputType> - Class in com.activeviam.frtb.core.postprocessor.impl: Returns the first underlying measure for which one of the applications in the cluster has data.
DistributedFirstUnderlying(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
distributedQuery - Variable in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
distributedQuery - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser
distributedQuery - Variable in class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO
distributedQuery - Variable in class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner.Factory
distributedQuery() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
distributedQueryUtils - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
distributedWhatIfDatastoreRestService() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig: Creates the REST service for the Datastore.
distributionAwareQueryRunner - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
distributionAwareQueryRunner - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
distributionAwareQueryRunner - Variable in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
DistributionAwareQueryRunner - Class in com.activeviam.frtb.ref.services.impl
DistributionAwareQueryRunner(DistributionAwareQueryRunner.Factory, IActivePivot, Properties) - Constructor for class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner
DistributionAwareQueryRunner.Factory - Class in com.activeviam.frtb.ref.services.impl
distributionAwareQueryRunnerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
distributionAwareQueryRunnerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
distributionConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
distributionConfig - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
distributionConfig - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability.Factory
DistributionConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring Bean "distributionConfig" containing the configuration for distribution of the FRTB cubes.
DistributionConfig(String, String, String, String, String) - Constructor for class com.activeviam.frtb.ref.cfg.impl.DistributionConfig
DistributionConfig.IDistributionConfigAware - Interface in com.activeviam.frtb.ref.cfg.impl: Marker interface for injecting the DistributionConfig bean.
doBatchFor(String...) - Method in class com.activeviam.frtb.ref.workflows.batch.impl.BatchWorkflowConfig: Activates batch for a series of actions.
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer
doConfigure(HttpSecurity) - Method in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer
DOCS_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
DOCS_PATH - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
DOCTORPIVOT_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
DOCTORPIVOT_PATH - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
doFilter(ServletRequest, ServletResponse, FilterChain) - Method in class com.activeviam.frtb.cfg.impl.SpringOncePerRequestCorsFilter: Applies CORS settings.
doFullDataStoreTransaction(ISource, List<IMessageChannel>) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Start a transaction on the datastore, invokes the fetch method of the csvSource and commits the transaction.
doFullDataStoreTransaction(List<IMessageChannel<IFileInfo<Path>, ILineReader>>) - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Start a transaction on the datastore, invokes the fetch method of the csvSource and commits the transaction.
DOUBLE_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
DOUBLE_FORMAT_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
DOUBLE_SUMS_ALTERNATIVE - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Value "Alternative" for a Double Sums level (Risk Charge only)
DOUBLE_SUMS_DIFFERENT - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Value "Different" for a Double Sums level.
DOUBLE_SUMS_OTHER_BUCKET - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Value "Other" (Bucket) for a Double Sums level (Risk Charge only)
DOUBLE_SUMS_SAME - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Value "Same" for a Double Sums level.
DOUBLE_SUMS_UNDLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
DoubleAdd - Class in com.activeviam.frtb.core.postprocessor.impl: Computes the sum of two double-typed values.
DoubleAdd(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
DoubleArrayFormatter - Class in com.activeviam.frtb.core.format.impl: A formatter used to display all the elements in a double array/vector.
DoubleArrayFormatter - Class in com.activeviam.frtb.es.tool.format.impl: A formatter used to display all the elements in a double array/vector.
DoubleArrayFormatter(Locale) - Constructor for class com.activeviam.frtb.core.format.impl.DoubleArrayFormatter
DoubleArrayFormatter(Locale) - Constructor for class com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter
DoubleArrayFormatter(Locale, String) - Constructor for class com.activeviam.frtb.core.format.impl.DoubleArrayFormatter
DoubleArrayFormatter(Locale, String) - Constructor for class com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter
DoubleDiff - Class in com.activeviam.frtb.core.postprocessor.impl: Compute the difference between two double-typed values.
DoubleDiff(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
DoubleDivision - Class in com.activeviam.frtb.core.postprocessor.impl: Computes the division of two doubles
DoubleDivision(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
DoubleFiltering - Class in com.activeviam.frtb.core.postprocessor.impl: Extension of AFilteringPostProcessor for doubles.
DoubleFiltering(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
doubleSumsDeepestLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
DoubleVectorDisplayAll - Class in com.activeviam.frtb.ref.drillthrough.impl
DoubleVectorDisplayAll(String, String, Properties) - Constructor for class com.activeviam.frtb.ref.drillthrough.impl.DoubleVectorDisplayAll
down() - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
down(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
DOWN - Static variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
download - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
DOWNLOAD_PARAM - Static variable in interface com.activeviam.frtb.ref.services.rest.ICubeExportRestService
DRC - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DRC_BASE_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: DRC stores
DRC_BUCKET_CORPORATES - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: DRC bucket for corporates.
DRC_BUCKET_LGM_SPLITTER - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Character used to split bucket members for FrtbConfigProperties.DRC_BUCKET_LOCAL_GOVERNMENTS_MUNICIPALITIES.
DRC_BUCKET_LOCAL_GOVERNMENTS_MUNICIPALITIES - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: DRC bucket for local governments or municipalities.
DRC_BUCKET_SECNONCTP_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DRC_BUCKET_SOVEREIGNS - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: DRC bucket for sovereigns.
DRC_DEFAULT_CONFIDENCE_LEVEL - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
DRC_DEFAULT_METHOD - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
DRC_DEFAULT_RISK_WEIGHTINGS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
DRC_DIRECTION_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC direction
DRC_GROSS_JTD - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Gross JTD
DRC_GROSS_JTD_CURRENCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Gross JTD currency
DRC_GROSS_JTD_PROVIDED - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Gross JTD Provided
DRC_IMA - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
DRC_IMA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
DRC_IMA_EULER - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
DRC_IMA_INCREMENTAL - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
DRC_IMA_LOSS - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
DRC_IMA_LOSS_EULER - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
DRC_IMA_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
DRC_IMA_SPOT - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
DRC_IMA_SPOT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
DRC_IMA_SPOT_EULER - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
DRC_IMA_SPOT_INCREMENTAL - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
DRC_IMA_SPOT_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
DRC_INCREMENTAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: DRC Incremental
DRC_JTD_WEIGHTINGS - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC JTD Weightings
DRC_LGD - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC LGD
DRC_LGD_INSTRUMENT_TYPE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC instrument LGD type
DRC_LINEAR_SCENARIOS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DRC_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC maturity
DRC_MATURITY_SCALING_FACTOR - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Maturity Scaling Factor
DRC_MATURITY_SCALING_FACTOR_UNRESTRICTED - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Maturity Scaling Factor Unrestricted
DRC_NET_JTD_LONG - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Net JTD Long
DRC_NET_JTD_LONG_UNRESTRICTED - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Net JTD Long Unrestricted
DRC_NET_JTD_SHORT - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Net JTD Short
DRC_NET_JTD_SHORT_UNRESTRICTED - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Net JTD Short Unrestricted
DRC_NON_LINEAR_RECOVERY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DRC_NON_SEC - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DRC_NON_SEC_BUCKET_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC non-Sec Bucket
DRC_NON_SEC_RATING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC non-Sec Rating
DRC_NOTIONAL_OVERRIDDEN_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Notional Overriden flag
DRC_OBLIGOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Obligor
DRC_PL_CURRENCY_CONVERTED - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
DRC_PL_EXPAND_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
DRC_PL_ORIGINAL_CURRENCY - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
DRC_PL_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
DRC_PNL_NETTING_LEVEL - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
DRC_PV_FILTERED - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC PV Filtered
DRC_PV_OVERRIDDEN_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC PV Overriden flag
DRC_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: DRC Reference
DRC_SCALED_GROSS_JTD - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Scaled Gross JTD
DRC_SCENARIO_COUNT_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DRC_SCENARIOS_COUNT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: IMA DRC stores
DRC_SCENARIOS_COUNT_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DRC_SCENARIOS_STORE_COUNT - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_DEFAULT_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_OBLIGOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_SCENARIO_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_SCENARIO_RECOVERY_RATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SCENARIOS_STORE_SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
DRC_SEC_NON_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DRC_SEC_NON_CTP_ATTACHMENT_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Sec non-CTP Attachment
DRC_SEC_NON_CTP_BUCKET_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Sec non-CTP Bucket
DRC_SEC_NON_CTP_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DRC_SEC_NON_CTP_BUCKETS_STORE_ASSET_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DRC_SEC_NON_CTP_BUCKETS_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DRC_SEC_NON_CTP_BUCKETS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DRC_SEC_NON_CTP_BUCKETS_STORE_REGION - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
DRC_SEC_NON_CTP_DETACHMENT_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Sec non-CTP Detachment
DRC_SEC_NON_CTP_RATING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Sec non-CTP Rating
DRC_SENIORITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Seniority
DRC_SENIORITY_RANKING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
DRC_SENIORITY_RANKING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Seniority Ranking
DRC_SENIORITY_SENIOR - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: DRC seniority for senior.
DRC_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DRC_TRADE_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
DRC_TRANCHE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level of DRC Tranche
DRC_VECTOR_SIZE_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
DRC_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
DRC_WEIGHT_STORE_DEFAULT_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
DRC_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
DRC_WEIGHT_STORE_RATING - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
DRC_WEIGHTED_NET_JTD_LONG - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Weighted Net JTD Long
DRC_WEIGHTED_NET_JTD_SHORT - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Weighted Net JTD Short
DRC_WTS_RATIO - com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: DRC Weighted To Short Ratio
drcCompositeTopicConfig() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DRCFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
DRCFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
DRCJTDCalculations - Class in com.activeviam.frtb.core.calc
DRCJTDCalculations() - Constructor for class com.activeviam.frtb.core.calc.DRCJTDCalculations
DRCLinearIMABaseTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles the IMA Default Risk Charge publishing for nonlinear trade/obligor/seniority groups.
DRCLinearIMABaseTuplePublisher(IDatastore, String, String, IMaturityConverter, ConcurrentNavigableMap<LocalDate, Integer>) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCLinearIMABaseTuplePublisher: Constructor.
drcLinearTuplePublisher() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
drcMaturityConverter - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
drcMaturityConverter - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
drcMaturityConverter - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
drcMaturityConverter - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Maturity converter
drcMaturityConverter(BeanFactory, String) - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: The implementation of IMaturityConverter to be used for SA and IMA DRC calculations.
DRCMeasureOverride - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Postprocessor that allows the overwriting of measures used in DRC calculations.
DRCMeasureOverride(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
DRCMeasures - Class in com.activeviam.frtb.core.cfg.measures
DRCMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.DRCMeasures
DRCNonLinearIMABaseTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles part of the IMA Base Default Risk Charge publishing for nonlinear trade/obligor/seniority groups.
DRCNonLinearIMABaseTuplePublisher(IDatastore, String, ConcurrentNavigableMap<LocalDate, Integer>) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCNonLinearIMABaseTuplePublisher: Constructor.
DRCNonLinearRecoveryFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
DRCNonLinearRecoveryFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
drcNonLinearTuplePublisher() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
DRCNSMeasures - Class in com.activeviam.frtb.core.cfg.measures
DRCNSMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.DRCNSMeasures
DrcScenario - Class in com.activeviam.frtb.core.postprocessor.drc.impl: DrcScenario post processor returns the vector of profit and loss values for the selected locations.
DrcScenario(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
DRCScenarioAnalysisDimension - Class in com.activeviam.frtb.core.hierarchy.impl: On this analysis dimension we expose the DRC Scenario
DRCScenarioAnalysisDimension(IAnalysisHierarchyInfo) - Constructor for class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
DRCScenarioCountFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
DRCScenarioCountFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
DRCScenarioCountStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA DRC Scenario Count store.
DRCScenarioCountTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles part of the IMA Base Default Risk Charge publishing for nonlinear trade/obligor/seniority groups.
DRCScenarioCountTuplePublisher(IDatastore, String, ConcurrentNavigableMap<LocalDate, Integer>) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCScenarioCountTuplePublisher: Constructor.
DRCScenarioStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA DRC Scenario store.
DRCSecNonCtpBucketDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the DRC Sec non CTP Bucket Description store.
DRCSecNonCTPMeasures - Class in com.activeviam.frtb.core.cfg.measures
DRCSecNonCTPMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.DRCSecNonCTPMeasures
DRCWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the DRC Weight store.
DRILL_DOWN_TO - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
DRILL_IN_DATA - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
DRILL_IN_TYPE - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
DrillInConfig - Class in com.activeviam.frtb.ref.drillin
DrillInConfig() - Constructor for class com.activeviam.frtb.ref.drillin.DrillInConfig
DrillInConstants - Class in com.activeviam.frtb.ref.drillin
DrillInConstants() - Constructor for class com.activeviam.frtb.ref.drillin.DrillInConstants
drillInMdx(String, String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInRestfulService
drillInMdx(String, String) - Method in interface com.activeviam.frtb.ref.drillin.service.IDrillInRestfulService
DrillInMdxDTO - Class in com.activeviam.frtb.ref.drillin.service.dto
DrillInMdxDTO(String) - Constructor for class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
drillInMeasureRestfulService - Variable in class com.activeviam.frtb.ref.drillin.DrillInRestConfig
DrillInRestConfig - Class in com.activeviam.frtb.ref.drillin
DrillInRestConfig() - Constructor for class com.activeviam.frtb.ref.drillin.DrillInRestConfig
DrillInRestfulService - Class in com.activeviam.frtb.ref.drillin.service
DrillInRestfulService() - Constructor for class com.activeviam.frtb.ref.drillin.service.DrillInRestfulService
drillInService - Variable in class com.activeviam.frtb.ref.drillin.service.DrillInRestfulService
DrillInService - Class in com.activeviam.frtb.ref.drillin.service
DrillInService() - Constructor for class com.activeviam.frtb.ref.drillin.service.DrillInService
DSVDatastoreEditDTO - Class in com.activeviam.frtb.ref.source.whatif.rest.dto
DSVDatastoreEditDTO(String, JsonDatastoreEdit) - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
DSViewerDistributedWhatIfSubmitter - Class in com.activeviam.frtb.ref.dsviewer.whatif.submitter: The DSViewerWhatIfSubmitter service is the main way for the DS Viewer Service to interact with and submit what-if submissions to the what-if engine.
DSViewerDistributedWhatIfSubmitter() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
dsViewerServiceConfig() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
DSViewerServiceConfig - Class in com.activeviam.frtb.ref.dsviewer.whatif.cfg
DSViewerServiceConfig() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig: Test configuration for the datastore service
DSViewerServiceConfig.VectorConv - Class in com.activeviam.frtb.ref.dsviewer.whatif.cfg
DSViewerWhatIfDefinitionUtil - Class in com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
DSViewerWhatIfDefinitionUtil() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.DSViewerWhatIfDefinitionUtil
DSViewerWhatIfException - Exception in com.activeviam.frtb.ref.dsviewer.whatif.submitter: A simple exception type used by the WhatIf Datastore Viewer Service to indicate there was an issue when persisting row additions, removals or updates to a datastore.
DSViewerWhatIfException(String) - Constructor for exception com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfException
DSViewerWhatIfManagerService - Class in com.activeviam.frtb.ref.dsviewer.whatif.service
DSViewerWhatIfManagerService() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfManagerService
dsViewerWhatIfParser - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfService
DSViewerWhatIfParser - Class in com.activeviam.frtb.ref.dsviewer.whatif.service
DSViewerWhatIfParser() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser
DSViewerWhatIfService - Class in com.activeviam.frtb.ref.dsviewer.whatif.service: The DSViewerWhatIfService is the main entry way and API for the submission part of DSViewer back end service.
DSViewerWhatIfService() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfService
DSViewerWhatIfServicesConfig - Class in com.activeviam.frtb.ref.dsviewer.whatif.cfg: Configuration class does not expose REST services for Datastore.
DSViewerWhatIfServicesConfig() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerWhatIfServicesConfig
dsViewerWhatIfSubmitter - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfService
DSViewerWhatIfSubmitter - Class in com.activeviam.frtb.ref.dsviewer.whatif.submitter: The DSViewerWhatIfSubmitter service is the main way for the DS Viewer Service to interact with and submit what-if submissions to the what-if engine.
DSViewerWhatIfSubmitter() - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
DummyDatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.DummyDatastoreConfig
dynamicLevel(String, boolean, IPostProcessorDescription, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
dynamicLevel(String, boolean, Properties, String, String, String, String, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
dynamicNettingLevel(Properties, String, boolean, IPostProcessorDescription) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils

E

ECONOMY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
economyLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
EMPIRICAL_DIST_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EmpiricalDistributionFunction - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Calculates the empirical cumulative function of the underlying vector as defined in [MAR32.39-40] For example given the underlying vector: [-108, 62, 1, -74, 1] the calculated vector is: [(1/5)*1,(1/5)*5,(1/5)*4,(1/5)*2,(1/5)*4]
EmpiricalDistributionFunction(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
enterBreach() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Decides if the event starts a new breach.
ENTITLEMENTS_TTL - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
env - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
env - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
env - Variable in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig
env - Variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig
env - Variable in class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig
env - Variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
env - Variable in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
env - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerWhatIfServicesConfig
env - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser
env - Variable in class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO
env - Variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
env - Variable in class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner.Factory: Spring environment, automatically wired
env - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
env - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
environment - Variable in class com.activeviam.frtb.es.tool.cfg.impl.RestServicesConfig
EPOCH - Static variable in class com.activeviam.frtb.ref.events.MdxEventFormatter
EPOCH_ID - Static variable in class com.activeviam.frtb.ref.events.MdxEventFormatter
epochPolicy - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Spring environment, automatically wired
epochPolicy() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Returns the epoch policy to be used in the project, as a Spring bean.
EQ_MARKET_DATA_TYPE_ISSUER_KEY_PREFIX - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
EQTY_BUCKETS_RISK_WEIGHTS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
equals(Object) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
equals(Object) - Method in class com.activeviam.frtb.core.utils.ObjectArrayWrapper
equals(Object) - Method in class com.activeviam.frtb.es.tool.context.impl.ESContextVal
equals(Object) - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
equals(Object) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
equals(Object) - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
equals(Object) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
equals(Object) - Method in class com.activeviam.frtb.ref.parentchild.nodes.LegalEntityParentChildNode
equals(Object) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
equals(Object) - Method in class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
equals(Object) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition.ParentChildKey
equals(Object) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects.UnModKeys
equals(Object) - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
equals(Object) - Method in class com.activeviam.frtb.ref.utils.PublisherContext
equals(Object) - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes
EQUITY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_ADVANCED_MARKET_ECONOMY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_BUCKET_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
EQUITY_BUCKETS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
EQUITY_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Buckets.
EQUITY_BUCKETS_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.StoreNames
EQUITY_BUCKETS_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
EQUITY_BUCKETS_RISK_WEIGHT_STORE_BUCKET_NUMBER - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_BUCKETS_RISK_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT_REPO - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_BUCKETS_RISK_WEIGHT_STORE_RISK_WEIGHT_SPOT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Bucket stores
EQUITY_BUCKETS_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
EQUITY_BUCKETS_STORE_ISSUER_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
EQUITY_BUCKETS_STORE_ISSUER_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
EQUITY_BUCKETS_STORE_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
EQUITY_BUCKETS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
EQUITY_CASH - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Equity Delta Double Sums.
EQUITY_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
EQUITY_DELTA_DOUBLE_SUMS_STORE_ISSUER - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_DELTA_DOUBLE_SUMS_STORE_TYPE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_DELTA_GAMMA_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_DELTA_GAMMA_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_DELTA_GAMMA_INDEX_CROSS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
EQUITY_EMERGING_MARKET_ECONOMY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_ISSUER_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Issuer.
EQUITY_LARGE_ADVANCED_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_LARGE_EMERGING_MARKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_LARGE_MARKET_CAP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_LARGE_VEGA_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
EQUITY_MARKET_DATA_ISSUER_ECONOMY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Market Data Issuer Economy.
EQUITY_MARKET_DATA_ISSUER_SECTOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Market Data Issuer Sector.
EQUITY_MARKET_DATA_MARKET_CAP_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Market Data Market Capitalization.
EQUITY_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Curvature PV Applied flag.
EQUITY_SECTOR - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
EQUITY_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
EQUITY_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
EQUITY_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
EQUITY_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
EQUITY_SMALL_ADVANCED_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_SMALL_EMERGING_MARKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_SMALL_MARKET_CAP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_SMALL_VEGA_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
EQUITY_SPOT_TO_REPO_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_SPOT_TO_REPO_DIFFERENT_ISSUER_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_TYPE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Type.
EQUITY_TYPE_REPO_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_TYPE_REPO_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Name of Equity REPO Type.
EQUITY_TYPE_SPOT_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
EQUITY_TYPE_SPOT_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Name of Equity SPOT Type.
EQUITY_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
EQUITY_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Equity Vega Double Sums.
EQUITY_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Vega Double Sums stores
EQUITY_VEGA_DOUBLE_SUMS_STORE_ISSUER - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
EQUITY_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Equity Vega Option Maturity
EquityBucketsRiskWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Equity Buckets Risk Weight store.
EquityBucketsStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Equity Buckets store.
EquityCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the Equity Curvature CVR (paragraph 53(b)).
EquityCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
EquityCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Equity Curvature measures.
EquityCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
EquityCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
EquityCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.EquityCurvaturePublisher: Constructor
EquityCurvatureRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
EquityCurvatureRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
EquityCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for equity curvature
EquityCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight
EquityCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
EquityCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
EquityDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of Equity Delta aggregated weighted sensitivities.
EquityDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap
EquityDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for Equity Delta Risk Position and Risk Charge calculations.
EquityDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.EquityDeltaCalculations
EquityDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Equity Delta Double Sums store.
EquityDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Equity Delta measures.
EquityDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
EquityDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the Equity Delta store.
EquityDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.EquityDeltaPublisher: Constructor
EquityDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for Equity Delta Risk Charge.
EquityDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
EquityDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Delta Risk Charge (or Euler Capital Allocation).
EquityDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
EquityDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the Equity Delta Risk Position (or Euler Capital Allocation).
EquityDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
EquityDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for Equity Delta Risk Position.
EquityDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
EquityDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for Equity Delta Risk Position.
EquityDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
EquityDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for equity delta
EquityDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
EquityDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the equity delta sensitivities
EquityDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
EquityVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of Equity Vega aggregated weighted sensitivities.
EquityVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
EquityVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for Equity Vega Risk Position and Risk Charge calculations.
EquityVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.EquityVegaCalculations
EquityVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Equity Vega Double Sums store.
EquityVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the Equity Vega measures.
EquityVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
EquityVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the Equity Vega store.
EquityVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.EquityVegaPublisher: Constructor
EquityVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for Equity Vega Risk Charge.
EquityVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
EquityVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
EquityVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
EquityVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the Equity Vega Risk Position (or Euler Capital Allocation).
EquityVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
EquityVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for Equity Vega Risk Position.
EquityVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
EquityVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for Equity Vega Risk Position.
EquityVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
EquityVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for equity vega
EquityVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
EquityVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
EquityVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
ERBA_DEFAULT_RISK_WEIGHTINGS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
ERBA_RATING_TYPE_LONG - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
ERBA_RATING_TYPE_SHORT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
ERBA_RISK_WEIGHT_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
ERBA_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
ERBA_RISK_WEIGHT_STORE_DEFAULT_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ERBA_RISK_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ERBA_RISK_WEIGHT_STORE_RATING - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ERBA_RISK_WEIGHT_STORE_RATING_TYPE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ERBA_RISK_WEIGHT_STORE_SENIORITY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ERBARiskWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the ERBA Risk Weight store.
error(IActivePivot, IQueryCache, IDatastoreVersion, IPostProcessor<?>, ILocation, IAdvancedAggregatesRetriever, String) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
error(IActivePivot, IQueryCache, IDatastoreVersion, IPostProcessor<?>, ILocation, IAdvancedAggregatesRetriever, String, Exception) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
error(ILocation, String) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
error(ILocation, String, Exception) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
error(String) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
error(String, Exception) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
errorHandler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
errorHandler() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: The Spring bean for the IPostProcessorErrorHandler implementation.
ES - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Computes the Expected Shortfall (ES) of the underlying vector.
ES(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ES
ES_BASIC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_BASIC_D2D - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_BASIC_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_BASIC_NON_MODELLABLE_IDIOSYNCRATIC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_BASIC_NON_MODELLABLE_IDIOSYNCRATIC_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_BASIC_NON_MODELLABLE_NON_IDIOSYNCRATIC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_BASIC_NON_MODELLABLE_NON_IDIOSYNCRATIC_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_BASIC_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_BASIC_SHIFT - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_CAPITAL - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_CAPITAL_CONSTRAINED - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_CAPITAL_CONSTRAINED_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_CAPITAL_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_CAPITAL_UNCONSTRAINED - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_CAPITAL_UNCONSTRAINED_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_CONFIDENCE_LEVEL - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
ES_CURRENT_RATIO - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
ES_INCREMENTAL_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
ES_ISES - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_ISES_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_ISES_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_LIQ_HOR_ADJ_SQ_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_LIQUIDITY_ADJ - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_LIQUIDITY_ADJ_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_LIQUIDITY_HORIZON_ADJUSTED_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_PNL_MODELLABLE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_PNL_MODELLABLE_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_PNL_NON_MODELLABLE_IDIOSYNCRATIC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_PNL_NON_MODELLABLE_IDIOSYNCRATIC_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_PNL_NON_MODELLABLE_NON_IDIOSYNCRATIC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_PNL_NON_MODELLABLE_NON_IDIOSYNCRATIC_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_PNL_VECTOR - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_PNL_VECTOR_CURRENCY_CONVERTED - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_PNL_VECTOR_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_SES - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ES_SES_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
ES_SES_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
ES_STRESS_PERIOD_STORE - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: ES store
escapeMdxQuery(String) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Escapes a MDX query for inclusion in Angular.
ESContextVal - Class in com.activeviam.frtb.es.tool.context.impl
ESContextVal() - Constructor for class com.activeviam.frtb.es.tool.context.impl.ESContextVal
ESContextVal(double) - Constructor for class com.activeviam.frtb.es.tool.context.impl.ESContextVal
ESCurrentRatio - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Compute the current ES ratio: ES_F,C / ES_R,C where: ES_F,C is the expected shortfall measure based on the current (most recent) 12-month observation period with a full set of risk factors ES_R,C is the expected shortfall measure based on the current period with a reduced set of risk factors This value contributes to the computation defined in the Basel Committee specification document for FRTB ISBN 978-92-9197-416-0 (d352.pdf) in section 181 (d) page 53 and according to section 181 (e) only needs to be updated (at least) once a month.
ESCurrentRatio(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
ESCurrentRatio.CurrentDatasetsPrefetcher - Class in com.activeviam.frtb.core.postprocessor.ima.impl
ESForRiskCapital - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Compute the ES for risk capital, i.e the ratio: ES_R,S * ES_F,C / ES_R,C where: ES_R,S is the expected shortfall based on a stressed observation period using a reduced set of risk factors ES_F,C is the expected shortfall measure based on the current (most recent) 12-month observation period with a full set of risk factors ES_R,C is the expected shortfall measure based on the current period with a reduced set of risk factors That computation is defined in the Basel Committee specification document for FRTB ISBN 978-92-9197-416-0 (d352.pdf) in section 181 (d) page 53
ESForRiskCapital(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
ESForRiskCapital.DatasetPrefetcher - Class in com.activeviam.frtb.core.postprocessor.ima.impl
ESForRiskCapitalEuler - Class in com.activeviam.frtb.core.postprocessor.ima.impl
ESForRiskCapitalEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
ESForRiskCapitalEuler.DatasetPrefetcher - Class in com.activeviam.frtb.core.postprocessor.ima.impl
ESLHAdjEuler - Class in com.activeviam.frtb.core.postprocessor.ima.impl
ESLHAdjEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
esStressPeriod(String, String) - Method in interface com.activeviam.frtb.es.tool.rest.service.IFrtbEsToolRestService
esStressPeriod(String, String) - Method in class com.activeviam.frtb.es.tool.rest.service.impl.FrtbEsToolRestService: Rest service that will write the ES stress period in a csv file
It is accessible at url pivot/rest/v1/frtbestool/esstressperiod
Parameters directory, filename and delimiter are optional, if not present default values will be used.
ESStressPeriod - Class in com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl: Post processor that implements a sliding window strategy for extracting the loss.
ESStressPeriod(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod
ESStressPeriodResultType - Class in com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl
ESStressPeriodResultType(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType
ESStressPeriodSlidingWindowContextVal - Class in com.activeviam.frtb.es.tool.context.impl
ESStressPeriodSlidingWindowContextVal() - Constructor for class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
ESStressPeriodSlidingWindowContextVal(int) - Constructor for class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
ESStressPeriodSlidingWindowTranslator - Class in com.activeviam.frtb.es.tool.context.impl
ESStressPeriodSlidingWindowTranslator() - Constructor for class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator
ESStressPeriodStoreDesc() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
EsToolActivePivotBranchPermissionsManagerConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
EsToolActivePivotBranchPermissionsManagerConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.EsToolActivePivotBranchPermissionsManagerConfig
EsToolConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
EsToolConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.EsToolConfig
EsToolDatastoreRestStoresSecurityConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
EsToolDatastoreRestStoresSecurityConfig(IDatastoreConfig) - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreRestStoresSecurityConfig
EsToolDatastoreServiceConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
EsToolDatastoreServiceConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
EU - Static variable in class com.activeviam.frtb.core.constants.FRTBParameterSets
euler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler: Determines which calculation should be used.
euler - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear: Determines which calculation should be used.
EULER - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Euler Measure ("euler").
EULER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
EULER_ANALYTICAL_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
EULER_CAPITAL_ALLOCATION_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
EULER_CAPITAL_ALLOCATION_TECHNICAL_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
EULER_NUMERICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
EULER_NUMERICAL_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
EulerMeasures - Class in com.activeviam.frtb.core.cfg.measures: Utility class to help build the incremental measures; also used for the numerical Euler measures.
EulerMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.EulerMeasures
EulerMeasures.EulerMeasuresChainFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.EulerRiskMeasuresChainFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionAggregatesMapRiskChargeFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionAggregatesMapRiskPositionFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionRiskChargeDoubleSumsFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionRiskChargeEulerFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionRiskPositionDoubleSumsFactory - Interface in com.activeviam.frtb.core.cfg.measures
EulerMeasures.PostProcessorDescriptionRiskPositionEulerFactory - Interface in com.activeviam.frtb.core.cfg.measures
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride: Attempts to return a DRC overridden measure, with a fallback on the trade measure.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge: Evaluate IMADRC
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings: Calculates the risk weight
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler: There is only one underlying measure here: Squared ES (Liquidity Adj.)
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge: Evaluate IMA Risk Charge
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: There are two underlying measures here: the measure at index 0 is contributors.COUNT the measure at index 1 is Previous LH contributors.COUNT is present only so to retrieve all the members that are present in the cube for the current location when it is queried. Previous LH is used to compute the coefficients
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue: There is only one underlying measure here: contributors.COUNT.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue: Multiplies the underlying measure (if not null or zero) by -1.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega: There are two underlying measures here: the measure at index 0 is ES (Capital Constrained) the measure at index 1 is ES (Capital Unconstrained) If there are constrained vectors for the respective asOfDate, returns the computation:
rho + (1 - rho) * ES (Capital Constrained)/ES (Capital Unconstrained), otherwise returns null
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand: There is only one underlying measure here: the IVector that we want to expand.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH: There is only one underlying measure here: Squared ES (Liquidity Adj.)
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow: Evaluates VAR through a sliding window on input vector in underlyingMeasures
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive: Evaluates VAR through a sliding window on input vector in underlyingMeasures
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum: Returns the scaled single value from the vector
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision: Computes the division of two doubles in underlyingMeasures, first value is the numerator, second the denominator
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLES
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.RankVector: Computes the vector of ranks for the underlying vector.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice: Returns the scaled single value from the vector
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue: Returns the scaled single value from the vector
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction: Computes the empirical cumulative distribution function of a vector For each value x in the underlying vector, the empirical distribution is the product of 1/vector_length and the number of elements less than or equal to x.
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod: The strategy implemented here is a tail mean (simple ES) on the vector in underlyingMeasures
evaluate(ILocation, Object[]) - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType: Return value presents in array underlyingMeasures[0] at index resulType
evaluate(ILocation, Object[], Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand: This method is called to evaluate the post processor value on a given location
evaluate(ILocation, Object[], Object[]) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback
evaluate(ILocation, NavigableMap<LocalDate, Double>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback
evaluate(ILocation, NavigableMap<LocalDate, Integer>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback
evaluate(ILocation, NavigableMap<LocalDate, Integer>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback
evaluate(ILocation, NavigableMap<LocalDate, T>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Evaluate the post-processor value.
evaluate(Object) - Method in class com.activeviam.frtb.ref.drillthrough.impl.DoubleVectorDisplayAll
evaluate(List<Object>) - Method in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
evaluate(List<Object>) - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator
evaluate(List<Object>) - Method in class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator
EVALUATE_FOR_MEASURES_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: The target measure property name.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge: Uses DRCJTDCalculations.calculateDRC(double, double, double) } to calculate the DRC at the bucket level.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD: Uses DRCJTDCalculations.calculateGrossJTD(double, double, double) to calculate the Gross JTD at the given location.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD: Uses DRCJTDCalculations.getLGD(String, LocalDate, String, IDatastoreVersion, IQueryCache, IParameterRetriever) } to calculate the scaling factor.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor: Uses DRCJTDCalculations.calculateScalingFactor(String, LocalDate, String, IDatastoreVersion, IQueryCache, IParameterRetriever, IMaturityConverter) } to calculate the scaling factor.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort: Uses DRCJTDCalculations.calculateWtS(double, double) to calculate the WtS ratio.
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES: There is only one underlying measure here: ES (Capital).
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter: Only one underlying is used here: ES (PnL Vector).
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC: There are two underlying measures here: the measure at index 0 is ES (Capital Constrained) the measure at index 1 is ES (Capital Unconstrained) If the risk class level is present in the location, returns rho * ES (Capital Unconstrained) if the risk class member is FRTBConstants.RISK_CLASS_ALLIN, otherwise returns (1 - rho) * ES (Capital Constrained). Otherwise return the computation:
rho * ES (Capital Unconstrained) + (1 - rho) * ES (Capital Constrained)
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES: There is only one underlying measure here: ES (Capital).
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator: underlying measures 0: the portfolio or sub vector on which to calculate the mean
underlying measures 1: the netting level vector from which the indices of the bottom K values are taken
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
evaluateRiskChargeDoubleSums(AggregatesMap.Key, Object, boolean, double, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations: Calculate the contribution of the current location towards the Risk Charge double sums.
evaluateRiskChargeDoubleSums(AggregatesMap.Key, Object, boolean, double, IDictionary<Object>, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
evaluateRiskChargeDoubleSums(AggregatesMap.Key, Object, boolean, List<String>, double, IDictionary<Object>, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Calculate the current locations contribution to the Risk Charge double sums
evaluateRiskChargeDoubleSums(AggregatesMap.Key, String, boolean, List<String>, double, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Calculate the contribution of the current location towards the Risk Charge double sums.
evaluateRiskChargeDoubleSums(Object, Object, double, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Calculate the current locations contribution to the Risk Charge double sums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, double, T, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: For the given risk factor, return the corresponding contribution to the double sums.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums: Calculate the correlated weighted sensitivities for the GIRR delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums: Calculate the correlated weighted sensitivities for the FX delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums: Calculate the correlated weighted sensitivities for the GIRR delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Double, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Commodity Delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR non Sec risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Equity delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR non Sec risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Equity delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR Sec CTP risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Equity delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR non Sec risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Equity delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Equity delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the Fx delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR non Sec risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the GIRR delta risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, Object, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums: Calculate the correlated weighted sensitivities for the CSR non Sec risk position.
evaluateRiskMeasureDoubleSums(AggregatesMap.Key, List<Object>, T, AggregatesMap, Object, String, List<String>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: For the given risk factor, return the corresponding vector of double sums.
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Calculate the correlated weighted sensitivities for the Commodity Delta risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Calculate the correlated weighted sensitivities for the Equity Delta risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: Calculate the correlated weighted sensitivities for the CSR Sec CTP risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: Calculate the correlated weighted sensitivities for the Equity Delta risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Calculate the double sums for the Equity Delta risk position.
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap) - Static method in class com.activeviam.frtb.core.calc.FXDeltaCalculations: Calculate the correlated weighted sensitivities for the FX Delta risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations: Calculate the correlated weighted sensitivities for the Commodity Vega risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations: Calculate the correlated weighted sensitivities for the CSR Non Sec Vega risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations: Calculate the correlated weighted sensitivities for the CSR Sec CTP Vega risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations: Calculate the correlated weighted sensitivities for the CSR Sec non CTP Vega risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations: Calculate the double sums for the Equity Delta risk position.
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations: Calculate the correlated weighted sensitivities for the FX Vega risk position (omits rho correlations contribution)
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: Calculate the correlated weighted sensitivities for the GIRR delta risk position
evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector, IVector) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations: Calculate the correlated weighted sensitivities for the GIRR vega risk position
EXCEPTION - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_975 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_975_ACTUAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_975_COUNT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_975_DATES - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_975_HYPOTHETICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_99 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_99_ACTUAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_99_COUNT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_99_DATES - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
EXCEPTION_99_HYPOTHETICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
execute(IRecordQuery) - Method in interface com.activeviam.frtb.core.services.IDistributionAwareQueryRunner: Execute a datastore query.
execute(IRecordQuery) - Method in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
execute(String, ICondition, String...) - Method in interface com.activeviam.frtb.core.services.IDistributionAwareQueryRunner: Execute a datastore query.
EXECUTE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
executeMdxQuery(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
executeQuery(IRecordQuery) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
exitBreach() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Decides if the event stops the current breach.
EXOTIC_UNDERLYING - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
EXOTIC_UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
exoticUnderlyingLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
EXPAND_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
EXPAND_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
expandLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Expand the current location to the reference location, but keep the same levels, replacing members with wildcards.
expandPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Create the prefetcher named "BasePrefetcher" for fetching the target measure at the expanded location.
ExpandRiskFactor - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Maps the risk factor level into it's constituent levels.
ExpandRiskFactor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
expansionProcedure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
expansionProcedure(Collection<ILevelInfo>, IAggregatesRetrievalResult, ILocationPattern) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Create the expansion procedure to perform the Cartesian product of the non-leaf level range coordinates with the leaf level range coordinates in order to generate all the desired target locations.
export(String, String, Boolean, Boolean, UriInfo) - Method in interface com.activeviam.frtb.ref.services.rest.ICubeExportRestService
export(String, String, Boolean, Boolean, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
export(String, String, Boolean, Boolean, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
EXPORT_BOOKMARKS_TO_FILE - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The properties entry that determines whether bookmarks should be exported to a file.
EXPORT_BOOKMARKS_TO_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The properties entry that determines whether bookmarks should be exported to a folder.
EXPORT_DIRECTORY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
EXPORT_DIRECTORY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
exportDirectory - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
exService - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
extractMeasureHierarchyFromMdxString(String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService

F

Factory() - Constructor for class com.activeviam.frtb.core.services.impl.SimpleDataAvailability.Factory
Factory() - Constructor for class com.activeviam.frtb.ref.services.impl.DataAvailability.Factory
Factory() - Constructor for class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap.Factory
Factory() - Constructor for class com.activeviam.frtb.ref.services.impl.DistributionAwareQueryRunner.Factory
FAILURE - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
fields - Variable in class com.activeviam.frtb.core.utils.ObjectArrayWrapper
FieldValuePair(String, Object) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects.FieldValuePair
FILE_BASED_IMPL - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
FILE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
FILE_PATTERN_PREFIX - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
fileName - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
FILENAME_PARAM - Static variable in interface com.activeviam.frtb.es.tool.rest.service.IFrtbEsToolRestService
FILENAME_PARAM - Static variable in interface com.activeviam.frtb.ref.services.rest.ICubeExportRestService
filescanParameters - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
filter - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
FilterableBuilder() - Constructor for class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.FilterableBuilder
filteredLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter: Generate a filtered leaf location by setting the risk class and risk measure.
filteredLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: Generate a filtered leaf location by setting the risk class and risk measure.
filteredLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: Generate a filtered leaf location by setting the risk class and risk measure.
filterMember - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
filterNodesByDiff(ParentChildNode<?>, Map<String, BookParentChildNode>) - Method in class com.activeviam.frtb.ref.parentchild.provider.BookNodeTreeFilter: filterNodesByDiff is a very specific method for creating the intersected and merged tree of two existing trees.
filterNodesByDiff(ParentChildNode<?>, Map<String, Node>) - Method in interface com.activeviam.frtb.ref.parentchild.provider.ParentChildNodeTreeFilter
FilterPrefetcher(IMeasuresProvider) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter.FilterPrefetcher
FilterPrefetcher(IMeasuresProvider) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter.FilterPrefetcher
FilterPrefetcher(IMeasuresProvider) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector.FilterPrefetcher
filters - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
filters - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
FILTERS_PROPERTY - Static variable in class com.activeviam.frtb.core.utils.ReferenceLevelUtils
folder - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Measure folder.
folder - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Measure folder.
folder - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Measure folder.
FOLDER_NAME_SEPARATOR - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
FOLDER_NAME_SEPARATOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
FOLDER_NAME_SEPARATOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
forEntities(List<? extends ISentinelEvent>, BiFunction<ISentinelEvent, IWorkflowPayload, IWorkflowPayload>) - Method in class com.activeviam.frtb.ref.workflows.batch.impl.BatchEventProcessExecutor
format(Object) - Method in class com.activeviam.frtb.core.format.impl.DoubleArrayFormatter
format(Object) - Method in class com.activeviam.frtb.core.format.impl.IntegerArrayFormatter
format(Object) - Method in class com.activeviam.frtb.core.format.impl.ObjectArrayFormatter
format(Object) - Method in class com.activeviam.frtb.core.localDate.LocalDateFormatter
format(Object) - Method in class com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter
format(Object) - Method in class com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter
format(Object) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter
format(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
format(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
format(String) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
format(LocalDate) - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
format(LocalDate) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
format(LogRecord) - Method in class com.activeviam.frtb.starter.logging.QFSFormatter
formatCaption(String) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
formatExpiration(long) - Static method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Formats the expiration date of a parameter change.
formatIVector(IVector) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService: Utility method that writes to a string every member of a vector separated by a semicolon
formatMember(String, String) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter
formatNull() - Method in class com.activeviam.frtb.core.localDate.LocalDateFormatter
formatNull() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter
formatter - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Measure formatter.
formatter - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Measure formatter.
formatter - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Measure formatter.
formatter - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
formatter - Variable in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
formatValue(Object) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
formula(String, boolean, String, String, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
forUser(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.NamedBuilder: Sets the name of the user owning and executing the monitor.
fromDto(DeskModelSwitchSubmissionDTO) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
fromDto(DeskModelSwitchSubmissionDTO, DeskModelSwitchWhatIfDefinition) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
FRTB_CLUSTER_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot FRTB Cluster.
FRTB_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of Distributed FRTB ActivePivot Cube.
FRTB_MANAGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ActivePivot Mananger name.
FRTB_MODEL - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FRTB Model
FRTB_PARAMETERS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
FRTB_PARAMETERS_KEY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FRTB_PARAMETERS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
FRTB_PARAMETERS_STORE_KEY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FRTB_PARAMETERS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FRTB_PARAMETERS_STORE_VALUE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FRTB_PARAMETERS_VALUE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FRTB_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of Distributed FRTB ActivePivot Schema.
FRTB_SELECTED_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FRTBActiveMonitorAppConfig - Class in com.activeviam.frtb.ref.cfg.impl: This defines all beans that can only be set in a client project and that are required by the application.
This includes: task assigner, database configuration, ...
FRTBActiveMonitorAppConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBActiveMonitorAppConfig
FRTBActiveMonitorApplication - Class in com.activeviam.frtb.ref.main
FRTBActiveMonitorApplication() - Constructor for class com.activeviam.frtb.ref.main.FRTBActiveMonitorApplication
FRTBActiveMonitorConfig - Class in com.activeviam.frtb.ref.cfg.impl: ActiveMonitor application configuration.
FRTBActiveMonitorConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBActiveMonitorConfig
FRTBActiveMonitorDatasourceBuilder - Class in com.activeviam.frtb.ref.persistence.impl: This is an example of how to implement a custom data source for ActiveMonitor databases.
FRTBActiveMonitorDatasourceBuilder() - Constructor for class com.activeviam.frtb.ref.persistence.impl.FRTBActiveMonitorDatasourceBuilder: Constructor
FRTBApplication - Class in com.activeviam.frtb.starter.main: SpringBoot starter class for ActivePivot
FRTBApplication() - Constructor for class com.activeviam.frtb.starter.main.FRTBApplication
FRTBConfig - Class in com.activeviam.frtb.starter.cfg.impl: Spring configuration of the ActivePivot FRTB application.
FRTBConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
frtbConfigProperties - Variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
frtbConfigProperties - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
frtbConfigProperties() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBResourcesConfig: Bean that loads the postprocessor properties from the frtb-config.properties file.
FrtbConfigProperties - Class in com.activeviam.frtb.core.constants
FrtbConfigProperties() - Constructor for class com.activeviam.frtb.core.constants.FrtbConfigProperties
FRTBConstants - Class in com.activeviam.frtb.core.constants: Class from various frtb related constants
FRTBConstants() - Constructor for class com.activeviam.frtb.core.constants.FRTBConstants
FRTBCorsFilterConfig - Class in com.activeviam.frtb.cfg.impl
FRTBCorsFilterConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
FRTBCorsFilterConfig() - Constructor for class com.activeviam.frtb.cfg.impl.FRTBCorsFilterConfig
FRTBCorsFilterConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.FRTBCorsFilterConfig
frtbCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
FRTBCustomActiveViamRestServicesConfig - Class in com.activeviam.frtb.starter.cfg.impl: A Spring configuration which imports all the REST services (Pivot, JWT, Content service, Datastore).
FRTBCustomActiveViamRestServicesConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.FRTBCustomActiveViamRestServicesConfig
FRTBDataLoadConstants - Class in com.activeviam.frtb.ref.cfg.constants: Class for various frtb data loading related constants
FRTBDataLoadConstants() - Constructor for class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
FRTBDefaultCellPropertiesHandler - Class in com.activeviam.frtb.core.cfg.ui
FRTBDefaultCellPropertiesHandler() - Constructor for class com.activeviam.frtb.core.cfg.ui.FRTBDefaultCellPropertiesHandler
FRTBEnvConstants - Class in com.activeviam.frtb.ref.cfg.constants: Class from various frtb environment related constants
FRTBEnvConstants() - Constructor for class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants
FrtbEsToolRestService - Class in com.activeviam.frtb.es.tool.rest.service.impl: Implementation of frtb ES tool rest services
Url to access the services is pivot/rest/v1/frtbestool
FrtbEsToolRestService(IQueriesService, Environment) - Constructor for class com.activeviam.frtb.es.tool.rest.service.impl.FrtbEsToolRestService
FRTBFilter - Class in com.activeviam.frtb.core.postprocessor.combined.impl
FRTBFilter(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
FRTBI18nConfig - Class in com.activeviam.frtb.ref.cfg.impl: Initialize the cube formatters
FRTBI18nConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBI18nConfig
FRTBParameterConfig - Class in com.activeviam.frtb.ref.cfg.impl
FRTBParameterConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBParameterConfig
FRTBParameters - Class in com.activeviam.frtb.core.constants
FRTBParameters() - Constructor for class com.activeviam.frtb.core.constants.FRTBParameters
FRTBPARAMETERS - Static variable in class com.activeviam.frtb.core.constants.StoreNames
FRTBParameterSetPriorities - Class in com.activeviam.frtb.ref.parameter.impl: Implementation of IParameterSetPriorities which loads parameter sets from a parent/child table.
FRTBParameterSetPriorities(IDatastoreVersion, IQueryCache, String) - Constructor for class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities: Builds a map of all jurisdiction and there priority in terms of retrieving specific parameters
FRTBParameterSets - Class in com.activeviam.frtb.core.constants
FRTBParameterSets() - Constructor for class com.activeviam.frtb.core.constants.FRTBParameterSets
FRTBParameterSetSelector - Class in com.activeviam.frtb.ref.parameter.impl: Determine the best as-of date and parameter set combination.
FRTBParameterSetSelector() - Constructor for class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetSelector
FRTBParametersLookup - Class in com.activeviam.frtb.core.parameter.impl: Implementation of IParameterRetriever and IUnfilteredParameterRetriever.
FRTBParametersLookup(IParameterSetSelector) - Constructor for class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
FRTBParametersStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the FRTB Parameters store.
frtbParameterStores - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A list of all the parameter stores defined in the core.
frtbParameterStores() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Bean that returns a list of all the parameter store descriptions.
FRTBParametersUtils - Class in com.activeviam.frtb.core.utils: Utility class for retrieving FRTB Parameters from FRTBParameters Store
FRTBParametersUtils() - Constructor for class com.activeviam.frtb.core.utils.FRTBParametersUtils
FRTBParameterValueColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs
FRTBParameterValueColumnCalculator(IDatastore, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.FRTBParameterValueColumnCalculator
FRTBParameterValueParser - Class in com.activeviam.frtb.ref.source.parsers
FRTBParameterValueParser() - Constructor for class com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser
frtbPostProcessorConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: ActivePivot spring configuration
FRTBPostProcessorConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the ActivePivot FRTB application.
FRTBPostProcessorConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
FRTBPostProcessorConfig.SingletonErrorHandlerWrapper - Class in com.activeviam.frtb.ref.cfg.impl: Thin wrapper around the FRTBPostProcessorConfig.errorHandler() Spring bean which delegates all calls to the instance of the bean.
FRTBResourcesConfig - Class in com.activeviam.frtb.starter.cfg.impl: A Spring configuration which loads various configuration files from the resources
FRTBResourcesConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.FRTBResourcesConfig
FRTBRestServicesConfig - Class in com.activeviam.frtb.starter.cfg.impl: Configuration class that defines custom rest services.
FRTBRestServicesConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
frtbSchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
FRTBTaskAssigner - Class in com.activeviam.frtb.ref.workflows.tasks: FRTB task assigner.
FRTBTaskAssigner() - Constructor for class com.activeviam.frtb.ref.workflows.tasks.FRTBTaskAssigner
FRTBTupleKey - Class in com.activeviam.frtb.ref.utils
FRTBTupleKey(LocalDate, String, String) - Constructor for class com.activeviam.frtb.ref.utils.FRTBTupleKey
FRTBWhatIfSecurityManager - Class in com.activeviam.frtb.ref.source.whatif.cfg
FRTBWhatIfSecurityManager() - Constructor for class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
FRTBWorkflowConfig - Class in com.activeviam.frtb.ref.cfg.impl
FRTBWorkflowConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig
FULL_SET_CURRENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FullAutoCommitTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Extension of the AutoCommitTuplePublisher that opens a transaction on all stores.
FullAutoCommitTuplePublisher(ITuplePublisher, ITransactionManager) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.FullAutoCommitTuplePublisher
FX - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: FX converted Delta, Vega and Curvature Technical
FX - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX - Static variable in class com.activeviam.frtb.core.constants.StoreNames
FX_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Buckets.
FX_BUCKETS_ORIGINAL_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Original Buckets.
FX_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Parameter stores
FX_BUCKETS_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
FX_BUCKETS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
FX_BUCKETS_STORE_UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
FX_COMPLEX_TRADE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FX_COMPLEX_TRADE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
FX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
FX_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
FX_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
FX_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
FX_COUNTER_CCY_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Fx counter ccy property name ("fxCounterCcyLevel")
FX_COUNTER_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Counter CCY.
FX_CURVATURE_DIVIDER - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_CURVATURE_DIVIDER_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Fx divider eligibility property name ("fxCurvatureDividerLevel")
FX_CURVATURE_DIVIDER_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Curvature Divider flag.
FX_CURVATURE_RISK_FACTOR_DELIMITER - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_DATA_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
FX_DELIM - Static variable in class com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator
FX_DELTA_COMPLEX_TRADE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Delta Complex Trade flag.
FX_DELTA_DIVIDER_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Delta Divider flag.
FX_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for FX Delta Double Sums.
FX_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
FX_DELTA_DOUBLE_SUMS_STORE_CURRENCY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_DELTA_OTHER_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Delta Other Currency.
FX_DELTA_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_DELTA_RW_SELECTED_PAIR_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants: SqRt(2)
FX_DELTA_SPECIAL_CROSSES_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
FX_DELTA_SPECIAL_CROSSES_STORE_DEN - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_DELTA_SPECIAL_CROSSES_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_DELTA_SPECIAL_CROSSES_STORE_NUM - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_DIVIDER_ELIGIBILITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FX_DIVIDER_ELIGIBILITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
FX_DIVIDER_ELIGIBILITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
FX_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
FX_MAJOR_CCY_ADJUSMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_OTHER_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FX_OTHER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
FX_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Curvature PV Applied flag.
FX_RATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
FX_RATES_LEAF_LEVELS - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: List of additional FX Rates Leaf levels value
FX_SPECIAL_CROSSES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
FX_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
FX_STORE_BASE_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
FX_STORE_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
FX_STORE_FX_RATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
FX_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
FX_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
FX_USE_DIVIDER - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
FX_VECTOR - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: FX converted vector Delta and Vega Technical
FX_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for FX Vega Double Sums.
FX_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
FX_VEGA_DOUBLE_SUMS_STORE_CURRENCY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_VEGA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_VEGA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
FX_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for FX Vega Option Maturity
FxBucketsExpansionProcedure() - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure
FxBucketsExpansionProcedureIterator() - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
fxBucketsLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxBucketsOriginalLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxBucketsPublisher - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
FxBucketsStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the FX Buckets store.
fxCalculatedDividerElibilitiyLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxCalculatedOptionalityLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxComplexTradeFlagLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxCounterCcyLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
FxCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the FX Curvature CVR (paragraph 53(b)).
FxCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
FxCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the FX Curvature measures.
FxCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
FXCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
FXCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.FXCurvaturePublisher: Constructor
FXCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for fx curvature
FXCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
FXDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of FX Delta aggregated weighted sensitivities.
FXDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap
FXDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for FX Delta calculations.
FXDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.FXDeltaCalculations
FxDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the FX Delta Double Sums store.
FxDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the FX Delta measures.
FxDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
FXDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the FX Delta store.
FXDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.FXDeltaPublisher: Constructor
FxDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for FX Delta Risk Charge.
FxDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
FxDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the GIRR Delta Risk Charge (or Euler Capital Allocation).
FxDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler
FxDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FxDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition
FXDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for FX Delta Risk Position.
FXDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations
FXDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for FX Delta Risk Position.
FXDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
FXDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for fx delta
FXDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
FXDeltaSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FXDeltaSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity: Constructor
FXDeltaSensitivity.FxBucketsExpansionProcedure - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: The expansion procedure that will compute the fx Buckets depending on the jurisdiction
FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: The expansion iterator created by a FXDeltaSensitivity.FxBucketsExpansionProcedure.
FxDeltaSpecialCrossesStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the FX Delta Special Crosses store.
FxDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Compute the weighted sensitivities for FX delta
FxDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
FXExpandRiskFactor - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FXExpandRiskFactor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
FxMajorCurrencyAdjustmentUtil - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Utility to check if a FX pair qualifies for an adjustment in the weighting.
FxMajorCurrencyAdjustmentUtil() - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxMajorCurrencyAdjustmentUtil
fxMemberTripletsIterator - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
fxOriginalDividerElibilitiyLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxOriginalOptionalityLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxOtherCurrencyLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
fxRates - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: FX Rates Service
fxRates(Environment) - Method in class com.activeviam.frtb.ref.cfg.impl.FxRatesServiceConfig: FX Rates service bean.
FxRatesServiceConfig - Class in com.activeviam.frtb.ref.cfg.impl
FxRatesServiceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FxRatesServiceConfig
FXShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FXShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
FxStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the FX store.
fxTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
FXVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of FX Vega aggregated weighted sensitivities.
FXVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
FXVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for FX Vega calculations.
FXVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.FXVegaCalculations
FxVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the FX Vega Double Sums store.
FxVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the FX Vega measures.
FxVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
FXVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the FX Vega store.
FXVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.FXVegaPublisher: Constructor
FxVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for FX Vega Risk Charge.
FxVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
FxVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the Equity Vega Risk Charge (or Euler Capital Allocation).
FxVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
FxVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FxVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition
FXVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for CSR Non-Sec Vega Risk Position.
FXVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations
FXVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for FX Vega Risk Position.
FXVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
FXVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for fx vega
FXVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight
FxVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
FxVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity

G

gammaCorrelations(double, double) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Generate the vector of gamma correlations.
gammaCorrelations(double, double) - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations: Generate the vector of gamma correlations.
gammaCorrelations(double, double[][]) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Generate the vector of gamma correlations.
gammaCorrelations(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Generate the vector of gamma correlations.
gammaCorrelations(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Generate the vector of gamma correlations.
gammaCorrelations(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
gammaCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
GammaCorrelationUtils - Class in com.activeviam.frtb.core.utils: Utility class for calculating the gamma correlation and misc method related to gamma correlations.
GammaCorrelationUtils() - Constructor for class com.activeviam.frtb.core.utils.GammaCorrelationUtils
gammaSectorCorrelations(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
generateConditions(Set<KeyObjects.UnModKeys>) - Static method in class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.DSViewerWhatIfDefinitionUtil
generateKey(String, LocalDate, String) - Static method in class com.activeviam.frtb.core.constants.QueryCacheConstants
generateNewFlattenedMergedParentTree(String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.frtb.ref.parentchild.service.ParentChildService: generateNewFlattenedMergedParentTree is a very specific method for creating the intersected and merged tree of two existing trees.
generatetParentChildMap(List<ParentChildNode<?>>) - Method in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
GENERIC_DELTA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
GENERIC_DELTA_TECHNICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
GENERIC_SCENARIO_DOWN_PV - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
GENERIC_SCENARIO_UP_PV - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
GENERIC_VEGA_TECHNICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
genericChannel(IBaseTuplePublisher, String, String, boolean, boolean, CSVMessageChannelFactory) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
genericRealTimeChannel(CSVMessageChannelFactory, ACSVSourceConfig.ChannelParameters) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Create the real-time channels for the csv source data.
get(int) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
get(AggregatesMap.Key) - Method in class com.activeviam.frtb.core.calc.AggregatesMap
getActivationPeriod(IUpdateRequest<? extends IPointValue, ? extends IPointValue>) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the activation period description for a point value update.
getActivationPeriod(IPointValue) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the activation period description for a point value.
getActivePivot() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
getAddEntries() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.AddTuplesDSViewerDefinition
getAgent(IMonitor) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Retrieve the agent description on which the given monitor is registered.
getAggregateDrcIncrementalMeasures(boolean) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getAggregateIncrementalMeasures(boolean) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getAggregateRiskClassIncrementalMeasures(String, boolean) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getAggregateSbmIncrementalMeasures(boolean) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getAllLiquidityHorizons(List<Object>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getAllowedOrigins() - Method in class com.activeviam.frtb.cfg.impl.FRTBCorsFilterConfig
getAllowedOrigins() - Method in class com.activeviam.frtb.es.tool.cfg.impl.FRTBCorsFilterConfig
getAllUnderlyingVertices(IUnfilteredParameterRetriever, String, String, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return a map (Date, Parameter Set) -> (Index, Vertex) containing all the vertices of a given risk class and risk measure contained in the Vertices Datastore.
getAllVertices(IUnfilteredParameterRetriever, String, String, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return a map indexed by Date and Parameter Set of all the vertices of a given risk class and risk measure contained in the Vertices Datastore.
getAllVertices(IUnfilteredParameterRetriever, String, String, String, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return a map indexed by Date and Parameter Set of all the vertices of a given risk class and risk measure contained in a specific store.
getAnalyticalEulerMeasures(String, String, String, EulerMeasures.EulerMeasuresChainFactory, EulerMeasures.EulerRiskMeasuresChainFactory, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getApplication(String) - Method in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig
getApplication(String) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
getAsOfDate() - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
getAsOfDate() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition.ParentChildKey
getAsOfDate() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getAsOfDate() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getAsOfDate() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getAsOfDate() - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
getAsOfDate(ILocation) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
getAsOfDate(List<ILevelInfo>, ILocation, String) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
getAsOfDateIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the as of date.
getAsOfDates(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
getAsOfDates(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
getAvailable() - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
getAvailable(ILocation, String[]) - Method in interface com.activeviam.frtb.core.services.IDataAvailability: Return a list of measures to prefetch.
getAvailable(ILocation, String[]) - Method in class com.activeviam.frtb.core.services.impl.SimpleDataAvailability: In this implementation, all measures are returned.
getAvailable(ILocation, String[]) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
getAvailableProperties() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
getAvailableProperties() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
getAvailableProperties() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
getBackTestingPostProcessors(Properties) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder: Post-processed measures for Backtesting
getBaseCurrency(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the base currency.
getBaseCurrencyByJurisdiction(LocalDate, String, IQueryCache, IParameterRetriever, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getBaseStore() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
getBasisCurveType() - Static method in class com.activeviam.frtb.core.utils.RhoUtils
getBookHierarchyListener() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
getBookParentChildDAO() - Method in class com.activeviam.frtb.ref.parentchild.cfg.ParentChildServiceConfig
getBookParentChildService() - Method in class com.activeviam.frtb.ref.parentchild.cfg.ParentChildServiceConfig
getBookParentChildWhatIfSubmitter() - Method in class com.activeviam.frtb.ref.parentchild.cfg.ParentChildServiceConfig
getBranch() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getBranch() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getBranch() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getBranchDescription(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
getBranchDescription(String) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService
getBranchDescription(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
getBranchesDescription() - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
getBranchesDescription() - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService
getBranchesDescription() - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
getBucket(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
getBucketCorrelation(String, String, boolean, double, double, double, double, double) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Calculate the bucket correlation
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Which of the leaf levels corresponds to the bucket.
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations: Which of the leaf levels corresponds to the bucket.
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear: Which of the leaf levels corresponds to the bucket.
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
getBucketLeafIndex() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
getBusinessDayCalendar(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
getBusinessDayCalendar(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
getBusinessDayConvention(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
getBusinessDayConvention(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
getByKey(String) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
getByKeyQuery - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getCalculators() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getCategory() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
getCause() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
getCause() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures: Produces the description of the post-processors for the full chain of Commodity Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures: Produces the description of the post-processors for the full chain of Commodity Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures: Produces the description of the post-processors for the full chain of CSR non-Sec Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures: Produces the description of the post-processors for the full chain of CSR non-Sec Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures: Produces the description of the post-processors for the full chain of CSR Sec CTP Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures: Produces the description of the post-processors for the full chain of CSR Sec CTP Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures: Produces the description of the post-processors for the full chain of CSR Sec Non-CTP Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures: Produces the description of the post-processors for the full chain of CSR Sec Non-CTP Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures: Produces the description of the post-processors for the full chain of Equity Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures: Produces the description of the post-processors for the full chain of Equity Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures: Produces the description of the post-processors for the full chain of FX Delta measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures: Produces the description of the post-processors for the full chain of FX Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures: Produces the description of the post-processors for the full chain of GIRR Vega measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.RRAOMeasures
getChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCSecNonCTPMeasures
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCNSMeasures
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures: Produces the description of the post-processors for the full chain of Commodity Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures: Produces the description of the post-processors for the full chain of CSR non-Sec Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures: Produces the description of the post-processors for the full chain of CSR Sec CTP Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures: Produces the description of the post-processors for the full chain of CSR Sec Non-CTP Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures: Produces the description of the post-processors for the full chain of Equity Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures: Produces the description of the post-processors for the full chain of FX Curvature measures.
getChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures: Produces the description of the post-processors for the full chain of GIRR Curvature measures.
getChange() - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the change definition.
getChildren() - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
getColumnIndex(String) - Static method in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
getCommodityCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Commodity Curvature measures.
getCommodityDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Commodity Delta measures.
getCommodityRiskWeightForBucket(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the risk weight for a specific commodity bucket.
getCommodityVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Commodity Vega measures.
getCommodityVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight: The postProcessor definition for Commodity vega
getCommonMeasures(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCMeasures
getComparator() - Method in interface com.activeviam.frtb.core.parameter.IParameterSetPriorities: A comparator that ranks parameter sets; the best parameter set will be the minimum for this comparator.
getComparator() - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
getComparator(LocalDate, String, IParameterSetPriorities) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetSelector
getCompetentUsersFor(Set<String>) - Method in class com.activeviam.frtb.ref.workflows.tasks.FRTBTaskAssigner
getCompiledQuery(IDatastoreVersion, Object, String, ICondition, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
getCompiledQuery(IDatastoreVersion, Object, String, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
getConfidenceLevel(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES: The confidence level for the ES calculation.
getConfidenceLevel(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR: The confidence level for the VaR calculation.
getConnectedUser() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
getContent(IBackTestingLookbackContextVal) - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator
getContent(ICALookbackContextVal) - Method in class com.activeviam.frtb.core.context.impl.CALookbackTranslator
getContent(IDifferentiationStepSizeContextVal) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
getContent(IIMADRCLookbackContextVal) - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator
getContent(IImaNbExceptionsContextVal) - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator
getContent(IPLALookbackContextVal) - Method in class com.activeviam.frtb.core.context.impl.PLALookbackTranslator
getContent(IProRataHierarchyContextVal) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
getContent(IProRataLeafLevelContextVal) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
getContent(IReferenceLevelContextVal) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
getContent(IESStressPeriodSlidingWindowContextVal) - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.CALookbackTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
getContextInterface() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
getContextInterface() - Method in class com.activeviam.frtb.es.tool.context.impl.ESContextVal
getContextInterface() - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
getContextInterface() - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator
getContextValues(IMonitor, ISentinelEvent) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Retrieve the actual context values from the given monitor and event.
getContextValues(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getContextValues(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
getCoordinates(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand: Get the location coordinates for the analysis levels.
getCSRNSCorrelations(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Get CSR non-Sec correlation from the datastore.
getCSRNSCoveredBondBucket(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils
getCSRNSCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR non-Sec Curvature measures.
getCSRNSDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR non-Sec Delta measures.
getCSRNSDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCSRNSVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR non-Sec Vega measures.
getCSRNSVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCSRRiskWeight(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the risk weight for a CSR bucket.
getCSRSecCTPCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec CTP Curvature measures.
getCSRSecCTPDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec CTP Delta measures.
getCSRSecCtpDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCSRSecCTPVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec CTP Vega measures.
getCSRSecCtpVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCSRSecNonCTPCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec Non-CTP Curvature measures.
getCSRSecNonCTPDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec Non-CTP Delta measures.
getCSRSecNonCTPDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCSRSecNonCTPVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the CSR Sec non-CTP Vega measures.
getCSRSecNonCTPVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight: Programmatically defines a postprocessor with the appropriate properties.
getCubeName() - Method in interface com.activeviam.frtb.ref.cfg.measures.IMeasureBuilder: Retrieves the cube name of the current concrete class.
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCSummaryMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMASummaryMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
getCubeName() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getCurrentThread() - Method in class com.activeviam.frtb.starter.logging.QFSFormatter
getCurrentUser() - Method in class com.activeviam.frtb.starter.logging.QFSFormatter: Retrieve the current user authenticated with the current thread.
getCurvatureIncrementalMeasures(Properties, String, String, String, String, String, String, String, String, String, String, String, String, String, IncrementalMeasures.CurvatureIncrementalPostProcessorsFactory, IncrementalMeasures.IncrementalRiskPostProcessorsFactory, SAMeasureBuilder.CurvatureFullChainFactory, SAMeasureBuilder.CurvatureRiskChainFactory, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getCurvatureNumericalEulerMeasures(Properties, String, String, String, String, String, String, String, String, String, String, String, String, String, IncrementalMeasures.CurvatureIncrementalPostProcessorsFactory, IncrementalMeasures.IncrementalRiskPostProcessorsFactory, SAMeasureBuilder.CurvatureFullChainFactory, SAMeasureBuilder.CurvatureRiskChainFactory, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getCustomFormatters() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
getCustomFormatters() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
getCustomParsers() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
getCustomParsers() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getCVRChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures: Produces the description of the post-processors for the chain of curvature measures.
getDatastore() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getDatastoreVersion() - Method in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
getDayCountConvention(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
getDayCountConvention(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
getDefaultFileName(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getDefaultFileName(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
getDefaultQueryTimeout() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
getDefaultQueryTimeout() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
getDeliminator(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
getDeltaYearFractions(IDatastore, IParameterRetriever, LocalDate, String, IMaturityConverter) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
getDescription() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
getDescription() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
getDescription() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
getDescription() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
getDescription(Measure, Map<String, String>, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getDeskEligibility() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getDeskModelIma() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDeskModelSa() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDesks() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getDictionaries() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy: The dictionaries whose members form the analysis hierarchy members.
getDictionaries() - Method in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
getDifferentiationStepSize() - Method in interface com.activeviam.frtb.core.context.IDifferentiationStepSizeContextVal
getDifferentiationStepSize() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
getDoubleSumsDifferent() - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
getDoubleSumsOtherBucket() - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
getDoubleSumsSame() - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
getDoubleSumsTuples(LocalDate) - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Provide the list of tuples used to populate the Commodity Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Provide the list of tuples used to populate the CSR Non Sec Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: Provide the list of tuples used to populate the CSR Sec CTP Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: Provide the list of tuples used to populate the CSR Sec Non CTP Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Provide the list of tuples used to populate the Equity Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.FXDeltaCalculations: Provide the list of tuples used to populate the FX Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations: Provide the list of tuples used to populate the Commodity Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations: Provide the list of tuples used to populate the CSR Non Sec Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations: Provide the list of tuples used to populate the CSR Sec CTP Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations: Provide the list of tuples used to populate the CSR Sec non CTP Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations: Provide the list of tuples used to populate the Equity Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations: Provide the list of tuples used to populate the FX Vega Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: Provide the list of tuples used to populate the GIRR Delta Double Sums Hierarchy
getDoubleSumsTuples(LocalDate, String, IVector, IVector) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations: Provide the list of tuples used to populate the GIRR Vega Double Sums Hierarchy
getDrcBucketCorporates() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDrcBucketLocalGovernmentsMunicipalities() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDrcBucketLocalGovernmentsMunicipalitiesSplitter() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDrcBucketSovereigns() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDrcMeasuresProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the DRC measures.
getDRCRiskWeights(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we retrieve DRC risk weights as per BCBS 352 paragraph 152
getDrcSenioritySenior() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getDRCWeights(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the DRC weights from the DRCWeight store.
getDrillDownTo() - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
getDrillInData(String, String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
getDrillInMdx(String, String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
getDrillInMeasure(Matcher, JsonObject) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
getDSViewerWhatIfParser() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerWhatIfServicesConfig
getDSViewerWhatIfService() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerWhatIfServicesConfig
getDSViewerWhatIfSubmitter() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerWhatIfServicesConfig
getDuplicate() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getEpoch() - Method in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
getEquityCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Equity Curvature measures.
getEquityDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Equity Delta measures.
getEquityDeltaRiskWeight(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Obtain the risk weight for Equity Delta.
getEquityDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight: The postProcessor definition for Equity Delta
getEquityTypeRepo() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getEquityTypeSpot() - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
getEquityVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the Equity Vega measures.
getEquityVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight: The postProcessor definition for Equity Vega
getERBARiskWeights(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we retrieve ERBA risk weights as per BCBS 352 paragraph 161 - BCBS 374 paragraph 68
getErbaWeights(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the ERBA risk weights from the ERBARiskWeight store.
getES() - Method in interface com.activeviam.frtb.es.tool.context.IESContextVal
getES() - Method in class com.activeviam.frtb.es.tool.context.impl.ESContextVal
getESStressPeriodSlidingWindow() - Method in interface com.activeviam.frtb.es.tool.context.IESStressPeriodSlidingWindowContextVal
getESStressPeriodSlidingWindow() - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.EulerMeasuresChainFactory
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
getEulerMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, EulerMeasures.PostProcessorDescriptionRiskPositionEulerFactory, EulerMeasures.PostProcessorDescriptionRiskChargeDoubleSumsFactory, EulerMeasures.PostProcessorDescriptionRiskChargeEulerFactory, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EulerMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.EulerRiskMeasuresChainFactory
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
getEulerRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, EulerMeasures.PostProcessorDescriptionAggregatesMapRiskChargeFactory, EulerMeasures.PostProcessorDescriptionRiskPositionDoubleSumsFactory, String[], String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EulerMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
getEulerSensitivitiesMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
getEvaluatorProperties(Properties, String) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
getEventType() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
getEventType() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
getExpansionLevels() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure
getExpansionLevels() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure
getExpansionProcedure(ILocation, ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getExportDirectory(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getExportDirectory(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
getFields() - Method in class com.activeviam.frtb.core.utils.ObjectArrayWrapper
getFileColumns(String, IDatastoreSchemaMetadata) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.
getFileName() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getFilescanParameters() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getFilter() - Method in interface com.activeviam.frtb.core.parameter.IParameterSetPriorities: A filter to reject parameter sets which are no compatible with the target parameter set.
getFilter() - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
getFilter(LocalDate, String, IParameterSetPriorities) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetSelector
getFilterAndMinimumLevelProperties(Properties, String, String, String...) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear: Create a properties object to use when creating the post processor description.
getFilterMembers(ILocation, ICubeFilter, IAxisHierarchy) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
getFilterProperties(Properties, String, String, String...) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Create a properties object to use when creating the post processor description.
getFolder() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
getFolder() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
getFolder() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
getFolder() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
getFolder() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
getFolder(Measure, Map<String, String>, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getForeColor(Object) - Method in class com.activeviam.frtb.core.cfg.ui.FRTBDefaultCellPropertiesHandler: The fore color is red if the value is negative, unspecified otherwise (e.g.
getFormatter() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
getFormatter() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
getFormatter() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
getFormatter() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
getFormatter(Measure, Map<String, String>, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getFormattersForPostProcessors(String, Map<String, String>, List<IPostProcessorDescription>) - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: Converts all postprocessor descriptions into a key value pair of measure name to formatter.
getFormattersFromDataCubes(List<IActivePivotSchemaInstanceDescription>) - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: Returns a map of all postprocessor formatters for all the data cubes.
getFrtbKeyToInterpolationValues() - Method in class com.activeviam.frtb.ref.utils.PublisherDataStructures
getFrtbModel() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
getFullChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder.FullChainFactory
getFullChain(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder.CurvatureFullChainFactory
getFXConversionProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the GIRR Delta measures.
getFXCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the FX Curvature measures.
getFXDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the FX Delta measures.
getFxDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight: The postProcessor definition for FX Delta
getFxDeltaSpecialCrosses(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: The functions performs a query to the FX_DELTA_SPECIAL_CROSSES_STORE store to see if a given couple (currency, currency) exists.
getFXMajorCcyAdjustmentFlag(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils
getFXVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the FX Vega measures.
getFXVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight: The postProcessor definition for FX Vega
getGammaCorrelationCSRNS(IQueryCache, IParameterRetriever, IDatastoreVersion, String, String, String, String, String, String, double, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getGammaCorrelationCSRNSSector(IParameterRetriever, IDatastoreVersion, String, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Get the sector correlation parameter for CSR Non Sec.
getGammaCorrelationCSRSecCTP(IParameterRetriever, IDatastoreVersion, String, String, String, String, String, String, LocalDate, double, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Get the correlation parameter for CSR Sec Ctp.
getGammaCorrelationCSRSecCTP(IQueryCache, IParameterRetriever, IDatastoreVersion, String, String, String, String, String, String, double, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getGammaCorrelationCsrSecNonCtp(String, String, double, double, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getGammaCorrelationEquity(String, String, double, double, double, String, List<String>) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getGammaCorrelationForCommodities(String, String, double, double, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils: Get the bucket correlation for commodity.
getGammaVectorIndex(boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Map the different correlation cases to indices in the vector.
getGammaVectorIndex(boolean, boolean, int) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Compute the vector index based on the values of the keys.
getGammaVectorIndex(int, int, boolean, boolean, boolean, int) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Map the different correlation cases to indices in the vector.
getGammaVectorSize() - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: The number of different correlation cases.
getGammaVectorSize() - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: The vector size of the gamma correlation and evaluateRiskChargeDoubleSums(Key, String, boolean, List, double, AggregatesMap) double sum vectors.
getGammaVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: The number of different correlation cases.
getGammaVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
getGIRRCurvatureMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the GIRR Curvature measures.
getGIRRDeltaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the GIRR Delta measures.
getGIRRDeltaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight: The postProcessor definition for GIRR Delta
getGIRRMajorCcyAdjustmentFlag(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils
getGIRRMajorCurrencies(IParameterRetriever, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Get all the girr major currencies for a certain date.
getGIRRVegaMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the GIRR Vega measures.
getGIRRVegaResidualMaturities(IParameterRetriever, LocalDate, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils
getGIRRVegaRiskWeightPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight: The postProcessor definition for GIRR Vega
getGIRRVerticesWeightingsQuery(IParameterRetriever, LocalDate, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: The functions performs a query to the GIRR_DELTA_WEIGHTING store to get the vertices and the risk weight.
getHeaders(CellSetDTO) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getHierarchy() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
getHierarchy() - Method in interface com.activeviam.frtb.core.context.IProRataHierarchyContextVal
getHorizonIndexMap(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: The functions performs a query to the LIQUIDITY_HORIZONS_STORE to retrieve all its index.
getHorizonMap(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the horizon map from the LiquidityHorizonsStore.
getImaNbExceptions() - Method in interface com.activeviam.frtb.core.context.IImaNbExceptionsContextVal
getImaNbExceptions() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
getImaNbExceptions() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge: Retrieve the value of the IImaNbExceptionsContextVal context value.
getIncrementalCVRPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.IncrementalMeasures: This function defines the measures at the beginning and end of the Curvature incremental measures chain.
getIncrementalMeasures(String, String, String, String, String, String, String, String, String, String, IncrementalMeasures.IncrementalPostProcessorsFactory, IncrementalMeasures.IncrementalRiskPostProcessorsFactory, SAMeasureBuilder.FullChainFactory, SAMeasureBuilder.RiskChainFactory, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.RRAOMeasures
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCSecNonCTPMeasures
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCNSMeasures
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.IncrementalMeasures.IncrementalPostProcessorsFactory
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.DRCMeasures
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures: This function defines the measures at the beginning and end of the incremental measures chain.
getIncrementalPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.IncrementalMeasures.CurvatureIncrementalPostProcessorsFactory
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, boolean, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.IncrementalMeasures.IncrementalRiskPostProcessorsFactory
getIncrementalRiskPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, String, boolean, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.IncrementalMeasures
getIncrementalSensitivityPostProcessors(Properties, Map<Measure, String>, String, String, String, String, String, String, String, String, String, String, String, String, boolean, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.IncrementalMeasures: This function defines the measures at the beginning and end of the Delta and Vega incremental measures chains.
getIndex() - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
getIndexBuckets(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
getIndexBuckets(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getInflationCurveType() - Static method in class com.activeviam.frtb.core.utils.RhoUtils
getInitialPosition() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
getInitialTuple() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getInterpolatedSensitivitiesIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the interpolated sensitivities.
getInterpolatedTuples() - Method in class com.activeviam.frtb.ref.utils.PublisherDataStructures
getIntraBucketCommodityCorrelation(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the intra-bucket correlation value for a commodity bucket.
getIrtDesk() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
getJsonDatastoreEdit() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
getLatestTask() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
getLatestTask() - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getLeafLevel() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
getLeafLevel() - Method in interface com.activeviam.frtb.core.context.IProRataLeafLevelContextVal
getLeafLevels(Properties, String) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
getLegalEntityHierarchyListener() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
getLevel() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
getLevel() - Method in interface com.activeviam.frtb.core.context.IReferenceLevelContextVal
getLevel() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
getLevel() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
getLevelComparator(int) - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
getLevelComparator(int) - Method in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
getLevelCondition(String[], ILevelInfo) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
getLevelName() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy: The name of the level containing the dictionary members.
getLevelName() - Method in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
getLevelName(int) - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
getLevelName(int) - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
getLevelsCount() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
getLevelsCount() - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
getLGD(IParameterRetriever, IDatastoreVersion, IQueryCache, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieves the LGD for a given instrument type.
getLGD(String, LocalDate, String, IDatastoreVersion, IQueryCache, IParameterRetriever) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Here we retrieve the LGD value for a particular instrument type
getLiqHorFacts(IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getLiqHorGaps(List<Object>, Map<Integer, Integer>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getLiqHorGapTuples(IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getLiqHorTuples(List<Object>, Map<Integer, Integer>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getLiveUrl(IMonitor) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Retrieve the live url that can connect to the site on which the given monitor is registered.
getLocationMembers(ILocation, ICubeFilter, IAxisHierarchy) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
getLogger() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getLookback() - Method in interface com.activeviam.frtb.core.context.IBackTestingLookbackContextVal
getLookback() - Method in interface com.activeviam.frtb.core.context.ICALookbackContextVal
getLookback() - Method in interface com.activeviam.frtb.core.context.IIMADRCLookbackContextVal
getLookback() - Method in interface com.activeviam.frtb.core.context.ILookbackContextValue
getLookback() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
getLookback() - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
getLookback() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
getLookback() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
getLookback() - Method in interface com.activeviam.frtb.core.context.IPLALookbackContextVal
getLookback() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Get the lookback parameter from either the post-processor initialization or context value.
getMapped(int) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
getMapping(IQueryCache) - Method in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
getMappings() - Method in interface com.activeviam.frtb.core.services.IOrganisationHierarchyMap: fetch a list of all the hierarchy to level mappings supported by this object.
getMappings() - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
getMarketData(IPointLocationReader) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
getMaturities(IDatastoreVersion, IUnfilteredParameterRetriever, String) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
getMaturities(IDatastoreVersion, IQueryCache, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
getMdx(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getMdx(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
getMdx(LocalDate, UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
getMdxQuery(IMonitor, ISentinelEvent) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Creates a MDX query displaying the given event.
getMeasure() - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
getMeasures() - Method in interface com.activeviam.frtb.ref.cfg.measures.IMeasureBuilder
getMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
getMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
getMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
getMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
getMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getMeasuresProcessors(Properties, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
getMeasuresProcessors(Properties, String) - Static method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
getMembers() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure
getName() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure
getName() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
getName() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio.CurrentDatasetsPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital.DatasetPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler.DatasetPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap.NamedPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.LeafPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.ParentPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.SiblingPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata.TopPrefetcher
getName() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.TargetPrefetcher
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
getName() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
getName() - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
getName() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition.ParentChildKey
getName(Measure) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getName(Measure, Map<Measure, String>, String, String) - Static method in interface com.activeviam.frtb.core.cfg.measures.Measure
getName(Measure, Map<Measure, String>, String, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getName(Measure, Map<Measure, String>, String, String, String) - Static method in interface com.activeviam.frtb.core.cfg.measures.Measure
getName(Measure, Map<Measure, String>, String, String, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getNamespace() - Method in class com.activeviam.frtb.es.tool.cfg.impl.RestServicesConfig
getNamespace() - Method in class com.activeviam.frtb.ref.drillin.DrillInRestConfig
getNamespace() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
getNamespace() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
getNameSuffix() - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
getNativeMeasures() - Method in interface com.activeviam.frtb.ref.cfg.measures.IMeasureBuilder
getNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
getNbOfOperands() - Method in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
getNbOfOperands() - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator
getNbOfOperands() - Method in class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator
getNeedRebuild() - Method in class com.activeviam.frtb.core.hierarchy.impl.ADictionariesHierarchy
getNeedRebuild() - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
getNumericalEulerMeasures(Properties, String, String, String, String, String, String, String, String, String, String, IncrementalMeasures.IncrementalPostProcessorsFactory, IncrementalMeasures.IncrementalRiskPostProcessorsFactory, SAMeasureBuilder.FullChainFactory, SAMeasureBuilder.RiskChainFactory, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getObligorRiskWeights(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the risk weights from the ObligorToRiskWeight store.
getObligorRiskWeights(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations
getOnColumns() - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
getOnRows() - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
getOnRowsHierarchies(Matcher, JsonObject) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
getOptionality() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getOptionalityIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the delta optionality.
getOtherBucket(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
getOtherBucket(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
getOtherBucket(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
getOtherBucket(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
getOtherBucket(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
getOtherBucket(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getOtherBucketIndex() - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations: The entry in the correlations and double sums vectors corresponding to the "other" bucket.
getOutputType() - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
getParameterName() - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the name of the parameter from the two possible change definitions.
getParameterPriorities() - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
getParameterPriorities(IDatastoreVersion, IQueryCache, String) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetSelector
getParameterSet(ILocation, ILevelInfo) - Static method in class com.activeviam.frtb.core.constants.FRTBParameterSets
getParameterSetParent(String) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
getParent() - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
getParentChildNodes(String, String, LocalDate, String, Integer) - Method in class com.activeviam.frtb.ref.parentchild.service.ParentChildService: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.
getParentChildWhatIfREST() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
getPathMatcherSyntaxAndPattern(String) - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Return the path matcher syntax from the provided topic property
getPendingChange() - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the definition of the pending change.
getPLAttributionTestPostProcessors(Properties) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder: Post-processed measures for P&L Attribution testing
getPlaZone() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
getPLPostProcessors(Properties) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
getPortfolioRiskChargeMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getPostProcessorDefinition(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight: The postProcessor definition for Commodity delta
getPostProcessorDescription(String, boolean, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
getPostProcessorDescription(String, boolean, String, String, String...) - Static method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
getPostProcessorDescription(String, boolean, String, String, String...) - Static method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
getPostProcessorDescription(String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor
getPostProcessorDescription(String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.RankVector: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, Boolean, Boolean, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, Boolean, Boolean, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
getPostProcessorDescription(String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
getPostProcessorDescription(String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback: Constructs the post-processor definition
getPostProcessorDescription(String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge: Constructs the postprocessor definition
getPostProcessorDescription(String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
getPostProcessorDescription(String, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge: Constructs the postprocessor definition
getPostProcessorDescription(String, String, List<String>, List<String>, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
getPostProcessorDescription(String, List<String>, List<String>, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureRiskWeight: The postProcessor definition for Commodity
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureRiskWeight: Generic creation of PostProcessor description for CSR risk classes.
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureRiskWeight: Generic creation of PostProcessor description for CSR risk classes.
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureRiskWeight: Generic creation of PostProcessor description for CSR risk classes.
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight: The postProcessor definition for Equity
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight: The postProcessor definition for FX Curvature
getPostProcessorDescription(Properties, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight: The postProcessor definition for GIRR Curvature
getPostProcessorDescription(Properties, String, String, int, Double, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity: The postProcessor definition for Equity Delta Weighted Sensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand: The postProcessor definition for GIRR Delta Vertices Expand
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
getPostProcessorDescription(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
getPostProcessorDescription(Properties, String, String, String, boolean, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
getPostProcessorDescription(Properties, String, String, String, boolean, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: The postprocessor definition for a Risk Type Aware filter
getPostProcessorDescription(Properties, String, String, String, boolean, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: The postprocessor definition for a Risk Type Aware filter with a vector underlying measure
getPostProcessorDescription(Properties, String, String, String, Integer, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String[], String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition: Constructs the postProcessor definition for risk position squared.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition: Constructs the postProcessor definition for risk position squared.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity: Programmatically defines a postprocessor with the appropriate properties.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift: The postprocessor definition for a Delta for Curvature measure
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition: Constructs the postProcessor definition for risk position.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums: Constructs the postProcessor definition for risk position double sum.
getPostProcessorDescription(Properties, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
getPostProcessorDescription(Properties, String, String, String, String, boolean, String...) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, boolean, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering: The postprocessor description for filtering the specified underlying measure based on the filter property.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering: The postprocessor description for filtering the specified underlying vector measure based on the filter property.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
getPostProcessorDescription(Properties, String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String[], String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV: Create the configuration description of this postprocessor.
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor: The postprocessor definition for a Delta for Curvature measure
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor: The postprocessor definition for a Delta for Curvature measure
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
getPostProcessorDescription(Properties, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getPostProcessorDescription(Properties, String, String, String, String, String, String, Class<? extends ILookbackContextValue>, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Constructs the postprocessor definition
getPostProcessorDescription(Properties, String, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
getPostProcessorDescription(Properties, String, String, String, String, String, String, String, boolean, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getPostProcessorDescriptionAggregatesMapRiskCharge(Properties, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionAggregatesMapRiskChargeFactory
getPostProcessorDescriptionAggregatesMapRiskPosition(Properties, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionAggregatesMapRiskPositionFactory
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition: Constructs the postProcessor definition for risk position Euler capital allocation.
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
getPostProcessorDescriptionEuler(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
getPostProcessorDescriptionForDrcNonSec(Properties, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
getPostProcessorDescriptionForDRCSecNonCtp(Properties, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap: Constructs the postProcessor definition for risk charge.
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap: Constructs the postProcessor definition for risk charge.
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap: Constructs the postProcessor definition for risk charge.
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap: Constructs the postProcessor definition for risk charge.
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
getPostProcessorDescriptionRiskCharge(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
getPostProcessorDescriptionRiskChargeDoubleSums(Properties, String, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionRiskChargeDoubleSumsFactory
getPostProcessorDescriptionRiskChargeEuler(Properties, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionRiskChargeEulerFactory
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
getPostProcessorDescriptionRiskPosition(Properties, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap: Constructs the postProcessor definition for risk position.
getPostProcessorDescriptionRiskPositionDoubleSums(Properties, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionRiskPositionDoubleSumsFactory
getPostProcessorDescriptionRiskPositionEuler(Properties, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.core.cfg.measures.EulerMeasures.PostProcessorDescriptionRiskPositionEulerFactory
getPostProcessors() - Method in interface com.activeviam.frtb.ref.cfg.measures.IMeasureBuilder: Retrieves the postprocessor descriptions.
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
getPostProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getPrefetcherLookback() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Get the lookback parameter used by the prefetcher.
getPrefetcherLookback() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback
getPrefetcherLookback() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback
getProperties(Measure) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getProperty(Measure, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getProperty(Measure, String, Supplier<String>) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getPvAndNotionalMeasuresProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getPvAndNotionalMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getPvApplied() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getPvAppliedIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the PV Applied.
getPVMeasuresProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getQuery(IDatastoreVersion) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
getReferenceCurrency(UriInfo) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
getReportingCurrency(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the reporting currency.
getReportingCurrencyByJurisdiction(LocalDate, String, IQueryCache, IParameterRetriever, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity: Retrieve the reporting currency
getResourceLocations() - Method in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig
getRho(String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
getRho(String, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
getRho(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC: The relative weight assigned to the internal model (rho) for the IMCC calculation.
getRho(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega: The relative weight assigned to the internal model (rho) for the IMCC calculation.
getRho(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES: The value of parameter rho in the SES calculation.
getRhoCorrelationCommodity(String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationCSRNonSec(boolean, String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationCSRSecCTP(String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationCSRSecNonCTP(String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationEquity(String, String, boolean, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationFX(String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoCorrelationGIRR(String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations
getRhoDeltaCorrelation(String, String, IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CurvatureCalculations: The rho delta correlation used for the Curvature calculations, as per BCBS 352 paragraph 133.
getRhoVectorIndex(boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Compute the vector index based on the values of the keys.
getRhoVectorIndex(boolean, boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Compute the vector index based on the values of the keys
getRhoVectorIndex(boolean, boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: Compute the vector index based on the values of the keys
getRhoVectorIndex(int, int, boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: Compute the vector index based on the values of the keys.
getRhoVectorIndexFromDoubleSumsCoordinates(IVector, Object[]) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: Compute vector index based on Double Sums Hierarchy path.
getRhoVectorSize() - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: The vector size of the rho and double sums vectors.
getRhoVectorSize() - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: The vector size of the rho and weightedSensitivity vectors.
getRhoVectorSize() - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: The vector size of the rho and weightedSensitivity vectors.
getRhoVectorSize() - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: The vector size of the rho correlation and double sum vectors.
getRhoVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: The vector size of the rho and weightedSensitivity vectors.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder.CurvatureRiskChainFactory
getRiskChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Method in interface com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder.RiskChainFactory
getRiskChargeMeasuresProcessorsForAllRiskClasses(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getRiskClass() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getRiskClass() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getRiskClass(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getRiskClass(IPointLocationReader) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
getRiskFactor() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getRiskFactor() - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
getRiskFactorIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the risk factor.
getRiskMeasure() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getRiskMeasure(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getRiskMeasure(IPointLocationReader) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskMeasuresChain(Properties, Map<Measure, String>, String, String, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures: Produces the description of the post-processors for the chain of risk measures.
getRiskWeight(IDatastoreVersion, IQueryCache, String, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight: Obtain the risk weight for Equity Delta
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight: Obtain the risk weight for commodity vega
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight: Retrieves the liquidity horizon from the store and calculates the associated risk weight
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight: Retrieves the liquidity horizon from the store and calculates the associated risk weight
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight: Retrieves the liquidity horizon from the store and calculates the associated risk weight
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight: Obtain the risk weight for fx vega
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight: Obtain the risk weight for Commodity Delta
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight: Retrieves the risk weight for the appropriate bucket from the datastore
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight: Retrieves the risk weight for the appropriate bucket from the datastore.
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight: Obtain the risk weight for fx delta
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight: Retrieves the risk weight for the appropriate bucket from the datastore
getRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight: Obtain the risk weight for Equity Delta
getRiskWeight(IActivePivotContext, IDatastoreVersion, IQueryCache, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight: Calculates the risk weight that should be applied for GIRR curvature.
getRiskWeight(IActivePivotContext, IDatastoreVersion, IQueryCache, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight: Obtains and caches the risk weights.
getRiskWeight(IActivePivotContext, IQueryCache, IDatastoreVersion, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight: Obtains the risk weights ordered by vertices
getRiskWeight(IQueryCache, IDatastoreVersion, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight: Obtain the GIRR vega risk weight
getRiskWeight(IQueryCache, IDatastoreVersion, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight: Calculate the risk weight.
getRows(CellSetDTO) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
getRraoMeasuresProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the RRAO measures.
getSbmMeasuresProcessors() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder: Produces the description of the post-processors for all the SBM measures.
getSbmRiskChargeMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getScaleFactor() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getScaleFactor() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getScalingFactor() - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
getScenarioRelatedRiskChargeMeasuresProcessors(String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
getScenarios(LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand: Fetch the map of scenarios for as-of date.
getSensitivities() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures: Produces the description of the post-processors for the chain of GIRR Delta sensitivity measures.
getSensitivitiesChain(Properties, Map<Measure, String>, String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures: Produces the description of the post-processors for the chain of sensitivity measures.
getSensitivityCcyIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the sensitivity currency.
getSensitivityCurrency() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getSensitivityOrRiskWeightIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the sensitivities.
getServedDirectories() - Method in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig
getServedExtensions() - Method in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig: Gets the extensions of files to serve.
getShockedValueAtTargetRisk(double[], double[], Double) - Static method in class com.activeviam.frtb.core.utils.ShockInterpolationUtils
getSource() - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ICsvSourceConfig
getSource() - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.IJdbcSourceConfig
getSource() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleCsvSourceConfig
getSource() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleJdbcSourceConfig
getSource() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig
getSource() - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ISourceConfig
getSpecificSubmission(String) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfManagerService
getStatusValue(Double) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Gets a value representing the status.
getStoreColumns(IDatastore, String) - Static method in class com.activeviam.frtb.core.utils.StoreUtils
getStoreColumns(IDatastoreVersion, String) - Static method in class com.activeviam.frtb.core.utils.StoreUtils
getStoreDescription(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
getStoreDescription(String) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService
getStoreDescription(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
getStoreName() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getStoreName() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getStoresDescription() - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
getStoresDescription() - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService
getStoresDescription() - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
getStoresSecurity() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreRestStoresSecurityConfig
getStoresSecurity() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
getStoresSecurity() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreRestStoresSecurityConfig
getStoresSecurity() - Method in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
getStress(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Fetches the stress value for the current stress scenario.
getStress(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition: Fetches the stress value for the current stress scenario.
getStress(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge: Fetches the stress value for the current stress scenario.
getStringValue(String, IContextValue) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
getSubmissionName() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getSubset(LocalDate, NavigableMap<LocalDate, T>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: A subMap of the underlying values corresponding to the lookback and ending with the as-of date.
getSuffix() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getT(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: The length of the base horizon (T) for the Liquidity Horizon adjustment.
getTags() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
getTags() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
getTargetStores() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
getTargetStores() - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig.ITopicConfig: The target stores for the created channel.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
getTargetStores() - Method in class com.activeviam.frtb.ref.source.publishers.ACurvaturePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.publishers.ADeltaPublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.publishers.AVegaPublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.publishers.StaticDataPublisher: Returns the list of stores that will be committed into as part of a call to StaticDataPublisher.publish(Collection).
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.CSRStoreTuplePublisher
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCScenarioCountTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores() - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.TradesTuplePublisher: Returns the list of stores that will be impacted by publishing.
getTargetStores(String) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig
getTargetStores(String) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ISourceConfig: The stores that are targeted by the topic.
getTaskName() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
getTaskName() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
getTemplateProperty(Measure, String, Supplier<String>, Map<String, String>, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getTemplateProperty(Measure, String, Map<String, String>, String) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
getTenorConverter(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
getTenorConverter(IActivePivot, IDatastoreVersion, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
getTitle() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getTitle() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getTopic() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
getTradeBaseTuples() - Method in class com.activeviam.frtb.ref.utils.PublisherDataStructures
getTradeId() - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
getTradeID() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getTradeID() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getTradeIdIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the trade id.
getTupleFields() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure
getType() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure
getType() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
getType() - Method in class com.activeviam.frtb.core.format.impl.DoubleArrayFormatter
getType() - Method in class com.activeviam.frtb.core.format.impl.IntegerArrayFormatter
getType() - Method in class com.activeviam.frtb.core.format.impl.ObjectArrayFormatter
getType() - Method in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
getType() - Method in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
getType() - Method in class com.activeviam.frtb.core.interpolation.impl.LinearInterpolator
getType() - Method in class com.activeviam.frtb.core.localDate.LocalDateFormatter
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
getType() - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
getType() - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
getType() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLES
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.RankVector
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
getType() - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
getType() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
getType() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback
getType() - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
getType() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
getType() - Method in class com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter
getType() - Method in class com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter
getType() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter
getType() - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod
getType() - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
getType() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
getType() - Method in class com.activeviam.frtb.ref.drillthrough.impl.DoubleVectorDisplayAll
getType() - Method in class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
getType() - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
getType() - Method in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit
getType() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
getType() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
getType() - Method in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
getType() - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit
getUnderlyingMaturities(IDatastoreVersion, IUnfilteredParameterRetriever, String) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
getUnderlyingMaturities(IDatastoreVersion, IQueryCache, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Get the parameters to be used when reading the underlying.
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Get the parameters to be used when reading the underlying.
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
getUnderlyingParameters(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
getUnderlyingUnmodifiableSet() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects.UnModKeys
getUpdateDefinition() - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Gets the proper definition of the update from the received data.
getUseBaseCurrencyFlag(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the use base currency flag.
getUseBaseCurrencyFlagByJurisdiction(LocalDate, String, IQueryCache, IParameterRetriever, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getUseFxDividerFlag(IParameterRetriever, IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Retrieve the use base currency flag.
getUseFxDividerFlagByJurisdiction(LocalDate, String, IQueryCache, IParameterRetriever, IDatastoreVersion) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
getUser() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
getUserName() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
getUserName() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
getUserRoles() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
getValue() - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
getValue(IPointLocationReader, LocalDate, IRecordReader) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Transform the underlying measures into the per as-of value object.
getVectorIndex() - Static method in class com.activeviam.frtb.core.calc.FXDeltaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations: Compute the vector index based on the correlation case.
getVectorIndex(boolean, boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Compute the vector index based on the values of the keys
getVectorIndex(boolean, boolean, boolean) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: Compute the vector index based on the values of the keys
getVectorIndex(boolean, boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(boolean, int, int, int) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations: Compute the vector index based on the values of the keys.
getVectorIndex(String, String, int, int, int, int, int, int) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations: Compute the vector index based on the values of the keys.
getVectorSize() - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: The vector size of the rho and weightedSensitivity vectors.
getVectorSize() - Static method in class com.activeviam.frtb.core.calc.FXDeltaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize() - Static method in class com.activeviam.frtb.core.calc.RiskChargeCalculations: The vector size of the gamma correlation and evaluateRiskChargeDoubleSums(Key, Object, boolean, double, AggregatesMap) double sum vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations: The vector size of the rhoCorrelations(IVector, double, double, double) rho correlation and evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector) double sum} vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize(int) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations: The vector size of the rho correlation and double sum vectors.
getVectorSize(int, int) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations: The vector size of the hoCorrelations(IVector, IVector, double, double rho correlation} and evaluateRiskPositionDoubleSums(AggregatesMap.Key, AggregatesMap, IVector, IVector) double sum vectors.
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
getVectorSize(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
getVegaLiquidityHorizonsFromStoreByKey(IParameterRetriever, LocalDate, String, String, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: The functions performs a query to the VEGA_LIQUIDITY_HORIZONS store to get the value of the LiquidityHorizon.
getVegaOptionMaturityVerticesAsYearFractions(IDatastore, IParameterRetriever, LocalDate, String, IMaturityConverter) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
getVegaResidualMaturityVerticesAsYearFractions(IDatastore, IParameterRetriever, LocalDate, String, IMaturityConverter) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
getVertices(IParameterRetriever, LocalDate, String, String, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the vertices for the given risk class and (optional) risk measure.
getVertices(IParameterRetriever, LocalDate, String, String, String, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.utils.ConfigurationParametersUtils: Return the vertices for the given risk class and (optional) risk measure in a specific store.
getVertices(IDatastoreVersion, IUnfilteredParameterRetriever) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
getVertices(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
getWeightBasedOnBucket(String, LocalDate, IDatastoreVersion, IParameterRetriever, String, IQueryCache) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityUtil: Returns the weight associated with a given Commodity bucket.
getWeighting(IDatastoreVersion, IQueryCache, IParameterRetriever, List<ILevelInfo>, ILocation, String, String, LocalDate) - Static method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
getXAxis() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getXAxisDatesIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the dates on the X axis.
getYAxis() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
getYAxisDatesIndex() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Retrieves the index of the dates on the Y axis.
getYieldCurveType() - Static method in class com.activeviam.frtb.core.utils.RhoUtils
GIRR - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_BUCKETS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for GIRR Buckets (CCY).
GIRR_BUCKETS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
GIRR_BUCKETS_STORE_BUCKET - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
GIRR_BUCKETS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
GIRR_BUCKETS_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
GIRR_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
GIRR_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
GIRR_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
GIRR_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
GIRR_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
GIRR_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for the GIRR Curve currency.
GIRR_CURVE_TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
GIRR_CURVE_TYPE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for the GIRR Curve type.
GIRR_DELTA_BASIS_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_BASIS_VS_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_BASIS_VS_INFLATION_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_BASIS_VS_YIELD_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_CURVE_BASIS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Name of GIRR Delta Basis Curve Type.
GIRR_DELTA_CURVE_INFLATION_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Name of GIRR Delta Inflation Curve Type.
GIRR_DELTA_CURVE_YIELD_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Name of GIRR Delta Yield Curve Type.
GIRR_DELTA_DIFFERENT_CCY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_DIFFERENT_CURVE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_DIFFERENT_VERTEX_AND_CURVE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_DIFFERENT_VERTEX_CORRELATION_FLOOR - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_DIFFERENT_VERTEX_THETA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for GIRR Delta Double Sums.
GIRR_DELTA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Delta Double Sums stores
GIRR_DELTA_DOUBLE_SUMS_STORE_CURVE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_DOUBLE_SUMS_STORE_VERTEX_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_DOUBLE_SUMS_STORE_VERTEX_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_INFLATION_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_INFLATION_VS_YIELD_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_RW_MAJOR_CURRENCY_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_VERTEX_CORRELATION_ROUNDING_DP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_DELTA_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.StoreNames
GIRR_DELTA_WEIGHTING_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
GIRR_DELTA_WEIGHTING_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_WEIGHTING_STORE_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_WEIGHTING_STORE_VERTEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_DELTA_WEIGHTINGS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
GIRR_DOWN_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
GIRR_HIGHEST_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
GIRR_MAJOR_CCY_ADJUSMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GIRR_MAJOR_CURRENCIES - Static variable in class com.activeviam.frtb.core.constants.StoreNames
GIRR_MAJOR_CURRENCY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
GIRR_MAJOR_CURRENCY_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
GIRR_MAJOR_CURRENCY_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_MAJOR_CURRENCY_STORE_SELECTED_CCY - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_NB_MATURITIES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
GIRR_PV_APPLIED_CURVATURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for GIRR Curvature PV Applied flag.
GIRR_UP_INTERPOLATION - com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
GIRR_VEGA_DOUBLE_SUMS_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for GIRR Vega Double Sums.
GIRR_VEGA_DOUBLE_SUMS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
GIRR_VEGA_DOUBLE_SUMS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_VEGA_DOUBLE_SUMS_STORE_OPTION_MATURITY_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_VEGA_DOUBLE_SUMS_STORE_OPTION_MATURITY_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_VEGA_DOUBLE_SUMS_STORE_UNDERLYING_MATURITY_1 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_VEGA_DOUBLE_SUMS_STORE_UNDERLYING_MATURITY_2 - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
GIRR_VEGA_OPTION_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for GIRR Vega Option Maturity
GIRR_VEGA_UNDERLYING_MATURITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for GIRR Vega Underlying Maturity
GIRR_VEGA_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
GIRR_VERTEX_WEIGHTING - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
GIRR_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
girrBucketsPublisher - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
GIRRBucketsStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the GIRR Buckets store.
GIRRCurvatureCVR - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to calculate the two branches of the GIRR Curvature CVR (paragraph 53(b)).
GIRRCurvatureCVR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
GIRRCurvatureMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the GIRR Curvature measures.
GIRRCurvatureMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
GIRRCurvaturePublisher - Class in com.activeviam.frtb.ref.source.publishers
GIRRCurvaturePublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.GIRRCurvaturePublisher: Constructor
GIRRCurvatureRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for girr curvature
GIRRCurvatureRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
GIRRCurvatureShockInterpolation - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
GIRRCurvatureShockInterpolation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
GIRRDeltaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of GIRR Delta aggregated weighted sensitivities.
GIRRDeltaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
GIRRDeltaCalculations - Class in com.activeviam.frtb.core.calc: Class used for GIRR Delta Risk Position and Risk Charge calculations.
GIRRDeltaCalculations() - Constructor for class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
GIRRDeltaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the GIRR Delta Double Sums store.
GIRRDeltaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the GIRR Delta measures.
GIRRDeltaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
GIRRDeltaMeasures.GIRRSensitivityMeasure - Enum in com.activeviam.frtb.core.cfg.measures
GIRRDeltaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the GIRR Delta store.
GIRRDeltaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.GIRRDeltaPublisher: Constructor
GIRRDeltaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for GIRR Delta Risk Charge.
GIRRDeltaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
GIRRDeltaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the GIRR Delta Risk Charge (or Euler Capital Allocation).
GIRRDeltaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler
GIRRDeltaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the rho correlation to the double sums to calculate the GIRR Delta Risk Position (or Euler Capital Allocation).
GIRRDeltaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition
GIRRDeltaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for GIRR Delta Risk Position.
GIRRDeltaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations
GIRRDeltaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for GIRR Delta Risk Position.
GIRRDeltaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
GIRRDeltaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weights for girr delta
GIRRDeltaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
GIRRDeltaSensitivitiesFiltered - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
GIRRDeltaSensitivitiesFiltered(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
GIRRDeltaVerticesRiskWeightExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to expand the risk weights vector per vertex if necessary Returns a string as we want to display the weighting vector if the user did not slice by vertices
GIRRDeltaVerticesRiskWeightExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
GIRRDeltaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to compute the weighted sensitivities
GIRRDeltaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
GIRRDeltaWeightingStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the GIRR Delta Weighting store.
GIRRMajorCurrencyAdjustmentUtil - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Utility which determines if GIRR major currency adjustment can be applied to a currency group.
GIRRMajorCurrencyAdjustmentUtil() - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRMajorCurrencyAdjustmentUtil
GIRRMajorCurrencyStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the GIRR Major Currency store.
GIRRVegaAggregatesMap - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Create a multidimensional array of GIRR Vega aggregated weighted sensitivities.
GIRRVegaAggregatesMap(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
GIRRVegaCalculations - Class in com.activeviam.frtb.core.calc: Class used for GIRR Vega Calculations.
GIRRVegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.GIRRVegaCalculations
GirrVegaDoubleSumsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the GIRR Vega Double Sums store.
GIRRVegaMeasures - Class in com.activeviam.frtb.core.cfg.measures: Static methods for producing the descriptions of the post-processors for the GIRR Vega measures.
GIRRVegaMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
GIRRVegaPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the GIRR Vega store.
GIRRVegaPublisher(IDatastore, IParameterRetriever, String, IMaturityConverter, IInterpolator) - Constructor for class com.activeviam.frtb.ref.source.publishers.GIRRVegaPublisher: Constructor
GIRRVegaRiskChargeDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the Risk Positions for GIRR Vega Risk Charge.
GIRRVegaRiskChargeDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
GIRRVegaRiskChargeEuler - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Applies the gamma correlation to the double sums to calculate the GIRR Vega Risk Charge (or Euler Capital Allocation).
GIRRVegaRiskChargeEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
GIRRVegaRiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
GIRRVegaRiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
GIRRVegaRiskPositionCorrelations - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Retrieve rho correlations for GIRR Vega Risk Position.
GIRRVegaRiskPositionCorrelations(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations
GIRRVegaRiskPositionDoubleSums - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculates the double sums of the weighted sensitivities for GIRR Vega Risk Position.
GIRRVegaRiskPositionDoubleSums(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
GIRRVegaRiskWeight - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: PostProcessor used to obtain the risk weight for girr vega
GIRRVegaRiskWeight(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight
GIRRVegaSensitivitiesFiltered - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
GIRRVegaSensitivitiesFiltered(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
GIRRVegaWeightedSensitivity - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
GIRRVegaWeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity
GOOD - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
GREEN - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
GROSS_JTD - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
GROSS_JTD - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
GROSS_JTD_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
GROSS_JTD_PROVIDED_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Gross JTD Provided Differential
GROSS_JTD_PROVIDED_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Gross JTD Provided Reference
GrossJTD - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the Gross JTD for DRC non-Sec (paragraph 142) and DRC Sec non-CTP (paragraph 157)
GrossJTD(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD

H

handleNoEvaluator(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
handleNoLeafLevel() - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
handleNoLeafLevel() - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
handleNoLeafLevel() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand: Allow leaf levels to be undefined.
handleNoLeafLevel() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler: Allow leaf levels to be undefined.
handleNoLeafLevel() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
hasBatchFor(String) - Method in class com.activeviam.frtb.ref.workflows.batch.impl.BatchWorkflowConfig: Gets if batch processing is activated for a given action.
hasBucketLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Simple utility function to test if any point location for the provided range location uniquely determines the bucket.
hasBucketLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
hasBucketLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
hasBucketLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
hasChanges(List<?>) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Decides if the list contains some changes.
hasConfiguration() - Method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
hasDirectory(String) - Method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
hashCode() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
hashCode() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
hashCode() - Method in class com.activeviam.frtb.core.utils.ObjectArrayWrapper
hashCode() - Method in class com.activeviam.frtb.es.tool.context.impl.ESContextVal
hashCode() - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
hashCode() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
hashCode() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
hashCode() - Method in class com.activeviam.frtb.ref.parentchild.nodes.LegalEntityParentChildNode
hashCode() - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
hashCode() - Method in class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
hashCode() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition.ParentChildKey
hashCode() - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects.UnModKeys
hashCode() - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
hashCode() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
hashCode() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes
hasHistory() - Method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
hasLevel(ILocation, ILevelInfo) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Simple utility function to determine if the level is expressed in the location.
hasNext() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator
hasNext() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Determine if there are enough levels expressed in the location to be able to determine the risk weight.
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
hasRequiredLevels(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight
hasRiskFactorLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Simple utility function to test if the risk-factor level is expressed in te location.
hasRiskFactorLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
hasStatusChanged() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
hasTradeLevel(String) - Method in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig
hasTradeLevel(String) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
hasTypeLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Simple utility function to test if any point location for the provided range location uniquely determines the market data type.
hasUnderlyingLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight: Simple utility function to test if any point location for the provided range location uniquely determines the underlying.
HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Optional system property to define the path of an application 'env' properties file.
HIBERNATE_PROPERTIES_FILE - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
hibernateProperties - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
hibernateProperties() - Method in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig: Generates the Hibernate properties from file HIBERNATE_PROPERTIES_FILE Gives possibility to override CONNECTION_URL_PROPERTY value coming from command line -Dhibernate.connection.url=value
hierarchies - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
hierarchies() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: The Pro-Rata Hierarchy.
hierarchies(String, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
hierarchies(String, String) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
HIERARCHY - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties
HIERARCHY_LEVEL - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
HIERARCHY_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
HierarchyBuilder<HB extends HierarchyBuilder<HB>> - Class in com.activeviam.frtb.ref.parentchild.hierarchy.builders: The HierarchyBuilder is an abstract class that provides a way to make tuples to be stored in a hierarchy based datastore.
HierarchyBuilder(LocalDate, int) - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
hierarchyStoreName - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
HIGH - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
HIGH - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
HIGH - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
HIGH - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
HIGH_CORRELATION_SCENARIO - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
HIGH_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
HISTORICAL_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
HISTORICAL_FILESCAN_PARAMETERS_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
HistoricalConditionConverter(String) - Constructor for class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.HistoricalConditionConverter
HYPOTHETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_LOOKBACK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_LOOKBACK_EMPIRICAL_DIST_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_LOOKBACK_RANK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_LOOKBACK_RANK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_LOOKBACK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_PL_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
HYPOTHETICAL_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder

I

I18N_FOLDER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: The directory containing the languages in the content service
I18N_RESOURCE_FOLDER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: The resource folder that contains language files
I18nConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Initialize the cube formatters
I18nConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig
IBackTestingLookbackContextVal - Interface in com.activeviam.frtb.core.context: Number of Days taken in account for P&L Attribution Test calculation
IBaseTuplePublisher - Interface in com.activeviam.frtb.ref.source.tuplepublisher
IBusinessDayCalendar - Interface in com.activeviam.frtb.core.dates: Interface to determine if a date is a business day or a holiday.
IBusinessDayConvention - Interface in com.activeviam.frtb.core.dates: Interface used for rolling dates to get business days.
ICALookbackContextVal - Interface in com.activeviam.frtb.core.context: Number of Days taken in account for CA IMCCavg and SESavg calculations
ICsvSourceConfig - Interface in com.activeviam.frtb.ref.source.dataloadcontroller: A flavour of ISourceConfig for use with CSV file sources.
ICubeExportRestService - Interface in com.activeviam.frtb.ref.services.rest
IDataAvailability - Interface in com.activeviam.frtb.core.services: Interface to help choose between measures in a distributed environment.
IDataAvailability.IAware - Interface in com.activeviam.frtb.core.services: Interface implemented by post-processors who need to use IDataAvailability.
IDataAvailability.IFactory - Interface in com.activeviam.frtb.core.services: Factory interface designed to be injected into post-processors who need to use IDataAvailability.
IDatastorePublisher - Interface in com.activeviam.frtb.ref.source.ds.publisher
IDayCountConvention - Interface in com.activeviam.frtb.core.dates: Interface used for calculating day counts.
IDeskModelSwitchRestService - Interface in com.activeviam.frtb.ref.source.whatif.rest.services
IDifferentiationStepSizeContextVal - Interface in com.activeviam.frtb.core.context: Context value for determining the step size for numerical differentiation.
IDIOSYNCRATIC - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
IDistributionAwareQueryRunner - Interface in com.activeviam.frtb.core.services: Run datastore queries for both data nodes and query nodes.
IDistributionAwareQueryRunner.Aware - Interface in com.activeviam.frtb.core.services: Post-processor marker interface indicating that a IDistributionAwareQueryRunner.Factory object should be injected.
IDistributionAwareQueryRunner.Factory - Interface in com.activeviam.frtb.core.services: Factory object for creating instances of IDistributionAwareQueryRunner.
IDrcMaturityConverterAware - Interface in com.activeviam.frtb.core.dates
IDrillInRestfulService - Interface in com.activeviam.frtb.ref.drillin.service
IDSViewerRestfulService - Interface in com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer: Definition of REST API on ActivePivot Datastore.
IDSViewerWhatIfSubmitter - Interface in com.activeviam.frtb.ref.dsviewer.whatif.submitter
IESContextVal - Interface in com.activeviam.frtb.es.tool.context
IESStressPeriodSlidingWindowContextVal - Interface in com.activeviam.frtb.es.tool.context
IFrtbEsToolRestService - Interface in com.activeviam.frtb.es.tool.rest.service
IIMADRCLookbackContextVal - Interface in com.activeviam.frtb.core.context: Number of Days taken in account for IMADRCavg calculations
IImaNbExceptionsContextVal - Interface in com.activeviam.frtb.core.context
IInterpolator - Interface in com.activeviam.frtb.core.interpolation: Interface for custom interpolators.
IInterpolatorConfig - Interface in com.activeviam.frtb.core.cfg.interpolation: Interpolator configuration interface, for use with Spring autowiring.
IJdbcSourceConfig - Interface in com.activeviam.frtb.ref.source.dataloadcontroller: A flavour of ISourceConfig for use with JDBC sources.
ILookbackContextValue - Interface in com.activeviam.frtb.core.context: Number of Days to look back
IMA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
IMA_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot IMA FRTB Application.
IMA_AS_OF_DATE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA As Of Dates.
IMA_AVG_IMCC_SES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
IMA_BASE_HORIZON - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The length of the base horizon (T) for the Liquidity Horizon adjustment.
IMA_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA ActivePivot Cube.
IMA_CURRENCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Currency *
IMA_DATA_SET_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Data sets.
IMA_DEFAULT_MULTIPLIER - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: IMA Multiplier default value
IMA_DEFAULT_MULTIPLIER_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
IMA_DESK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for IMA Desks *
IMA_DRC_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot IMA-DRC FRTB Application.
IMA_DRC_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA-DRC ActivePivot Cube.
IMA_DRC_FX_CURRENCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Currency in IMA DRC cube *
IMA_DRC_PL_EXPAND_CURRENCY_CONVERTED - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
IMA_DRC_PL_EXPAND_ORIGINAL_CURRENCY - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
IMA_DRC_SCENARIO_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for DRC Scenario in IMA DRC cube *
IMA_DRC_SCENARIO_RANK - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
IMA_DRC_SCENARIO_RANK_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
IMA_DRC_SCENARIO_RANK_VECTOR - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
IMA_DRC_SCENARIO_RANK_VECTOR_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
IMA_DRC_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA-DRC ActivePivot Schema.
IMA_DRC_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_DRC_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_OBLIGOR_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_RECOVERY_RATES - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_RECOVERY_VALUES - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_SCENARIO_RECOVERY_VALUES - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot IMA DRC Summary FRTB Application.
IMA_DRC_SUMMARY_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA-DRC ActivePivot Cube.
IMA_DRC_SUMMARY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_DRC_SUMMARY_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA-DRC ActivePivot Schema.
IMA_DRC_SUMMARY_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_DRC_SUMMARY_STORE_BOOK - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_OBLIGOR_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_DRC_SUMMARY_STORE_SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_ES_CONFIDENCE_LEVEL - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The confidence level used for ES
IMA_GA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
IMA_HISTORY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_HISTORY_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_HISTORY_STORE_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_HISTORY_STORE_IMCC - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_HISTORY_STORE_NAME - Static variable in class com.activeviam.frtb.core.constants.StoreNames
IMA_HISTORY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_HISTORY_STORE_SES - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_IDIOSYNCRATIC_RISK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Idiosyncratic level
IMA_LIQUIDITY_HORIZON_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Liquidity horizons.
IMA_LIQUIDITY_HORIZONS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
IMA_LIQUIDITY_HORIZONS_INDEXES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
IMA_MULTIPLIER - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
IMA_MULTIPLIER_STORE_MULTIPLIER - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
IMA_MULTIPLIER_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
IMA_MULTIPLIER_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_MULTIPLIER_STORE_NUM_EXCEPTIONS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
IMA_NB_DAYS_AVERAGE - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Number of days used to calculate IMCC avg and SES avg for the aggregated charge associated with approved desks (CA) formula (p64, d352.pdf)
IMA_NON_MODELLABLE_RISK_FACTOR_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for NMRF
IMA_PARTITIONING_RISKFACTOR - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Property defining the number of partitions to use for the IMA base store
IMA_RHO_IMCC - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The rho value used for IMCC
IMA_RHO_SES - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The rho value used for SES
IMA_RISK_CLASS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Risk Classes.
IMA_RISK_FACTORS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_RISK_FACTORS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Risk Factors.
IMA_RISK_FACTORS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: IMA stores
IMA_RISK_FACTORS_STORE_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_RISK_FACTORS_STORE_IDIOSYNCRATIC - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_RISK_FACTORS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_RISK_FACTORS_STORE_NMRF - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_RISK_FACTORS_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_RISK_FACTORS_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SCENARIO_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IMA Scenarios.
IMA_SCENARIOS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA ActivePivot Schema.
IMA_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_SUMMARY_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot IMA Summary FRTB Application.
IMA_SUMMARY_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA Summary ActivePivot Cube.
IMA_SUMMARY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_SUMMARY_PL_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_SUMMARY_PL_STORE_BOOK - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_PL_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_PL_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of IMA Summary ActivePivot Schema.
IMA_SUMMARY_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_SUMMARY_STORE_BOOK - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_PL_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SUMMARY_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_SWAPPING_CLEAR_FOLDER - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Property defining if the swapping folder for the IMA PnL vectors is cleared at startup (if swapping is used).
IMA_SWAPPING_ENABLED - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Property defining whether swapping for the IMA vectors is enabled or not Default value: false
IMA_SWAPPING_FOLDER - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Property defining the full path to the swapping folder for the IMA PnL vectors (if swapping is used).
IMA_TRADES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
IMA_TRADES_PL_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMA_TRADES_PL_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_PL_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_PL_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: IMA trades store
IMA_TRADES_STORE_DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_PL_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_TRADES_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMA_VAR_CONFIDENCE_LEVEL - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The confidence level used for VaR
IMAAggregatedCapitalCharge - Class in com.activeviam.frtb.core.postprocessor.combined.impl
IMAAggregatedCapitalCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge: Constructor
imaCubeDistributingField - Variable in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig: InternalModelApproachCube distributing field.
imaCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMADatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the Internal Model Approach stores.
IMADatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
IMADefaultRiskCharge - Class in com.activeviam.frtb.core.postprocessor.drc.impl: This post-processor computes the IMADRC.
Formula is IMADRC=max(IMADRC Spot;IMADRCavg)
IMADefaultRiskCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
IMADRC - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
imaDrcCubeDistributingField - Variable in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig: IMADRCCube distributing field.
imaDrcCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMADRCLookbackContextVal - Class in com.activeviam.frtb.core.context.impl
IMADRCLookbackContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
IMADRCLookbackContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
IMADRCLookbackTranslator - Class in com.activeviam.frtb.core.context.impl
IMADRCLookbackTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator
IMADRCMeasure - Interface in com.activeviam.frtb.ref.cfg.measures: An enum for the all PL back-testing and IMA DRC measure names and their associated properties
IMADRCMeasure.DRCEulerMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMADRCMeasure.DRCIncrementalMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMADRCMeasure.DRCMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMADRCMeasure.DRCReferenceMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMADRCMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the measures and post-processors for the PL Cube measures.
IMADRCMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCMeasureBuilder
imaDrcNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
imaDrcScenariosTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
imaDrcSchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
imaDrcSchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMADRCStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA DRC Base store.
imaDrcSummaryCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMADRCSummaryCubeRestService - Class in com.activeviam.frtb.ref.services.rest.impl
IMADRCSummaryCubeRestService(IQueriesService, Environment) - Constructor for class com.activeviam.frtb.ref.services.rest.impl.IMADRCSummaryCubeRestService
IMADRCSummaryMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the measures and post-processors for the IMA DRC Summary Cube measures.
IMADRCSummaryMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.IMADRCSummaryMeasureBuilder
imaDrcSummaryNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
imaDrcSummaryRestService() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
imaDrcSummarySchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
imaDrcSummarySchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMADRCSummaryStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA DRC Summary Base store.
imaDrcSummaryTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
imaDrcTradeTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
IMAFilter - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Post-processor that allows to filter data based on the value on a level in the input location.
IMAFilter(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
IMAHistoryStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA History store.
IMAMeasure - Interface in com.activeviam.frtb.ref.cfg.measures: An enum for the all IMA measure names and their associated properties
IMAMeasure.IMABaseMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMAMeasure.IMAEulerMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMAMeasure.IMAIncrementalMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMAMeasure.IMAReferenceMeasure - Enum in com.activeviam.frtb.ref.cfg.measures
IMAMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the measures and post-processors for the IMA measures.
IMAMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
IMAMultiplierStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the IMA Multiplier store.
imaNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
imaNbExceptions - Variable in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
ImaNbExceptionsContextVal - Class in com.activeviam.frtb.core.context.impl
ImaNbExceptionsContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
ImaNbExceptionsContextVal(int) - Constructor for class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
ImaNbExceptionsTranslator - Class in com.activeviam.frtb.core.context.impl
ImaNbExceptionsTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator
IMAPLTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles the publishing into the "IMATrades", "IMATradesPL", "IMASummary", and "IMASummaryPL" stores.
IMAPLTuplePublisher(IDatastore, boolean) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher
imaReferences - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A list of references between the Internal Model Approach stores.
imaReferences() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Bean which creates the list of references for the Internal Model Approach
IMARiskCharge - Class in com.activeviam.frtb.core.postprocessor.ima.impl: This post-processor computes the risk charge for the IMA.
Formula is CA=max(IMCC+SES;mc* IMCC avg+SESavg), see page 64 of d352.pdf
mc is the IMA multiplier as defined in Appendix B Table 2 Page 77 of d352.pdf
IMARiskCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
IMARiskFactorsStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA Risk Factors store.
imaSchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
imaSchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
imaStores - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A list of all the Internal Model Approach stores.
imaStores() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Bean that returns a list of all the Internal Model Approach store descriptions.
imaSummaryCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMASummaryCubeRestService - Class in com.activeviam.frtb.ref.services.rest.impl
IMASummaryCubeRestService(IQueriesService, Environment) - Constructor for class com.activeviam.frtb.ref.services.rest.impl.IMASummaryCubeRestService
IMASummaryFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
IMASummaryFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
imaSummaryLiquidityHorizonGapFiller() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMASummaryMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the measures and post-processors for the IMA Summary Cube measures.
IMASummaryMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.IMASummaryMeasureBuilder
imaSummaryNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
IMASummaryPLStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA Summary base store.
imaSummaryRestService() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
imaSummarySchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
imaSummarySchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
IMASummaryStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA Summary base store.
IMATradesFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
IMATradesFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
imaTradesLiquidityHorizonGapFiller() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
IMATradesPLStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA PL store.
IMATradesStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA Trades store.
IMaturityConverter - Interface in com.activeviam.frtb.core.dates: Interface for custom maturity/date conversions.
IMAVaRPLStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the IMA VaR PL store.
IMCC - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Computes the IMCC formula from the constraint and unconstrained ES.
IMCC - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
IMCC - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
IMCC - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
IMCC(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
IMCC_D2D - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
IMCC_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
IMCC_INCREMENTAL - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
IMCC_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
IMCC_SHIFT - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
IMeasureBuilder - Interface in com.activeviam.frtb.ref.cfg.measures: Interface for the classes used to define postprocessors programmatically
IN_MEMORY_IMPL - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
incompatibleDuplicate(IRecordReader, IRecordReader, IStoreMetadata, Records.IDictionaryProvider, int[], int) - Method in class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
INCREMENTAL - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
INCREMENTAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
INCREMENTAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
INCREMENTAL_STEP - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff: End of Incremental post-processor chain ("IncrementalStep").
INCREMENTAL_STEP - Static variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
IncrementalMeasures - Class in com.activeviam.frtb.core.cfg.measures: Utility class to help build the incremental measures; also used for the numerical Euler measures.
IncrementalMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.IncrementalMeasures
IncrementalMeasures.CurvatureIncrementalPostProcessorsFactory - Interface in com.activeviam.frtb.core.cfg.measures
IncrementalMeasures.IncrementalPostProcessorsFactory - Interface in com.activeviam.frtb.core.cfg.measures
IncrementalMeasures.IncrementalRiskPostProcessorsFactory - Interface in com.activeviam.frtb.core.cfg.measures
incrementalStep - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
incrementalStep - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
increments() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
inCube(String, String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.UserBuilder: Sets the cube on which the monitor is run.
index - Variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
INDEX - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
INDEX_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
INDEX_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
INDEX_BUCKETS_CSR_NS - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
INDEX_BUCKETS_EQUITY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
INDEX_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
init(IUserAuthentication) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES: One and only one leaf level needs to be defined: the risk class level
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio: Two properties need to be present in the configuration of the post-processor: dataSet: its value is the string representing the data set level, e.g.
"Data Set@Data Sets@Risk" riskClass: its value is the string representing the risk class level, e.g.
"Risk Class@Risk Classes@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital: Two properties need to be present in the configuration of the post-processor: dataSet: its value is the string representing the data set level, e.g.
"Data Set@Data Sets@Risk" riskClass: its value is the string representing the risk class level, e.g.
"Risk Class@Risk Classes@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler: Two properties need to be present in the configuration of the post-processor: dataSet: its value is the string representing the data set level, e.g.
"Data Set@Data Sets@Risk" riskClass: its value is the string representing the risk class level, e.g.
"Risk Class@Risk Classes@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler: The property liquidityHorizonLevel needs to be present in the configuration of the post-processor: its value is the string representing the risk class level, e.g.:
"Liquidity Horizon@Liquidity Horizons@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter: Only one leaf level is defined here: the level on which the filtering has to be applied.
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC: The property riskClass needs to be present in the configuration of the post-processor: its value is the string representing the risk class level, e.g.:
"Risk Class@Risk Classes@Risk".
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Two properties need to be present in the configuration of the post-processor: AsOfDateLevel: its value is the string representing the data set level, e.g.
"AsOfDate@Date@Dates" LiquidityHorizonLevel: its value is the string representing the liquidity horizon level, e.g.
"Liquidity Horizon@Liquidity Horizons@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue: The property LiquidityHorizonLevel needs to be present in the configuration of the post-processor.
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega: The property riskClass needs to be present in the configuration of the post-processor: its value is the string representing the risk class level, e.g.:
"Risk Class@Risk Classes@Risk".
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand: Three custom properties need to be present in the configuration of the post-processor: asOfDate: its value is the string representing the as of date level, e.g.
"AsOfDate@Date@Dates" dataSet: its value is the string representing the data set level, e.g.
"Data Set@Data Sets@Risk" scenario: its value is the string representing the scenario level, e.g.
"Scenario@Scenarios@Risk" On top of those custom properties the analysisLevels property needs to be defined for the scenario level since that level is part of an analysis hierarchy, e.g.
"Scenario@Scenarios@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH: The property liquidityHorizonLevel needs to be present in the configuration of the post-processor: its value is the string representing the risk class level, e.g.:
"Liquidity Horizon@Liquidity Horizons@Risk"
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES: One and only one leaf level needs to be defined: the risk class level
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow: Init properties VAR_SLIDING_WINDOW_PARAM_SIZE and VAR_SLIDING_WINDOW_PARAM_LEVEL Throws an exception if not present
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive: Init properties VAR_SLIDING_WINDOW_PARAM_NB_SLIDES and VAR_SLIDING_WINDOW_PARAM_LEVEL Throws an exception if not present
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringDynamicAggregationPostProcessor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLES
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.RankVector
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: post processor initialization
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
init(Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
init(Properties) - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod
init(Properties) - Method in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType: Init property resultType
InitialActiveMonitorConfig - Class in com.activeviam.frtb.ref.cfg.impl: The initial ActiveMonitor configuration
InitialActiveMonitorConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig
initialDataLoad() - Method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
InitialDataLoadConfig - Class in com.activeviam.frtb.starter.cfg.impl: Configure the initial data load for the IDataLoadController, which takes place at application startup.
InitialDataLoadConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
initialiseRegistry() - Static method in class com.activeviam.frtb.core.calc.DRCJTDCalculations: Statically initialise the Quartet Registry for test purposes
initializeCubeFormatters() - Method in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: [Bean action] Initializes the cube formatters
initializeCubeFormatters() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBI18nConfig: [Bean action] Initializes the cube formatters
initializeUnderlyingMeasures(String, IMeasuresProvider, Properties) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
initialLoadAsOfDates() - Method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig: The set of as-of dates to include in the iniital load.
InitialMonitorLoadingCondition - Class in com.activeviam.frtb.ref.cfg.impl: A Condition based on the InitialMonitorLoadingCondition.LOADING_PROPERTY property.
InitialMonitorLoadingCondition() - Constructor for class com.activeviam.frtb.ref.cfg.impl.InitialMonitorLoadingCondition
InitialRepositoryConfig - Class in com.activeviam.frtb.ref.cfg.impl: The initial repository configuration.
InitialRepositoryConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig
initialValue() - Method in class com.activeviam.frtb.core.localDate.LocalDateFormatter.ThreadLocalDateFormat
initialValue() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter.ThreadLocalDateFormat
injectInitialServices() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: [Optional] Injects objects into plugin values.
injectPostProcessor(Class<?>, String, Object) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
injectServices() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: [Optional] Injects objects into plugin values.
InMemoryUserDetailsManagerBuilder - Class in com.activeviam.frtb.es.tool.cfg.impl: An In-memory UserDetailsService builder which can be used without AuthenticationManagerBuilder contrary to InMemoryUserDetailsManagerConfigurer.
InMemoryUserDetailsManagerBuilder - Class in com.activeviam.frtb.security.impl: An In-memory UserDetailsService builder which can be used without AuthenticationManagerBuilder contrary to InMemoryUserDetailsManagerConfigurer.
InMemoryUserDetailsManagerBuilder() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.InMemoryUserDetailsManagerBuilder: Creates a new instance
InMemoryUserDetailsManagerBuilder() - Constructor for class com.activeviam.frtb.security.impl.InMemoryUserDetailsManagerBuilder: Creates a new instance
INSTANCE - Static variable in class com.activeviam.frtb.core.services.impl.SimpleDataAvailability
INSTRUMENT_LGD_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
INSTRUMENT_LGD_TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
INSTRUMENT_LGD_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
INSTRUMENT_TO_LGD - Static variable in class com.activeviam.frtb.core.constants.StoreNames
INSTRUMENT_TO_LGD_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
INSTRUMENT_TO_LGD_STORE_INSTRUMENT_LGD_TYPE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
INSTRUMENT_TO_LGD_STORE_LGD - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
INSTRUMENT_TO_LGD_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
INSTRUMENT_TYPE_TO_LGD - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
InstrumentToLGDStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Instrument to LGD store.
INTEGER_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.IMAMeasureBuilder
INTEGER_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
IntegerArrayFormatter - Class in com.activeviam.frtb.core.format.impl: A formatter used to display all the elements in a integer array/vector.
IntegerArrayFormatter - Class in com.activeviam.frtb.es.tool.format.impl: A formatter used to display all the elements in a integer array/vector.
IntegerArrayFormatter(Locale) - Constructor for class com.activeviam.frtb.core.format.impl.IntegerArrayFormatter
IntegerArrayFormatter(Locale) - Constructor for class com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter
IntegerArrayFormatter(Locale, String) - Constructor for class com.activeviam.frtb.core.format.impl.IntegerArrayFormatter
IntegerArrayFormatter(Locale, String) - Constructor for class com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter
interpolate(double[], Map<Double, Double>) - Method in interface com.activeviam.frtb.core.interpolation.IInterpolator: Method to interpolate the input across the target vertices.
interpolate(double[], Map<Double, Double>) - Method in class com.activeviam.frtb.core.interpolation.impl.LinearInterpolator: Given a list of target vertices and a map of custom vertex to value, returns an array of values calculated through linear interpolation.
interpolate2(double[], double[], Map<Double, Map<Double, Double>>) - Method in interface com.activeviam.frtb.core.interpolation.IInterpolator
interpolate2(double[], double[], Map<Double, Map<Double, Double>>) - Method in class com.activeviam.frtb.core.interpolation.impl.LinearInterpolator
interpolateSensitivities(IActivePivot, IDatastoreVersion, List<Object>, LocalDate, double[], List<String>, List<Double>, IMaturityConverter, IInterpolator) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
interpolateSensitivities2(IActivePivot, IDatastoreVersion, List<Object>, LocalDate, double[], double[], List<String>, List<String>, List<Double>, IMaturityConverter, IInterpolator) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
InterpolationUtils - Class in com.activeviam.frtb.ref.utils
InterpolationUtils() - Constructor for class com.activeviam.frtb.ref.utils.InterpolationUtils
interpolator - Variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
interpolator - Variable in class com.activeviam.frtb.ref.source.publishers.ADeltaPublisher
interpolator - Variable in class com.activeviam.frtb.ref.source.publishers.AVegaPublisher
interpolator - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Interpolator
interpolator() - Method in interface com.activeviam.frtb.core.cfg.interpolation.IInterpolatorConfig: Returns the configured interpolator, as a Spring bean.
interpolator() - Method in class com.activeviam.frtb.starter.cfg.impl.InterpolatorConfig: Returns the interpolator to be used in the project, as a Spring bean.
InterpolatorConfig - Class in com.activeviam.frtb.starter.cfg.impl: A configuration class to set the interpolator to be used throughout the project.
InterpolatorConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.InterpolatorConfig
intersect(Set<T>, Set<T>) - Static method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap: Intersect two sets.
intersectFilter(ICubeFilterBuilder, ILevelInfo, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
IOrganisationHierarchyMap - Interface in com.activeviam.frtb.core.services: Define a mapping from organisation hierarchies to books and legal entities (or any hierarchy to any level).
IOrganisationHierarchyMap.Aware - Interface in com.activeviam.frtb.core.services: Post-processor marker interface indicating that a IOrganisationHierarchyMap.Factory object should be injected.
IOrganisationHierarchyMap.Factory - Interface in com.activeviam.frtb.core.services: Factory object for creating instances of IOrganisationHierarchyMap.
IParameterRetriever - Interface in com.activeviam.frtb.core.parameter: Run datastore queries and automatically select the best fit for the as-of date and parameter set.
IParameterRetrieverAware - Interface in com.activeviam.frtb.core.parameter
IParameterSetPriorities - Interface in com.activeviam.frtb.core.parameter: Helper to determine the best parameter set
IParameterSetSelector - Interface in com.activeviam.frtb.core.parameter: Select the best as-of date and parameter set pair from among available options, to match a target as-of date and parameter set
IPLALookbackContextVal - Interface in com.activeviam.frtb.core.context: Number of Days taken in account for P&L Attribution Test calculation
IProRataHierarchyContextVal - Interface in com.activeviam.frtb.core.context
IProRataLeafLevelContextVal - Interface in com.activeviam.frtb.core.context
IReferenceLevelContextVal - Interface in com.activeviam.frtb.core.context
IRT_DESK - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
IRT_DESK_FLAG - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
IRT_DESK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The IRT Desk Level property name ("irtDeskLevel").
IRT_DESK_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for IRT Desk
irtDeskHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
irtDeskToBooks(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
IS_CURVATURE - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The property name for the isCurvature boolean ("isCurvature")
IS_FRTBDESK - Static variable in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
IS_NOT_FRTBDESK - Static variable in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
ISaSbmMaturityConverterAware - Interface in com.activeviam.frtb.core.dates
isAvailable(ILocation, String) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
isBasisCurve(String) - Static method in class com.activeviam.frtb.core.utils.RhoUtils
isBusinessDay(LocalDate) - Method in interface com.activeviam.frtb.core.dates.IBusinessDayCalendar: Determine if a date is a business day or a holiday
isCompatible(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
isCompatible(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
isCompatible(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
isCompatible(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
isCompatible(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
isCoveredBondBucket(String, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
isCurvature - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
isDoubleSumsDifferent(String) - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
isDoubleSumsOtherBucket(String) - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
isDoubleSumsSame(String) - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils
isDrcSenioritySenior(String) - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
isDuplicate() - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
isEpoch(ISentinelState) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter
isEquityTypeRepo(String) - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
isEquityTypeSpot(String) - Static method in class com.activeviam.frtb.core.constants.FRTBConstants
ISES_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
isesPrefetcherComputeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
isFrtbDesk() - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
isGIRRCurve(String) - Static method in class com.activeviam.frtb.core.utils.RhoUtils
isHighlyRated(String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
isIndexBucket(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String, String) - Static method in class com.activeviam.frtb.core.utils.GammaCorrelationUtils
isInflationCurve(String) - Static method in class com.activeviam.frtb.core.utils.RhoUtils
isMonitorPublished() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Decides if a monitor is being published.
isOtherBucket(String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
isOtherBucket(String, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
isOtherBucket(String, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
ISourceConfig<I,E> - Interface in com.activeviam.frtb.ref.source.dataloadcontroller: Extension of ISource for use with the data load controller.
isPvApplied(String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV: Simple utility method to change the PVApplied string into a boolean
isPvApplied(String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock: Simple utility method to change the PVApplied string into a boolean
isPvApplied(String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock: Simple utility method to change the PVApplied string into a boolean
ISSUER - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
ISSUER_INDEX - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
ISSUER_INDEX - Static variable in class com.activeviam.frtb.core.calc.EquityVegaCalculations
isTradeLevel(ILocation) - Method in class com.activeviam.frtb.ref.services.impl.DataAvailability
isValidRiskFactor(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor: For FX Curvature multiple risk factors can occur due to jurisdictional support.
isValidRiskFactor(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure
isVisible() - Method in interface com.activeviam.frtb.core.cfg.measures.Measure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure
isVisible() - Method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
isVisible() - Method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
isVisible(Measure) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
isWorkflowUpdated() - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Decides if the workflow during monitor update.
isYieldCurve(String) - Static method in class com.activeviam.frtb.core.utils.RhoUtils
ITenorConverter - Interface in com.activeviam.frtb.core.dates: Interface used for converting tenors to dates.
ITradeRescaleRestService - Interface in com.activeviam.frtb.ref.source.whatif.rest.services
ITuplePublisherDlcHealthEventHandler - Interface in com.activeviam.frtb.ref.source.dataloadcontroller
ITuplePublisherDlcHealthEventHandler.ITuplePublisherDlcHealthEvent - Interface in com.activeviam.frtb.ref.source.dataloadcontroller
IUnfilteredParameterRetriever - Interface in com.activeviam.frtb.core.parameter: Run datastore queries and reutrn results for all as-of dates and parameter sets.

J

JMXActivePivotContentServiceEnabler() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
JMXActivePivotEnabler() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Enable JMX Monitoring for ActivePivot Components
JMXConfigCsvSourceEnabler() - Method in class com.activeviam.frtb.ref.cfg.impl.ConfigurationSourceConfig: Enable JMX Monitoring for the config CSV Source.
JMXCsvSourceEnabler() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Enable JMX Monitoring for the CSV Source
JMXCsvSourceEnabler() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceConfig: Enable JMX Monitoring for the CSV Source
JMXDatastoreEnabler() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Enable JMX Monitoring for the Datastore
JMXDirectMemoryMonitoringEnabler() - Method in class com.activeviam.frtb.starter.cfg.impl.MonitorConfig
JMXSensiCsvSourceEnabler() - Method in class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig: Enable JMX Monitoring for the CSV Source
join(String, String...) - Static method in interface com.activeviam.frtb.core.cfg.measures.Measure
join(String, String...) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
joinName(String, String) - Static method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig
jsonDataLoader() - Method in class com.activeviam.frtb.ref.cfg.impl.JsonDataLoaderConfig
JsonDataLoader - Class in com.activeviam.frtb.ref.services.impl
JsonDataLoader() - Constructor for class com.activeviam.frtb.ref.services.impl.JsonDataLoader
JsonDataLoaderConfig - Class in com.activeviam.frtb.ref.cfg.impl
JsonDataLoaderConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.JsonDataLoaderConfig
JURISDICTION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
jurisdictionParameterCollector() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBParameterConfig
jwtConfig - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
jwtConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
JwtSecurityConfigurer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.JwtSecurityConfigurer
JwtSecurityConfigurer() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer.JwtSecurityConfigurer
JwtSecurityConfigurer() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.JwtSecurityConfigurer

K

K_CAPITAL_SURCHARGE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
key() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.CALookbackTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
key() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
key() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
key() - Method in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
key() - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator
key() - Method in class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator
key() - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
key() - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator
key() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
key() - Method in class com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser
key() - Method in class com.qfs.store.service.impl.TempLikeConditionFactory
Key(Object...) - Constructor for class com.activeviam.frtb.core.calc.AggregatesMap.Key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.BackTestingLookbackTranslator: NbDaysPLMeasures key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.CALookbackTranslator: CA Lookback key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeTranslator
KEY - Static variable in class com.activeviam.frtb.core.context.impl.IMADRCLookbackTranslator: IMADRC Lookback key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsTranslator: ImaNbExceptions key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.PLALookbackTranslator: PLALookback key
KEY - Static variable in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
KEY - Static variable in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
KEY - Static variable in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
KEY - Static variable in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowTranslator: Translator key
KEY - Static variable in class com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser
KEY - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit
KEY - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: PlUGIN KEY
KEY - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Plugin key
KEY - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
KEY - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Key of the unit
keyDictionaries - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
keyLevels - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
KeyObjects - Class in com.activeviam.frtb.ref.source.whatif.base.impl.keys: A class that contains multiple complex key objects used for mapping the rows of a database to their key fields.
KeyObjects() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.keys.KeyObjects
KeyObjects.FieldValuePair - Class in com.activeviam.frtb.ref.source.whatif.base.impl.keys
KeyObjects.UnModKeys - Class in com.activeviam.frtb.ref.source.whatif.base.impl.keys
KOLMOGOROV_SMIRNOV_TEST_METRIC - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
KolmogorovSmirnovMetric - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Computes the Kolmogorov-Smirnov test metric of two empirical distribution vector
KolmogorovSmirnovMetric(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
KPI_ROLE_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig: The name of the property which contains the role allowed to add new KPIs in the configuration service.
KpiMonitorBuilder - Class in com.activeviam.frtb.ref.monitors.impl: Syntactic shortcut builder to create standard monitors over KPIs with MDX queries.
KpiMonitorBuilder() - Constructor for class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder: Constructor.
KpiMonitorBuilder.CompleteBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.ConfigurableBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.DescriptiveBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.FilterableBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.NamedBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.QueryableBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.UserBuilder - Class in com.activeviam.frtb.ref.monitors.impl
KpiMonitorBuilder.WorkflowMissing - Class in com.activeviam.frtb.ref.monitors.impl

L

leaf - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
LEAF_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: The Leaf levels property name.
LEAF_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.utils.ReferenceLevelUtils
LEAF_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
leafCoordinates(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Extract the Location coordinates for the leaf levels.
LeafExpansionProcedure(Collection<ILevelInfo>, IAggregatesRetrievalResult, ILocationPattern) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure
leafHierarchies - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
leafLevel(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Determine the leaf location.
leafLevelHierarchies - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
leafLevels - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
leafLevels - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
leafLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
leafLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
leafLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
leafLevels() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: The Pro-Rata Leaf Level.
leafLevelsUpper - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
leafLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
LeafPrefetcher() - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ProRata.LeafPrefetcher
legacyMaturityConverter() - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: The old version of the maturity converter (LegacyMaturityConverter), included for backwards compatibility.
LegacyMaturityConverter - Class in com.activeviam.frtb.core.dates.impl: Implementation of a maturity converter using the Actual/360 convention and with no support for business days.
LegacyMaturityConverter() - Constructor for class com.activeviam.frtb.core.dates.impl.LegacyMaturityConverter
LegacyTenorConverter - Class in com.activeviam.frtb.core.dates.impl: Legacy implementation of ITenorConverter.
LegacyTenorConverter() - Constructor for class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter
LEGAL_ENTITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
LEGAL_ENTITY_HIERARCHY_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The LegalEntityHierarchy Hierarchy property name ("legalEntityHierarchy").
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The Legal Entity Level property name ("legalEntityLevel").
LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
LEGAL_ENTITY_PARENT_CHILD_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
LEGAL_ENTITY_PARENT_CHILD_STORE_CHILD - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LEGAL_ENTITY_PARENT_CHILD_STORE_PARENT - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
LegalEntityHierarchyBuilder - Class in com.activeviam.frtb.ref.parentchild.hierarchy.builders: The LegalEntityHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make legal entity node tuples to be stored in a hierarchy datastore.
LegalEntityHierarchyBuilder(LocalDate) - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.builders.LegalEntityHierarchyBuilder
LegalEntityHierarchyListener - Class in com.activeviam.frtb.ref.parentchild.hierarchy.listeners: Listen for changes to DatastoreConfig.ConcreteDatastoreConfig.LegalEntityParentChildStoreDesc()} and builds the data for DatastoreConfig.ConcreteDatastoreConfig.LegalEntityHierarchyStoreDesc().
LegalEntityHierarchyListener() - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.LegalEntityHierarchyListener
LegalEntityHierarchyStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the Legal Entity Hierarchy store.
legalEntityHierarchyToLegalEntities(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
legalEntityLevel - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
LegalEntityNodeBuilder - Class in com.activeviam.frtb.ref.parentchild.builders: The LegalEntityNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make legal entity nodes.
LegalEntityNodeBuilder(LocalDate) - Constructor for class com.activeviam.frtb.ref.parentchild.builders.LegalEntityNodeBuilder
legalEntityOrgHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
LegalEntityParentChildNode - Class in com.activeviam.frtb.ref.parentchild.nodes: Legal entity nodes are only used to generate the legal entity hierarchy datastore (which requires only parent child fields.) Because of this, as of now this class does not contain any fields unique from ParentChildNode though legal entities in the datastore do contain legal entity specific fields.
LegalEntityParentChildNode() - Constructor for class com.activeviam.frtb.ref.parentchild.nodes.LegalEntityParentChildNode
LegalEntityParentChildStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the Legal Entity Parent/Child store.
LEstimator - Class in com.activeviam.frtb.core.postprocessor.impl: This class implements an approach known as L-Estimator whereby the scenarios used for the calculation at an aggregated or netted level are used to select the values from a lower level.
LEstimator(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.LEstimator
levelMapping - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
levelMapping - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
levelMapping - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
levelMapping - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
levelMapping - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
levels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
levels - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
levels(String, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
levels(String, String) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
LGD - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the LGD given the as of date and the instrument type.
LGD - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
LGD(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
LH - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
LH_ALL - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
LH_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
LH_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
LHAdjESSquared - Class in com.activeviam.frtb.core.postprocessor.ima.impl
LHAdjESSquared(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
LinearInterpolator - Class in com.activeviam.frtb.core.interpolation.impl: An interpolator that takes a list of target vertices.
LinearInterpolator() - Constructor for class com.activeviam.frtb.core.interpolation.impl.LinearInterpolator
liqHorField - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
liqHorStoreIndex - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
liqHorStoreKeyIndex - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
LIQUIDITY_HORIZON_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
LIQUIDITY_HORIZONS - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
LIQUIDITY_HORIZONS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
LIQUIDITY_HORIZONS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Core config stores
LIQUIDITY_HORIZONS_STORE_INDEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
LIQUIDITY_HORIZONS_STORE_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
LIQUIDITY_HORIZONS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
LiquidityHorizonCoefficient - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Technical post-processor that returns the coefficients used in the scaled ES computation: [LH(j) - LH(j-1)] / T where: LH(j) is the liquidity horizon for the current location LH(j-1) is the previous liquidity horizon T is the base liquidity horizon (10 days) by default If there is a 'hole' in the list of liquidity horizons in the cube, the values of the coefficients are added up: if there are no holes, the values returned are: Liqu.
LiquidityHorizonCoefficient(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
LiquidityHorizonGapFiller - Class in com.activeviam.frtb.ref.source.listeners
LiquidityHorizonGapFiller(String, String, String) - Constructor for class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
liquidityHorizonLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
liquidityHorizonLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
liquidityHorizonLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
LiquidityHorizonsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the IMA Liquidity Horizons store.
LiquidityHorizonValue - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Returns the value of the member in the liquidity horizon level for the current location
LiquidityHorizonValue(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
LITERAL - Static variable in class com.activeviam.frtb.core.localDate.LocalDateLiteralType
LITERAL - Static variable in class com.activeviam.frtb.es.tool.localdate.LocalDateLiteralType
loadCurrentNodes(String, LocalDate) - Method in class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate for the DatastoreConfig.BOOK_PARENT_CHILD_STORE_NAME datastore.
loadCurrentNodes(String, LocalDate, String, Integer) - Method in class com.activeviam.frtb.ref.parentchild.provider.BookParentChildDAO: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate for the DatastoreConfig.BOOK_PARENT_CHILD_STORE_NAME datastore.
loadCustomisations() - Method in class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisations: Defines the transformations to be performed on the default Accelerator stores, using DatastoreHelper.
loadData() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: Decides if initial data must be loaded.
loadData() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig: Decides if initial data must be loaded.
loadDataFromJsonFileToArray(String) - Method in class com.activeviam.frtb.ref.services.impl.JsonDataLoader: Loads data from the config file to a JsonArray.
LOADING_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: Parameter controlling initial loading
LOADING_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.InitialMonitorLoadingCondition: Parameter controlling initial loading
LOADING_PROPERTY - Static variable in class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig: Parameter controlling initial loading
loadScenarios(LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand: Load the map of scenarios for as-of date, from the datastore.
LOCAL_DATE_DIRECTORY_NAME_FORMAT - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerFileConfig
LOCAL_PROFILE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
LocalContentServiceConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Spring configuration of the Content Service backed by a local Content Server.
LocalContentServiceConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the Content Service.
LocalContentServiceConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.LocalContentServiceConfig
LocalContentServiceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
LocalDateFormatter - Class in com.activeviam.frtb.core.localDate
LocalDateFormatter - Class in com.activeviam.frtb.es.tool.localdate
LocalDateFormatter(Locale) - Constructor for class com.activeviam.frtb.core.localDate.LocalDateFormatter
LocalDateFormatter(Locale) - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter
LocalDateFormatter(Locale, String) - Constructor for class com.activeviam.frtb.core.localDate.LocalDateFormatter
LocalDateFormatter(Locale, String) - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter
LocalDateFormatter.ThreadLocalDateFormat - Class in com.activeviam.frtb.core.localDate: Thread local wrapped date format.
LocalDateFormatter.ThreadLocalDateFormat - Class in com.activeviam.frtb.es.tool.localdate: Thread local wrapped date format.
LocalDateLiteralType - Class in com.activeviam.frtb.core.localDate
LocalDateLiteralType - Class in com.activeviam.frtb.es.tool.localdate
LocalDateLiteralType() - Constructor for class com.activeviam.frtb.core.localDate.LocalDateLiteralType
LocalDateLiteralType() - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateLiteralType
LocalDateLiteralType(String) - Constructor for class com.activeviam.frtb.core.localDate.LocalDateLiteralType
LocalDateLiteralType(String) - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateLiteralType
LocalDateParser - Class in com.activeviam.frtb.core.localDate
LocalDateParser - Class in com.activeviam.frtb.es.tool.localdate
LocalDateParser() - Constructor for class com.activeviam.frtb.core.localDate.LocalDateParser
LocalDateParser() - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateParser
LocalDateParser(String) - Constructor for class com.activeviam.frtb.core.localDate.LocalDateParser
LocalDateParser(String) - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateParser
localMessengerDef() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
LOG_LOGGER_NAME_PROPERTY - Static variable in class com.activeviam.frtb.starter.logging.QFSFormatter: System property to activate logging the name of the logger
LOG_THREAD_PROPERTY - Static variable in class com.activeviam.frtb.starter.logging.QFSFormatter: System property to activate logging the current thread
LOG_USER_PROPERTY - Static variable in class com.activeviam.frtb.starter.logging.QFSFormatter: System property to activate logging the current user
logger - Static variable in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
logger - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge: Logger
logger - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge: Logger
logger - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
logger - Static variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
LOGGER - Static variable in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
LOGGER - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
LOGGER - Static variable in class com.activeviam.frtb.core.utils.FRTBParametersUtils
LOGGER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.es.tool.rest.service.impl.FrtbEsToolRestService
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.FRTBI18nConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: Logger
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
LOGGER - Static variable in class com.activeviam.frtb.ref.cfg.stores.triggers.SparseVectorCommitTimeUpdater
LOGGER - Static variable in class com.activeviam.frtb.ref.drillin.service.DrillInRestfulService
LOGGER - Static variable in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
LOGGER - Static variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.BookHierarchyListener
LOGGER - Static variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.LegalEntityHierarchyListener
LOGGER - Static variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
LOGGER - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
LOGGER - Static variable in class com.activeviam.frtb.ref.source.colcalcs.OptionalityColumnCalculator
LOGGER - Static variable in class com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator
LOGGER - Static variable in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator
LOGGER - Static variable in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingFxCcyColumnCalculator
LOGGER - Static variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
LOGGER - Static variable in class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.CSRStoreTuplePublisher
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCLinearIMABaseTuplePublisher
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCNonLinearIMABaseTuplePublisher
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCScenarioCountTuplePublisher
LOGGER - Static variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
LOGGER - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
LOGGER - Static variable in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
LOGGER - Static variable in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
LOGGER - Static variable in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService
LOGGER - Static variable in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
LOGGER - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
LOGGER - Static variable in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
LoggingDlcEventHandler - Class in com.activeviam.frtb.starter.logging
LoggingDlcEventHandler() - Constructor for class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
LoggingDlcEventHandler(StringBuilder, DlcFormatter) - Constructor for class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
logLoggerName - Variable in class com.activeviam.frtb.starter.logging.QFSFormatter: Flag to log the name of the logger
logout - Variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: true to enable the logout URL
logout - Variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig.AWebSecurityConfigurer: true to enable the logout URL
logThread - Variable in class com.activeviam.frtb.starter.logging.QFSFormatter: Flag to log the current thread
logUser - Variable in class com.activeviam.frtb.starter.logging.QFSFormatter: Flag to log the current user
lookback - Variable in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
lookback - Variable in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
lookback - Variable in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
lookback - Variable in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
lookback - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
LOOKBACK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
LOOKBACK_CONTEXT_VALUE - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
LOOKBACK_INDEX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
LOOKBACK_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
LOOKBACK_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
LOOKBACK_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
LookbackExpand - Class in com.activeviam.frtb.core.postprocessor.lookback.impl: Expand the looked back underlying measure along the lookback analysis hierarchy.
LookbackExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
LookbackHierarchy - Class in com.activeviam.frtb.core.hierarchy.impl: Copy the as of dates to an analysis hierarchy in order to expand the lookback values.
LookbackHierarchy(IAnalysisHierarchyInfo) - Constructor for class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
LookbackIndex - Class in com.activeviam.frtb.core.postprocessor.lookback.impl: Index of values along the lookback analysis hierarchy.
LookbackIndex(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
lookbackLevel - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
lookbackLevel - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
lookup(IDatastoreVersion, IQueryCache, ICompiledQuery, Object[], LocalDate, String) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever: Run the query for all as-of dates and parameter sets; return the best as-of date and parameter set combination
lookup(IDatastoreVersion, IQueryCache, ICompiledQuery, Object[], LocalDate, String) - Method in class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
lookup(IDatastoreVersion, IQueryCache, Object, String, ICondition, Object[], LocalDate, String, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
lookup(IDatastoreVersion, IQueryCache, Object, String, ICondition, Object[], LocalDate, String, List<String>) - Method in interface com.activeviam.frtb.core.parameter.IParameterRetriever: Lookup tuples based on parameterized query condition and accompanying parameters.
lookup(IDatastoreVersion, IQueryCache, Object, String, Object[], LocalDate, String, List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
lookup(IDatastoreVersion, IQueryCache, Object, String, Object[], LocalDate, String, List<String>) - Method in interface com.activeviam.frtb.core.parameter.IParameterRetriever: Lookup tuple based on store key.
lookupAll(IDatastoreVersion, IQueryCache, ICompiledQuery, Object[]) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever: Run the query for all as-of dates and parameter sets
lookupAll(IDatastoreVersion, IQueryCache, ICompiledQuery, Object[]) - Method in class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
lookupAll(IDatastoreVersion, IQueryCache, Object, String, ICondition, Object[], List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
lookupAll(IDatastoreVersion, IQueryCache, Object, String, ICondition, Object[], List<String>) - Method in interface com.activeviam.frtb.core.parameter.IUnfilteredParameterRetriever: Lookup all tuples based on parameterized query condition and accompanying parameters.
lookupAll(IDatastoreVersion, IQueryCache, Object, String, Object[], List<String>) - Method in class com.activeviam.frtb.core.parameter.impl.AParameterRetriever
lookupAll(IDatastoreVersion, IQueryCache, Object, String, Object[], List<String>) - Method in interface com.activeviam.frtb.core.parameter.IUnfilteredParameterRetriever: Lookup all tuples based on store key.
lookupCache(LocalDate) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
lookupParameter(IParameterRetriever, IQueryCache, IDatastoreVersion, LocalDate, String, String, T) - Static method in class com.activeviam.frtb.core.utils.FRTBParametersUtils: Retrieves value of the parameter, looks in the query cache first, if not found returns a default value
lookupScenarioIndex(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand: The vector index of the scenario.
lookupStore(String, ICondition, String, String...) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
lookupStore(LocalDate, IAxisHierarchy) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
lookupStore(LocalDate, IAxisHierarchy) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
lookupVertexIndex(double, IVector) - Static method in class com.activeviam.frtb.core.calc.SensitivityCalculations
LOW - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
LOW - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
LOW - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
LOW_CORRELATION_SCENARIO - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
LOW_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder

M

main(String[]) - Static method in class com.activeviam.frtb.ref.main.FRTBActiveMonitorApplication
main(String[]) - Static method in class com.activeviam.frtb.starter.main.FRTBApplication
manager - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
manualStartNettyMessengerDef() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
map(int, Object) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
map(int, Object) - Method in class com.activeviam.frtb.core.calc.AggregatesMap
map(IAxisHierarchy, LocalDate, IAxisMember) - Method in class com.activeviam.frtb.core.services.impl.ADatastoreLookupOrganisationHierarchyMap
map(IAxisHierarchy, LocalDate, IAxisMember) - Method in interface com.activeviam.frtb.core.services.IOrganisationHierarchyMap: For the given date, map the path on the hierarchy to a set of members in the target level.
MAP_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
MAPPING_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
MAPPING_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
mappings - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
MARGINAL_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The marginal level property name ("marginalLevel")
MARKET_CAP_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
MARKET_DATA_UNDERLYING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Market Data Underlying.
marketCapLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
marketCapLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
marketDataTypeLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
masterActivePivotManagerDescription() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: Description of the ActivePivot Manager instance for this aggregation model.
matches(ConditionContext, AnnotatedTypeMetadata) - Method in class com.activeviam.frtb.ref.cfg.impl.InitialMonitorLoadingCondition
MATURITIES_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Maturities.
MATURITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
MATURITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
MATURITY_CONVERTER_DRC_DEFAULT - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Default value for "maturity-converter.drc" property.
MATURITY_CONVERTER_DRC_PROPERTY - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Configuration Property name containing qualifier for maturity converter used by SA and IMA DRC: "maturity-converter.drc".
MATURITY_CONVERTER_LEGACY - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Spring Bean qualifier for legacy maturity converter.
MATURITY_CONVERTER_SA_SBM_DEFAULT - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Default value for "maturity-converter.sa.sbm" property.
MATURITY_CONVERTER_SA_SBM_PROPERTY - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Configuration Property name containing qualifier for maturity converter used by SA SBM: "maturity-converter.sa.sbm".
MATURITY_CONVERTER_SIMPLE - Static variable in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: Spring Bean qualifier for simple maturity converter.
MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.CommodityVegaCalculations
MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.EquityVegaCalculations
MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.FXVegaCalculations
maturityConverter - Variable in class com.activeviam.frtb.ref.source.publishers.ADeltaPublisher
maturityConverter - Variable in class com.activeviam.frtb.ref.source.publishers.AVegaPublisher
MaturityConverterConfig - Class in com.activeviam.frtb.starter.cfg.impl: A Spring configuration class to manage the configuration of the maturity converter (IMaturityConverter), along with the implementations of IDayCountConvention, IBusinessDayConvention, IBusinessDayCalendar, and ITenorConverter.
MaturityConverterConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig
maturityCorrelationComponent(double, double, double) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
maturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
MaturityScalingFactor - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the JTD scaling factor given the as of date and the trade maturity (paragraph 146).
MaturityScalingFactor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
MAX - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
maximumValue() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
maxPendingDiscoveries - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
maxScenarioCache - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher
maxScenarioIDCache - Static variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
MdxEventFormatter - Class in com.activeviam.frtb.ref.events: An utility which help to retrieve Mdx based information from a monitor and an event.
MdxEventFormatter(IAgentService) - Constructor for class com.activeviam.frtb.ref.events.MdxEventFormatter: Constructor
mdxFormat - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
MdxMessagingConfiguration - Class in com.activeviam.frtb.ref.events
MdxMessagingConfiguration() - Constructor for class com.activeviam.frtb.ref.events.MdxMessagingConfiguration
MEAN_PREFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
MEAN_RATIO - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
MEAN_UNEXPLAINED_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
MeanLookback - Class in com.activeviam.frtb.core.postprocessor.lookback.impl: Calculate the mean (average) over past dates.
MeanLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback
Measure - Interface in com.activeviam.frtb.core.cfg.measures
MEASURE_NAME_PATTERN - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
MEASURE_OVERRIDDEN - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
MEASURE_OVERRIDDEN_FLAG_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
Measure.CurvatureMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.DRCMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.EulerMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.IncrementalMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.NotionalMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.PVMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.RiskMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.RiskWeightMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.RRAOMeasure - Enum in com.activeviam.frtb.core.cfg.measures
Measure.SensitivityMeasure - Enum in com.activeviam.frtb.core.cfg.measures
measureBuilder(IActivePivotManagerDescription) - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
measureConfig - Variable in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
measureConfig() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBResourcesConfig: Bean that loads the measures configuration properties from the measures-config.json file.
measures - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher: The weighted sensitivity measure(s).
MEASURES_DIRECTORY - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
MEASURES_PATH - Static variable in class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
MeasuresDocumentationResourceServerConfig - Class in com.activeviam.frtb.starter.cfg.impl
MeasuresDocumentationResourceServerConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig: Constructor
MeasureUtils - Class in com.activeviam.frtb.core.cfg.measures
MeasureUtils() - Constructor for class com.activeviam.frtb.core.cfg.measures.MeasureUtils
MEMBER_SEPARATOR - Static variable in class com.activeviam.frtb.ref.events.MdxEventFormatter
memoryAnalysisExportPath() - Method in class com.activeviam.frtb.starter.cfg.impl.MonitorConfig
merge - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
merge(boolean, Double, Double) - Method in class com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction
merge(boolean, Object, Object) - Method in class com.activeviam.frtb.core.agg.impl.NonAggregateFunction
merge(List<Object>, List<Object>) - Method in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
MERGE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
mergeWithDatastore - Variable in class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
mergingDuplicateKeyHandler - Variable in class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisations: Duplicate key handler that will merge tuples (automatically replacing non-null/non-default entries).
MergingDuplicateKeyHandler - Class in com.activeviam.frtb.ref.source: Merge tuples with duplicate keys.
MergingDuplicateKeyHandler(boolean) - Constructor for class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
mergingDuplicateKeyHandlerCustomizations() - Method in class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisations: Replace the duplicate key handler for the stores that are populated as part of the data normalization.
message - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
message - Variable in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
messageChannelFactory - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
messageChannelFactory - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
messageHandler() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig
messageIdentifier - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
messageIdentifier - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
messageIdToString(Object) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
messageIdToString(Object) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
method - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
METHOD_ES - Static variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
METHOD_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
METHOD_VAR - Static variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
minimumLevels - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
minimumLevels - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
minimumLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
minimumLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
minimumLevels(String, boolean, IPostProcessorDescription, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
minimumLevels(String, String, String, String, boolean) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils: Constructs the postprocessor definition
minimumLevelsInfo - Variable in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor
minimumValue() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeMetadata
MINUS - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
MODEL_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The FRTB Model Level property name ("modelLevel").
modelHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
MODELLABLE - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
modelToBooks(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
MonitorConfig - Class in com.activeviam.frtb.starter.cfg.impl
MonitorConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.MonitorConfig
MonitorEventWorkflowUnit - Class in com.activeviam.frtb.ref.workflows.units.impl
MonitorEventWorkflowUnit() - Constructor for class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
monitorPath(String, long) - Method in class com.activeviam.frtb.ref.events.MdxEventFormatter: Get the monitor path from its site and its id.
monitors() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: [Optional] Generates some monitor objects to start the application with existing monitors.
monitorService - Variable in class com.activeviam.frtb.ref.workflows.batch.impl.BatchEventProcessExecutor
MonitorWorkflowUnit - Class in com.activeviam.frtb.ref.workflows.units.impl
MonitorWorkflowUnit() - Constructor for class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
MONTH - Static variable in class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter
MRDInMemoryDownloadLinkConsumerSecurityConfigurer() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.MRDInMemoryDownloadLinkConsumerSecurityConfigurer
MULT - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
MULTIPLIER - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
MULTIPLIER_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
mvPivot - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig

N

N_FLAG - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
name - Variable in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: Default measure name component.
name - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Default measure name component.
name - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap.NamedPrefetcher
name - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.TargetPrefetcher
name - Variable in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
name - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
name - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
NAME_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
NAME_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
NAME_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
NamedPrefetcher(String, IPrefetcher<CONTEXT>) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap.NamedPrefetcher
NAMESPACE - Static variable in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig: The namespace of the Documentation web application
NativeMeasureBuilder(String) - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
NativeMeasureBuilders - Class in com.activeviam.frtb.ref.cfg.measures.impl
NativeMeasureBuilders() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
NativeMeasureBuilders.NativeMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl
NB_ELEMENTS_ANALYSIS_HIERARCHY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Number of elements for the analysis hierarchy
NB_EXCEPTIONS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
needBucket - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
needDivider - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
needOptionality - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
NegativeValue - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Multiplies the underlying measure by -1 and returns a double-typed value.
NegativeValue(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
neighborValue(String, boolean, String, String, String, String, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
NetJTD - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the Net JTD (paragraph 150)
NetJTD(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
NetJTDNetty - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the Net JTD (paragraph 150)
NetJTDNetty(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
NetJTDWeightings - Class in com.activeviam.frtb.core.postprocessor.drc.impl: This PP calculates the risk weights to apply to the Net JTD for DRC non-Sec (paragraph 152) and DRC Sec non-CTP (paragraph 161)
NetJTDWeightings(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
NETTING - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Netting property name for DRC ("netting")
newContext() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
nextBusinessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.frtb.core.dates.impl.SimpleTenorConverter
NMRF - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
NON_IRT_DESK_FLAG - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
NON_MODELLABLE - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
NonAggregateFunction - Class in com.activeviam.frtb.core.agg.impl: Aggregation function that doesn't expect to aggregate values; throws an exception if an aggregation is attempted.
NonAggregateFunction() - Constructor for class com.activeviam.frtb.core.agg.impl.NonAggregateFunction
normalizedStores - Variable in class com.activeviam.frtb.starter.cfg.impl.DatastoreCustomisations: List of stores populated as part of the data normalization.
NOT_DOUBLE - Variable in class com.activeviam.frtb.core.dates.impl.AMaturityConverter: Want to interpret "2D" as two days and not 2.0
notifyChange(IMessageService, ITemplateEngine) - Method in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
notifyChange(String, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Notifies that a parameter changed.
notifyChanges(List<ISentinelEvent>, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Creates a message, summarizing all changes among events.
notifyCreation(IMonitor, IMessageService, boolean) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Sends a message to notify that a monitor was created
notifyDeletion(IMonitor, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
notifyPublication(IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Sends a message to notify user of monitor publication.
notifyRejectedChange(String, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Notifies that a parameter change was rejected.
notifyRejectedCreation(IMonitor, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Sends a message to notify that a monitor creation was not approved.
notifyRejection(IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit: Sends a message to notify user that its publication was rejected.
notifyRejection(IMessageService, ITemplateEngine) - Method in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
notifyUpdate(IMonitor, IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
NOTIONAL - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Notional
NOTIONAL - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
NOTIONAL - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
NOTIONAL - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
NOTIONAL_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
NOTIONAL_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
NOTIONAL_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Currency used for the Notional.
NOTIONAL_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Notional Differential
NOTIONAL_DRC - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Notional DRC
NOTIONAL_DRC_OVERRIDDEN - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Notional DRC Overridden
NOTIONAL_INTERNAL_DRC - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Notional DRC
NOTIONAL_INTERNAL_DRC_OVERRIDDEN - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: DRC Notional Internal Overridden
NOTIONAL_ORIGINAL_CURRENCY - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Notional Original Currency
NOTIONAL_ORIGINAL_CURRENCY_AVERAGE - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure
NOTIONAL_ORIGINAL_CURRENCY_DRC - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: DRC Notional Original Currency
NOTIONAL_ORIGINAL_CURRENCY_DRC_AVERAGE - com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: DRC Notional Average (original currency)
NOTIONAL_OVERRIDDEN - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
NOTIONAL_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Notional Reference
NULL - Static variable in class com.activeviam.frtb.core.calc.AggregatesMap
NullPostProcessor - Class in com.activeviam.frtb.core.postprocessor.combined.impl: This post-processor does not pre-fetch or return any values.
NullPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor
NUM - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
NUM_HASH_PARTITIONS - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
NUM_HASH_PARTITIONS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
numberFormat - Variable in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator: Number formatter
numberFormat - Variable in class com.activeviam.frtb.core.formula.impl.TailVaROperator: Number formatter
numberFormat - Variable in class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator

O

ObjectArrayFormatter - Class in com.activeviam.frtb.core.format.impl: A formatter used to display all the elements in a object array/vector.
ObjectArrayFormatter(Locale) - Constructor for class com.activeviam.frtb.core.format.impl.ObjectArrayFormatter
ObjectArrayFormatter(Locale, String) - Constructor for class com.activeviam.frtb.core.format.impl.ObjectArrayFormatter
ObjectArrayWrapper - Class in com.activeviam.frtb.core.utils
ObjectArrayWrapper(Object[]) - Constructor for class com.activeviam.frtb.core.utils.ObjectArrayWrapper
OBLIGOR - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Obligor property name for DRC ("obligor")
OBLIGOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
OBLIGOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
OBLIGOR_CATEGORY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OBLIGOR_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
OBLIGOR_ID - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OBLIGOR_RISK_WEIGHTS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
OBLIGOR_SCENARIO_MAPPING_STORE - Static variable in class com.activeviam.frtb.core.constants.StoreNames
OBLIGOR_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
OBLIGOR_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
OBLIGOR_STORE_OBLIGOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
OBLIGOR_STORE_OBLIGOR_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
OBLIGOR_STORE_RATING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
OBLIGOR_TO_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
OBLIGOR_TO_RISK_WEIGHT_OBLIGOR - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OBLIGOR_TO_RISK_WEIGHT_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OBLIGOR_TO_RISK_WEIGHT_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
OBLIGOR_TO_RISK_WEIGHT_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
ObligorStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Obligor store.
ObligorToRiskWeightStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the FX Vega Double Sums store.
olapConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
Omega - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Computes Omega formula from the constraint and unconstrained ES.
Omega(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
OMEGA - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
ON_COLUMNS - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
ON_ROWS - Static variable in class com.activeviam.frtb.ref.drillin.DrillInConstants
onCsvFileParsingDone(CsvFileParsingDone) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onCsvFileParsingFailure(CsvFileParsingFailure) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onCsvFileParsingProgress(CsvFileParsingProgress) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onCsvLineParsingFailure(CsvLineParsingFailure) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onDlcEvent(IDlcHealthEvent) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onPublish(TuplePublisherDlcPublish) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ITuplePublisherDlcHealthEventHandler
onPublish(TuplePublisherDlcPublish) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
onPublish(TuplePublisherDlcPublish) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onStartup(ServletContext) - Method in class com.activeviam.frtb.es.tool.cfg.impl.WebAppInitializer
onTuplesAdded(TuplePublisherDlcTuplesAdded) - Method in interface com.activeviam.frtb.ref.source.dataloadcontroller.ITuplePublisherDlcHealthEventHandler
onTuplesAdded(TuplePublisherDlcTuplesAdded) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
onTuplesAdded(TuplePublisherDlcTuplesAdded) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
onUnknownEvent(IHealthEvent) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
onUnknownEvent(IHealthEvent) - Method in class com.activeviam.frtb.starter.logging.LoggingDlcEventHandler
operation - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
OPERATION - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
OPTION_MATURITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OPTION_MATURITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
OPTION_MATURITY_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OPTION_MATURITY_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OPTION_MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
OPTION_MATURITY_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
OPTION_RESIDUAL_MATURITY_VERTICES - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
OPTION_RESIDUAL_MATURITY_VERTICES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
OPTION_RESIDUAL_MATURITY_VERTICES_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
OPTION_RESIDUAL_MATURITY_VERTICES_STORE_INDEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OPTION_RESIDUAL_MATURITY_VERTICES_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OPTION_RESIDUAL_MATURITY_VERTICES_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OPTION_RESIDUAL_MATURITY_VERTICES_STORE_VERTEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
OPTIONALITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OPTIONALITY_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Optionality property name ("optionalityLevel")
OPTIONALITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Delta Optionality.
OptionalityColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs: Calculator for Standardised Approach market data
OptionalityColumnCalculator(String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.OptionalityColumnCalculator: Constructor
optionalityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
optionMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
optionMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
optionMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
OptionResidualMaturityVerticesStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Option Residual Maturity Vertices store used by GIRR.
organisationHierarchyMap - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
organisationHierarchyMapFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
organisationHierarchyMapFactory - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
organisationTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
orgHierarchyMappings - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
ORIG_CCY_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
ORIG_CCY_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
ORIGINAL_OPTIONALITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
ORIGINAL_OPTIONALITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
ORIGINAL_OPTIONALITY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Delta Original Optionality.
OTHER_BUCKET_COMMODITY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
OTHER_BUCKET_CSR_NS - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
OTHER_BUCKET_CSR_SEC_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
OTHER_BUCKET_CSR_SEC_NON_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
OTHER_BUCKET_EQUITY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
OTHER_RESIDUAL_RISK_TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
OTHER_RESIDUAL_RISK_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
otherBucketAdded(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
otherBucketAdded(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
otherBucketAdded(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
otherBucketCorrelation(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
otherBucketIndex(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskChargeEuler: The index in the double sums and correlations vectors which represents the "other" bucket.
otherBucketIndex(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
otherBucketIndex(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
Outlier - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Identify outlier/exception points.
Outlier(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
OutlierDatesLookback - Class in com.activeviam.frtb.core.postprocessor.pl.impl: A vector of dates where outliers/exceptions occurred.
OutlierDatesLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback
overrideLevel - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride

P

P_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
P_VALUE_ACTUAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
P_VALUE_HYPOTHETICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
PARAMETER_SET - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
PARAMETER_SET - Static variable in class com.activeviam.frtb.core.constants.FRTBParameterSets
PARAMETER_SET - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PARAMETER_SET - Static variable in class com.activeviam.frtb.core.constants.StoreNames
PARAMETER_SET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketCorrelationsFileConstants
PARAMETER_SET - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
PARAMETER_SET_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
PARAMETER_SET_ROOT - Static variable in class com.activeviam.frtb.core.parameter.impl.ParameterSetUtils
PARAMETER_SET_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
PARAMETER_SET_STORE_JURISIDICTION - Static variable in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
PARAMETER_SET_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
PARAMETER_SET_STORE_PARENT_JURISDICTION - Static variable in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
parameterPriorities - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
parameterRetriever - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
parameterRetriever - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
parameterRetriever - Variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: FRTB parameter retriever, automatically wired
parameterRetriever - Variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig: FRTB parameter retriever, automatically wired
parameterRetriever - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: Parameter Retriever Service
parameterRetriever - Variable in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher
parameterRetriever - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
parameterRetriever() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBParameterConfig
ParametersDatastoreConfig - Class in com.activeviam.frtb.core.cfg.impl: Spring configuration of the Parameter stores.
ParametersDatastoreConfig() - Constructor for class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
parameterSet - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
ParameterSetDatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the Parameter Sets store.
ParameterSetDatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
parameterSetLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
parameterSetLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
parameterSetStore - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig
ParameterSetStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig: Store description for the Jursidiction Store
ParameterSetUtils - Class in com.activeviam.frtb.core.parameter.impl: Utility class for generating parameter keys.
ParameterSetUtils() - Constructor for class com.activeviam.frtb.core.parameter.impl.ParameterSetUtils
parameterStoreConfiguration() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
parameterStoreConfiguration() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig
parameterStoreConfiguration() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.DummyDatastoreConfig
ParameterWorkflowUnit - Class in com.activeviam.frtb.ref.workflows.units.impl: Unit managing workflows changing parameter workflows.
ParameterWorkflowUnit() - Constructor for class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
parent - Variable in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
PARENT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PARENT_PARAMETER_SET - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PARENT_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
parentChildFields - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
ParentChildNode<PCN extends ParentChildNode<?>> - Class in com.activeviam.frtb.ref.parentchild.nodes: This class is being both used the model for the data map for out datastore and also the model for mapping our data to JSON.
ParentChildNode() - Constructor for class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
ParentChildNodeBuilder<PCN,HB extends ParentChildNodeBuilder<PCN,HB>> - Class in com.activeviam.frtb.ref.parentchild.builders: The ParentChildNodeBuilder is an abstract class that provides a way to make node objects that have a parent child structure.
ParentChildNodeBuilder(LocalDate) - Constructor for class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
parentChildNodes(String, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.
parentChildNodes(String, String, Integer) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.
parentChildNodes(String, String, String, Integer) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService: This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.
ParentChildNodeTreeFilter<Node extends ParentChildNode<?>> - Interface in com.activeviam.frtb.ref.parentchild.provider: The interface for node tree filters.
ParentChildRestfulService - Class in com.activeviam.frtb.ref.source.whatif.rest.services: The ParentChildRestfulService is the restful layer on top of ParentChildService.
ParentChildRestfulService() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService
ParentChildService - Class in com.activeviam.frtb.ref.parentchild.service: The ParentChildService is the main entry way and API for the entire Parent Child back end service.
ParentChildService() - Constructor for class com.activeviam.frtb.ref.parentchild.service.ParentChildService
ParentChildServiceConfig - Class in com.activeviam.frtb.ref.parentchild.cfg: The beans defined here provide various services for the Parent Child Widget to save and make changes to pre-existing hierarchies in the datastore.
ParentChildServiceConfig() - Constructor for class com.activeviam.frtb.ref.parentchild.cfg.ParentChildServiceConfig
parentChildStoreName - Variable in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
ParentChildWhatIfException - Exception in com.activeviam.frtb.ref.parentchild.submitter: A simple exception type used by the Parent Child Service to indicate there was an issue when persisting parent child trees on the WhatIf engine.
ParentChildWhatIfException(String) - Constructor for exception com.activeviam.frtb.ref.parentchild.submitter.ParentChildWhatIfException
ParentHierarchyListener<PCN extends ParentChildNode<PCN>,HB extends HierarchyBuilder<HB>> - Class in com.activeviam.frtb.ref.parentchild.hierarchy.listeners: Listen for changes to a ParentChild store and builds up a corresponding Hierarchy store.
ParentHierarchyListener(String, String, String[]) - Constructor for class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
parentLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Determine the parent location.
ParentPrefetcher() - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ProRata.ParentPrefetcher
parse(CharSequence) - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
parse(CharSequence) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
parse(CharSequence) - Method in class com.activeviam.frtb.ref.source.parsers.FRTBParameterValueParser
parseKey(String) - Method in class com.activeviam.frtb.core.localDate.LocalDateLiteralType
parseKey(String) - Method in class com.activeviam.frtb.core.localDate.LocalDateParser
parseKey(String) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateLiteralType
parseKey(String) - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateParser
parseLookback(String) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Parse the lookback parameter into either a Period or an Integer.
parseRows(String, List<Object[]>, boolean) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser: Parse the input rows that correspond to the store name provided, and add them to the parsedRows list.
parseRows(String, List<Map<String, Object>>) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser: Parse the input rows that correspond to the store name provided, and add them to the parsedRows list.
partitionDropped(int, List<int[]>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
partitionDropped(int, List<int[]>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
PartitionedFormula<OutputType> - Class in com.activeviam.frtb.core.postprocessor.impl
PartitionedFormula(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.PnLES
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.RankVector
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
partitioningManager - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.PnLES
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.RankVector
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
partitioningManagerFactory - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
passwordEncoder() - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig
passwordEncoder() - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
payload - Variable in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit
payload - Variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
payload - Variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
payload - Variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: The payload
pendingChange - Variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: The id's of the point values
pivot - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
pivot - Variable in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
PIVOT_USER - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
PIVOT_USER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
PIVOT_USER_ROLES - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
PIVOT_USER_ROLES - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
pivotReference - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
PL - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
PL - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
PL_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot PL FRTB Application.
PL_ATTRIBUTION_TEST_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
PL_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of PL ActivePivot Cube.
PL_DESK_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Desks in PL cube
PL_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
PL_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
PL_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
PL_FX_CURRENCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube levels for Currency in PL cube *
PL_FX_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
PL_INCREMENTAL_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
PL_INDEX_HIERARCHY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Index Hierarchy in PL cube
PL_LIQUIDITY_HORIZON - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PL_LOOKBACK_HIERARCHY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Lookback Analysis Hierarchy in PL Summary cube
PL_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of PL ActivePivot Schema.
PL_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PL_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_STORE_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PL_SUMMARY_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot PL Summary FRTB Application.
PL_SUMMARY_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of PL Summary ActivePivot Cube.
PL_SUMMARY_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
PL_SUMMARY_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of PL Summary ActivePivot Schema.
PL_SUMMARY_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PL_SUMMARY_STORE_ACTUAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_DESK - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_HYPOTHETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_P_VALUE_ACTUAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_P_VALUE_HYPOTHETICAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_THEORETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_VAR975 - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_SUMMARY_STORE_VAR99 - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
PL_TOPICS - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PL_VAR_SCENARIO_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
PL_VAR_VECTOR_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
PLA_ZONE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PLA_ZONE_FILTER_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
PLA_ZONE_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
PLA_ZONE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: The PLA Zone Level property name ("plaZoneLevel").
PLA_ZONE_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for PLA Zone
PLALookbackContextVal - Class in com.activeviam.frtb.core.context.impl
PLALookbackContextVal() - Constructor for class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
PLALookbackContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
PLALookbackTranslator - Class in com.activeviam.frtb.core.context.impl
PLALookbackTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.PLALookbackTranslator
plaZoneHierarchy - Variable in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
plaZoneLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
plaZonesToFilterOn - Variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
plaZoneToBooks(LocalDate) - Method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap
plCompositeTopicConfig(ACSVSourceConfig.ChannelParameters) - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
plCubeDistributingField - Variable in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig: PLCube distributing field.
plCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
plLiqHorField - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
plLiqHorStoreIndex - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
PLMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Produces the descriptions of the measures and post-processors for the PL Cube measures.
PLMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
plNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
plSchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
plSchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
plStore - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher
PLStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the PL store.
plSummaryCubeInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
PLSummaryMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Produces the descriptions of the measures and post-processors for the PL Summary Cube measures.
PLSummaryMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
plSummaryNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
plSummarySchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
plSummarySchemaInstanceDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
PLSummaryStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the PL summary store.
plSummaryTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
plTradeTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.agg.impl.AbsoluteSumAggregationFunction
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.agg.impl.NonAggregateFunction
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.interpolation.impl.LinearInterpolator
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.AggregatedCapitalCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurcharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.CapitalSurchargeMultiplier
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.FRTBFilter
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.IMAAggregatedCapitalCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.NullPostProcessor
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared: For the plugin engine
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position: Plugin key
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.PnLES
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.RankVector
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath: For the plugin engine
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath: For the plugin engine
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.LookbackIndex
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.MeanLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.OutlierDatesLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.DeltaDoubleSumsExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaVerticesRiskWeightExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeEuler
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionCorrelations
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskWeight
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter: post processor plugin key
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: post processor plugin key
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: post processor plugin key
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
PLUGIN_KEY - Static variable in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriod
PLUGIN_KEY - Static variable in class com.activeviam.frtb.es.tool.postprocessor.esstressperiod.impl.ESStressPeriodResultType
PLUGIN_KEY - Static variable in class com.activeviam.frtb.ref.drillthrough.impl.DoubleVectorDisplayAll
PLUGIN_KEY - Static variable in class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
PLUGIN_KEY - Static variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
PLUGIN_KEY - Static variable in class com.qfs.store.service.impl.TempLikeConditionFactory
PLUGIN_TYPE - Static variable in class com.activeviam.frtb.core.format.impl.DoubleArrayFormatter: Extended plugin key
PLUGIN_TYPE - Static variable in class com.activeviam.frtb.core.format.impl.IntegerArrayFormatter: Extended plugin key
PLUGIN_TYPE - Static variable in class com.activeviam.frtb.core.format.impl.ObjectArrayFormatter
PLUGIN_TYPE - Static variable in class com.activeviam.frtb.es.tool.format.impl.DoubleArrayFormatter: Extended plugin key
PLUGIN_TYPE - Static variable in class com.activeviam.frtb.es.tool.format.impl.IntegerArrayFormatter: Extended plugin key
PLUS - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
PNL - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PNL_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PNL_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PNL_3 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PNL_EXPAND - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
PNL_EXPAND_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
PNL_VECTOR - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PnLES - Class in com.activeviam.frtb.core.postprocessor.impl
PnLES(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.PnLES
PnLVar - Class in com.activeviam.frtb.core.postprocessor.impl
PnLVar(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.PnLVar
populateConfigStoreLists() - Method in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
populateMapping(IAdvancedAggregatesRetriever, IQueryCache) - Method in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
populateParameterSetDepths(Map<String, Integer>, int, String) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
populateVertices(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Retrieve vertices from datastore
populateVertices(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Retrieve vertices from datastore
populateVertices(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations: Retrieve vertices from datastore
populateVertices(IDatastoreVersion, IQueryCache, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: Retrieve vertices from datastore
PORTFOLIO_RISK_CHARGE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
postProcessor - Variable in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor.SimplePrefetcher
postProcessorFilter - Variable in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringDynamicAggregationPostProcessor: The post processor filter to intersect with the query filter
postProcessorFilter - Variable in class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor: The post processor filter to intersect with the query filter
PostProcessorLevelMapping - Class in com.activeviam.frtb.core.postprocessor
PostProcessorLevelMapping(IActivePivot, String, String, String) - Constructor for class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
PostProcessorLevelMapping(IActivePivot, String, String, String, BiFunction<List<Object>, List<Object>, List<Object>>) - Constructor for class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
postProcessorPartitioningManagerAllAddedLevelDescriptions() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: The Spring bean for the levels added from the IPostProcessorPartitioningManagers generated by the postProcessorPartitioningManagerFactory bean.
postProcessorPartitioningManagerAllRemovedLevelDescriptions() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: The Spring bean for the levels removed from the IPostProcessorPartitioningManagers generated by the postProcessorPartitioningManagerFactory bean.
postProcessorPartitioningManagerFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: The Spring bean for the IPostProcessorPartitioningManager.Factory.
PostProcessorProperties - Interface in com.activeviam.frtb.core.constants: Interface used to define constants for programmatically loading postprocessor properties.
PRE_INTERPOLATION_LOGGING_LEVEL - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
PRE_INTERPOLATION_LOGGING_LEVEL - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PRE_INTERPOLATION_LOGGING_LEVEL_DEFAULT - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
PRE_INTERPOLATION_LOGGING_LEVEL_DEFAULT - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CommodityVegaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.FXDeltaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.FXVegaCalculations
PRECISION - Static variable in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
prefetcher - Variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap.NamedPrefetcher
PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
prefetcherFilter - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
PRESENT_VALUE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PRESENT_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
PRESENT_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
PRESENT_VALUE_CCY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
PREVIOUS_DAY_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
PREVIOUS_LH - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
previousValue(String, boolean, String, String, String, String, String, String) - Static method in class com.activeviam.frtb.core.cfg.measures.MeasureUtils
printOutput(PrintWriter, UriInfo, CellSetDTO) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
printOutput(PrintWriter, UriInfo, CellSetDTO) - Method in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
PRIVATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: The Private workflow scheme
PRIVATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: The Private workflow scheme
PRO_RATA_HIERARCHIES_LIST_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: List of Hierarchies for the Pro-Rata Hierarchy Context Value
PRO_RATA_LEAF_LEVELS_LIST_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: List of Levels for the Pro-Rata Leaf Level Context Value
PRO_RATA_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
process(IWorkflowPayload) - Method in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit
process(IWorkflowPayload) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
process(IWorkflowPayload) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorWorkflowUnit
process(IWorkflowPayload) - Method in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
process(IWorkflowPayload) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit
processEvents(List<ISentinelEvent>, IEventAlertAggregator) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Processes all events in a batch.
PRODUCT_STD_DEV_RANK_VECTORS - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
PRODUCTION - Static variable in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: The Approval workflow scheme
PRODUCTION - Static variable in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: The Approval workflow scheme
PROFIT_AND_LOSS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PROFIT_AND_LOSS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
properties() - Static method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
PROPERTY_NAME - Static variable in interface com.activeviam.frtb.core.dates.IDrcMaturityConverterAware
PROPERTY_NAME - Static variable in interface com.activeviam.frtb.core.dates.ISaSbmMaturityConverterAware
PROPERTY_NAME - Static variable in interface com.activeviam.frtb.core.services.IDataAvailability.IAware: The bean property name for the setter method.
PROPERTY_NAME - Static variable in interface com.activeviam.frtb.core.services.IDistributionAwareQueryRunner.Aware
PROPERTY_NAME - Static variable in interface com.activeviam.frtb.core.services.IOrganisationHierarchyMap.Aware
ProRata - Class in com.activeviam.frtb.core.postprocessor.impl: This post-processor calculates the Pro-Rata Capital Allocation.
ProRata(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ProRata
ProRata.LeafPrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl
ProRata.ParentPrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl
ProRata.SiblingPrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl
ProRata.TopPrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl
proRataHierarchies - Variable in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
proRataHierarchies() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: A Spring bean with the list of hierarchies in the ActiveUI dropdown for the ProRataHierarchy context value.
ProRataHierarchyContextVal - Class in com.activeviam.frtb.core.context.impl
ProRataHierarchyContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
ProRataHierarchyTranslator - Class in com.activeviam.frtb.core.context.impl
ProRataHierarchyTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
ProRataLeafLevelContextVal - Class in com.activeviam.frtb.core.context.impl
ProRataLeafLevelContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
proRataLeafLevels - Variable in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
proRataLeafLevels() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: A Spring bean with the list of levels in the ActiveUI dropdown for the ProRataLeafLevel context value.
ProRataLeafLevelTranslator - Class in com.activeviam.frtb.core.context.impl
ProRataLeafLevelTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
protocolPath - Variable in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig: Path to the JGroup protocol configuration file.
publish(IStoreMessage<? extends IFileInfo, ?>, Collection<Object[]>, IDatastorePublisher) - Method in class com.activeviam.frtb.ref.source.publishers.ACurvaturePublisher: Uses the PublisherUtils methods to vectorise and interpolate the incoming tuples and commit them to the relevant stores.
publish(IStoreMessage<? extends IFileInfo, ?>, Collection<Object[]>, IDatastorePublisher) - Method in class com.activeviam.frtb.ref.source.publishers.ADeltaPublisher: Uses the PublisherUtils methods to vectorise and interpolate the incoming tuples and commit them to the relevant stores.
publish(IStoreMessage<? extends IFileInfo, ?>, Collection<Object[]>, IDatastorePublisher) - Method in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher: Sends a list of tuples to the TradeBase store
publish(IStoreMessage<? extends IFileInfo, ?>, Collection<Object[]>, IDatastorePublisher) - Method in class com.activeviam.frtb.ref.source.publishers.AVegaPublisher: Uses the PublisherUtils methods to vectorise and interpolate the incoming tuples and commit them to the relevant stores.
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher: Modifies and sends the incoming tuples to the appropriate store or Publisher.
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.CSRStoreTuplePublisher
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher: Modifies and sends the incoming tuples to the appropriate store or Publisher
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DRCScenarioCountTuplePublisher: Modifies and sends the incoming tuples to the appropriate store or Publisher
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher: Modifies and sends the incoming tuples to the appropriate store or Publisher
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher: Publishes the tuples to the appropriate Publishers
publish(IStoreMessage<? extends IFileInfo, ?>, List<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.TradesTuplePublisher: Modifies and sends the incoming tuples to the appropriate store or Publisher
publish(IDatastore, IStoreMessage<? extends IFileInfo, ?>, String, Collection<Object[]>) - Method in interface com.activeviam.frtb.ref.source.ds.publisher.IDatastorePublisher
publish(IDatastore, IStoreMessage<? extends IFileInfo, ?>, String, Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.ds.publisher.impl.AddDatastorePublisher
publish(IDatastore, IStoreMessage<? extends IFileInfo, ?>, String, Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
publish(Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.publishers.RiskFactorPublisher: Publishes to the MarketDataDescription store.
publish(Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.publishers.StaticDataPublisher: merge tuples with duplicate keys and commit to the appropriate store
PublisherContext - Class in com.activeviam.frtb.ref.utils: Object that holds common objects used by a publisher.
PublisherContext(IDatastore, Logger, String, String, String) - Constructor for class com.activeviam.frtb.ref.utils.PublisherContext: Constructor
PublisherDataStructures - Class in com.activeviam.frtb.ref.utils: Object that holds the data structures used in vectorisation, interpolation and tuple creation.
PublisherDataStructures() - Constructor for class com.activeviam.frtb.ref.utils.PublisherDataStructures: No-parameter constructor, as we want the data structures to always be empty on creation.
PublisherInterpolationValues - Class in com.activeviam.frtb.ref.utils: Object that holds all required values for vectorisation and interpolation within the Publisher classes.
PublisherInterpolationValues(Object[], List<String>, List<String>, List<Double>, String) - Constructor for class com.activeviam.frtb.ref.utils.PublisherInterpolationValues: Constructor
publishers - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
PublisherStoreIndexes - Class in com.activeviam.frtb.ref.utils: Object that holds relevant indexes for an FRTB tuple.
PublisherStoreIndexes(IStoreFormat, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.frtb.ref.utils.PublisherStoreIndexes: Constructor
PublisherUtils - Class in com.activeviam.frtb.ref.utils: Utils for publishers.
PublisherUtils() - Constructor for class com.activeviam.frtb.ref.utils.PublisherUtils
push(PrefixedContentService, String) - Static method in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: Loads the language data from files to the content service
PUSH_NEW_BRANCH_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
PUSH_NEW_BRANCH_WITH_CHANGES_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
PUSH_PARENTCHILD_BOOK_DEFINITION - Static variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
PUSH_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
pushTranslations() - Method in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: [Bean action] Loads the language data from files to the content service
pushTranslations() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBI18nConfig: [Bean action] Loads the language data from files to the content service
pushTranslations(IActivePivotContentService) - Static method in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig: Loads the language data from files to the content service
put(IRepositoryService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Put as validated the changes in the repository service
putPending(IRepositoryService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Put the the point values as pending
PV - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: PV
PV_APPLIED - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PV_APPLIED - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
PV_APPLIED_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The PV applied level property name ("pvAppliedLevel")
PV_AVG - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: PV Average
PV_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PV_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Currency used for the PV.
PV_CURRENCY_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The PV currency level property name ("pvCurrencyLevel")
PV_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: PV Differential
PV_DRC - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: DRC PV
PV_DRC_CURRENCY_CONVERTED_INTERNAL - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: DRC PV currency converted (internal)
PV_DRC_CURRENCY_CONVERTED_INTERNAL_OVERRIDDEN - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: DRC PV currency converted (internal) overidden
PV_DRC_OVERRIDE - com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: PV DRC Override
PV_OVERRIDDEN - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
PV_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: PV Reference
pvAppliedLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
pvAppliedLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
pvAppliedLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock

Q

QFSFormatter - Class in com.activeviam.frtb.starter.logging: Simple log record formatter that logs the user authenticated with the current thread, and the name of that thread.
QFSFormatter() - Constructor for class com.activeviam.frtb.starter.logging.QFSFormatter: Constructor
qfsUserDetailsService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig: User details service wrapped into a Quartet interface.
qfsUserDetailsService() - Method in class com.activeviam.frtb.starter.cfg.impl.SecurityConfig: User details service wrapped into a Quartet interface.
QUALITY - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The CSR quality level property name ("quality")
queriesService - Variable in class com.activeviam.frtb.es.tool.cfg.impl.RestServicesConfig
queriesService - Variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
queriesService - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
queryCache - Variable in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetPriorities
QueryCacheConstants - Class in com.activeviam.frtb.core.constants
QueryCacheConstants() - Constructor for class com.activeviam.frtb.core.constants.QueryCacheConstants
queryCacheKey - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
queryDatastore(String, String, Integer, Integer, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
queryDatastore(String, String, Integer, Integer, String) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService: Execute a query on the datastore, on a given store, via POST method.
queryDatastore(String, String, Integer, Integer, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
queryDatastoreGet(String, String, Long, int, int, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
queryDatastoreGet(String, String, Long, int, int, String) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService: Execute a query on the datastore, on a given store, via GET method.
queryDatastoreGet(String, String, Long, int, int, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
queryNode - Variable in class com.activeviam.frtb.core.services.impl.ADistributionAwareQueryRunner
queryNodeName - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig

R

rank(IVector) - Static method in class com.activeviam.frtb.core.postprocessor.impl.RankVector
RANK_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RANKING - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RankVector - Class in com.activeviam.frtb.core.postprocessor.impl: Calculate the vector of fractional rankings for a given underlying vector For example given the underlying vector: [-108, 62, 1, -74, 1] the calculated rank vector is: [1,5,3.5,2,3.5]
RankVector(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.RankVector
RATING - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RATING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
RATING_CATEGORY - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The CSR rating category level property name ("ratingCategory")
RATING_CATEGORY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RATING_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
ratingCategoryLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
ratingLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
ratingLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
ratingLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
ratingLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
RATIO_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
read(File) - Static method in class com.activeviam.frtb.es.tool.cfg.impl.I18nConfig
readDate(IRecordReader) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
readDates(IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR: Read the Delta sensitivity from the underlying measures.
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
readDeltaSensitivity(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Read the diagonal element of the weighted sensitivities.
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
readDiagonal(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
readDiagonalForRiskCharge(ILocation, IRecordReader, Double, Double, Object, boolean) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Utility method to readDiagonal for the Risk Charge case where the diagonal will contain the square of the Risk Position.
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR: Read the PvUpDown vector from the underlying measures.
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
readPvUpDown(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
readRecordKey(IRecordReader) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR: Read (or calculate) the Drisk weight from the underlying measures and location.
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityCurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpCurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPCurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityCurvatureShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXShockInterpolation
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureCVR
readRiskWeight(ILocation, Object[], LocalDate) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRCurvatureShockInterpolation
readSensitivity(ILocation, ILevelInfo, IVector, IVector) - Static method in class com.activeviam.frtb.core.calc.SensitivityCalculations: Read the (weighted) sensitivity.
readSensitivity(ILocation, ILevelInfo, ILevelInfo, IVector, IVector, IVector) - Static method in class com.activeviam.frtb.core.calc.SensitivityCalculations
readSensitivityCoordinates(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Get the coordinates in the sensitivity levels or null
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXVegaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums: Read the weighted sensitivities.
readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums: Read the weighted sensitivities.
rebuild() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Example of bean which periodically rebuild the cubes.
recordCount - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
recordsAdded(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
recordsAdded(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
recordsDeleted(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
recordsDeleted(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
recordsUpdated(int, IRecordBlock<IRecordReader>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
recordsUpdated(int, IRecordBlock<IRecordReader>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
RECOVERY_RATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RECOVERY_RATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
RECOVERY_RATES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RECOVERY_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
RECOVERY_VALUES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RED - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
redirectSlf4j() - Method in class com.activeviam.frtb.ref.main.FRTBActiveMonitorApplication
redirectSlf4j() - Method in class com.activeviam.frtb.starter.main.FRTBApplication
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
REDUCED_SET_CURRENT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
REDUCED_SET_STRESSED - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
REFERENCE_CURRENCY_MEMBERS - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: The display currencies available in the Reference Currency context value.
REFERENCE_LEVEL_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
REFERENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
REFERENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: The Reference Level property name.
REFERENCE_LEVELS_LIST_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: List of Levels for the Netting Level Context Value
REFERENCE_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.utils.ReferenceLevelUtils
REFERENCE_SUFFIX - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
REFERENCE_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
referenceCurrency - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
ReferenceLevelChoice - Class in com.activeviam.frtb.core.postprocessor.impl: Choose a value at the current level based on the values at the netting level.
ReferenceLevelChoice(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
ReferenceLevelContextVal - Class in com.activeviam.frtb.core.context.impl
ReferenceLevelContextVal(String) - Constructor for class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
ReferenceLevelLocationShift - Class in com.activeviam.frtb.core.postprocessor.impl: Evaluate the underlying measure at the reference level.
ReferenceLevelLocationShift(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
ReferenceLevelLocationShift.LeafExpansionProcedure - Class in com.activeviam.frtb.core.postprocessor.impl
ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator - Class in com.activeviam.frtb.core.postprocessor.impl
ReferenceLevelLocationShift.TargetPrefetcher - Class in com.activeviam.frtb.core.postprocessor.impl: Simple named prefetcher which delegates ReferenceLevelLocationShift.TargetPrefetcher.computeLocations(ILocation) to a function provided in the constructor.
referenceLevelPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Create the prefetcher named "ReferenceLevelPrefetcher" for fetching the underlying measure at the reference location.
referenceLevels - Variable in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
referenceLevels - Variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
referenceLevels - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
referenceLevels() - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: The Reference Level.
referenceLevels() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Get the Reference Levels configuration.
referenceLevels() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: A Spring bean with the list of hierarchies in the ActiveUI dropdown for the ProRataHierarchy context value.
ReferenceLevelTranslator - Class in com.activeviam.frtb.core.context.impl
ReferenceLevelTranslator() - Constructor for class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
ReferenceLevelUtils - Class in com.activeviam.frtb.core.utils: Utility methods and classes for shifting the location to the eference level; stepping up to an ancestor level.
ReferenceLevelUtils() - Constructor for class com.activeviam.frtb.core.utils.ReferenceLevelUtils
referenceLocation(IActivePivot, Map<IHierarchyInfo, ILevelInfo>, Collection<IHierarchyInfo>, Map<IHierarchyInfo, Pair<ILevelInfo, String>>, ILocation) - Static method in class com.activeviam.frtb.core.utils.ReferenceLevelUtils: Determine the reference level location for the given input location.
referenceLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: The reference location.
references() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A collection of references between stores.
refreshEvery(long, TimeUnit) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder: Configures this monitor to refresh periodically.
refreshManually() - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder: Configures this monitor to refresh manually on user demand.
REGION - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
REGION - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
register(IDatastore) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
register(IDatastore) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
register(String, String) - Method in class com.activeviam.frtb.ref.cfg.stores.triggers.SparseVectorCommitTimeUpdater: Listen for changes to the specified datastore and it's field.
registerConfigCsv() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerConfigCsv(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerCsv() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerCsv(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerCustomHandlers() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerCustomHandlers(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerDefaultWorkflows() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: [Optional] [Bean] Registers default workflows to use for entities.
registerInitialDefaultWorkflows() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: [Optional] [Bean] Registers default workflows to use for entities.
registerInitialWorkflows() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: Registers a list of workflows with the workflow service
registerInitialWorkflowSchemes() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: Register workflow schemes with the workflow service.
registerRedirections(ASpringResourceServerConfig.ResourceRegistry) - Method in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig
registerResources(ASpringResourceServerConfig.ResourceRegistry) - Method in class com.activeviam.frtb.starter.cfg.impl.MeasuresDocumentationResourceServerConfig: Registers resources to serve.
registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.frtb.es.tool.cfg.impl.RestServicesConfig
registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.frtb.ref.drillin.DrillInRestConfig
registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBRestServicesConfig
registerSensiCsv() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerSensiCsv(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerTopicAliases() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerTopicAliases(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerTuple() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerTuple(IDataLoadController) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
registerWorkflows() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: Registers a list of workflows with the workflow service
registerWorkflowSchemes() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig: Register workflow schemes with the workflow service.
reject(IRepositoryService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Rejects changes previously put as pending.
RELEASE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
REMOVE_PARTITION_LEVELS_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
removeRiskFactor(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
removeThreadLocalContext() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
RemoveTuplesDSViewerDefinition - Class in com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
RemoveTuplesDSViewerDefinition() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.RemoveTuplesDSViewerDefinition
RemoveTuplesDSViewerDefinition(String, List<String>, ICondition, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.RemoveTuplesDSViewerDefinition
REPORTING_CURRENCY - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
repositoryServices - Variable in class com.activeviam.frtb.ref.cfg.impl.InitialRepositoryConfig: The repository service.
reset(IPointLocationReader, IAggregatesLocationResult) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator
reset(IPointLocationReader, IAggregatesLocationResult) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
RESIDUAL_MATURITY_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
RESIDUAL_RISK - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RESIDUAL_RISK - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
residualMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaAggregatesMap
residualMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
residualMaturityLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskPositionDoubleSums
resolvePath(String) - Static method in class com.activeviam.frtb.starter.cfg.impl.InitialDataLoadConfig
RESOURCE_DIR_VARIABLE - Static variable in class com.activeviam.frtb.ref.cfg.impl.LocalContentServiceConfig
RESTRICT_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
restrictLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Removes the non-leaf levels range coordinates from the location.
restrictPrefetcher() - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift: Create the prefetcher named "RestrictPrefetcher" for fetching the target measure at the restricted location.
RestServicesConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Configuration class that defines custom rest services.
RestServicesConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.RestServicesConfig
RESULT_TYPE - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Result type of ES Stress Period evaluation
retrieveAggregatesMap(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Retrieves the aggregates for the given location.
retrieveCachedMaxScenarioForMostRecentDate(Object[]) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ADRCIMABaseTuplePublisher
retrieveIndex(LocalDate, String, Integer) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Retrieve the index of the currentLH with a getByKey query in the ParametersDatastoreConfig.LIQUIDITY_HORIZONS_STORE_NAME store using the asOfDate and currentLH as parameters.
retrieveLHFromStore(LocalDate, String, Integer) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Retrieve the LH corresponding to the asOfDate and index parameters in the ParametersDatastoreConfig.LIQUIDITY_HORIZONS_STORE_NAME store
retrieveLiquidityHorizonsIndexesMap(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Return the map of liquidity horizons indexes from the query cache or directly from the ParametersDatastoreConfig.LIQUIDITY_HORIZONS_STORE_NAME if it is not already present in the query cache.
retrieveLiquidityHorizonsMap(LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient: Return the map of liquidity horizons from the query cache or directly from the ParametersDatastoreConfig.LIQUIDITY_HORIZONS_STORE_NAME if it is not already present in the query cache.
retrieveNamedPrefetchAggregatesWithAnalysisLevels(ILocation, String, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
retrieveWeightedSensitivities(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Retrieves the weighted sensitivities for the given location.
REVERSE_COMPARATOR - Static variable in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy
rho - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
rho - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
rho - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
RHO - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RHO_IMCC - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RHO_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
RHO_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
RHO_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
RHO_SES - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
rhoCorrelations() - Static method in class com.activeviam.frtb.core.calc.FXDeltaCalculations: Calculate the vector of rho correlations for FX Delta Risk Position.
rhoCorrelations(boolean, double, double, double, Double) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations: Computes the rho correlation for each possible permutation
rhoCorrelations(boolean, IVector, double, double, Double, double) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations: Calculate the vector of rho correlations for CSR Non Sec Vega Risk Position.
rhoCorrelations(double, double, double) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations: Computes the rho correlation for each possible permutation
rhoCorrelations(double, double, double) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations: Computes the rho correlation for each possible permutation
rhoCorrelations(IVector, double) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations: Calculate the vector of rho correlations for FX Vega Risk Position.
rhoCorrelations(IVector, double, double) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations: Calculate the vector of rho correlations for Commodity Vega Risk Position.
rhoCorrelations(IVector, double, double, double) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations: Calculate the vector of rho correlations for CSR Sec CTP Vega Risk Position.
rhoCorrelations(IVector, double, double, double) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations: Calculate the vector of rho correlations for CSR Sec non CTP Vega Risk Position.
rhoCorrelations(IVector, double, double, double, double, double, double, double, double, int) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations: Calculate the vector of rho correlations for GIRR Delta Risk Position.
rhoCorrelations(IVector, IVector, double, double, double, double, double) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations: Calculate the vector of rho correlations for GIRR Vega Risk Position.
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, boolean, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, boolean, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, String, String, String, boolean, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, String, String, String, boolean, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, String, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CommodityVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecCTPVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.FXVegaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
rhoCorrelations(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
rhoCorrelations(String, String, boolean, double, double, double, double, double, double, double) - Static method in class com.activeviam.frtb.core.calc.EquityDeltaCalculations: Calculate the vector of rho correlations for Equity Delta Risk Position.
rhoCorrelations(String, String, boolean, IVector, double, double, double, double, double, double) - Static method in class com.activeviam.frtb.core.calc.EquityVegaCalculations: Calculate the vector of rho correlations for Equity Vega Risk Position.
RhoUtils - Class in com.activeviam.frtb.core.utils: Utility class for rho constants and calculations.
RhoUtils() - Constructor for class com.activeviam.frtb.core.utils.RhoUtils
RISK_CHARGE - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Charge (Top of House)
RISK_CHARGE_AGGREGATES_MAP - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Weighted Sensitivities Aggregates Map
RISK_CHARGE_AGGREGATES_MAP_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Weighted Sensitivities Aggregates Map (netting level)
RISK_CHARGE_DESK - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Charge (desk netting level)
RISK_CHARGE_DOUBLE_SUMS - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Charge Double Sums
RISK_CHARGE_DOUBLE_SUMS_VECTOR - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Charge Double Sums
RISK_CHARGE_DOUBLE_SUMS_VECTOR_EULER - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Charge Double Sums Vector Euler (Weighted Sensitivities at current location x Aggregates Map at netting level)
RISK_CHARGE_DOUBLE_SUMS_VECTOR_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Charge Double Sums Vector (netting level)
RISK_CHARGE_EULER - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Charge Euler Capital Allocation
RISK_CHARGE_INCREMENTAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Risk Charge Incremental
RISK_CHARGE_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Risk Charge Reference
RISK_CHARGE_SQUARED - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Charge Squared
RISK_CLASS - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The risk class property name ("RiskClass")
RISK_CLASS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
RISK_CLASS_ALLIN - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RISK_CLASS_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties
RISK_CLASS_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
RISK_CLASS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Risk Classes (GIRR, FX, Equity, etc).
RISK_CLASS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RISK_CLASS_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RISK_FACTOR - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The risk factor property name ("riskFactor")
RISK_FACTOR - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
RISK_FACTOR_COMMODITY_LOCATION_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Risk Factor Commodity Location.
RISK_FACTOR_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
RISK_FACTOR_DESCRIPTION_STORE_COMMODITY_LOCATION - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_FX_COUNTER_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DESCRIPTION_STORE_UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CommodityVegaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRNSVegaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.EquityVegaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.FXVegaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
RISK_FACTOR_DIMENSIONS - Static variable in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
RISK_FACTOR_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties
RISK_FACTOR_TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_FACTOR_TYPE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Risk Factor Type.
RISK_FACTORS_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Risk Factors.
RISK_MEASURE - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The risk measure property name ("Risk Measure")
RISK_MEASURE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
RISK_MEASURE_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties
RISK_MEASURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Risk Measure (Delta, Vega, Curvature).
RISK_MEASURE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RISK_MEASURE_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RISK_POSITION - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Position (Top of House)
RISK_POSITION_AGGREGATES_MAP - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Weighted Sensitivities Aggregates Map
RISK_POSITION_AGGREGATES_MAP_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Weighted Sensitivities Aggregaets Map (netting level).
RISK_POSITION_CORRELATIONS - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Position Correlations
RISK_POSITION_CORRELATIONS_VECTOR - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Position Correlations Vector
RISK_POSITION_DESK - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Risk Position (desk netting level)
RISK_POSITION_DOUBLE_SUMS - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Risk Position Double Sums
RISK_POSITION_DOUBLE_SUMS_VECTOR - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Risk Position Double Sums Vector
RISK_POSITION_DOUBLE_SUMS_VECTOR_EULER - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Position Double Sums Vector Euler (Weighted Sensitivities at current location x Aggregates Map at netting level)
RISK_POSITION_DOUBLE_SUMS_VECTOR_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Position Double Sums Vector (netting level)
RISK_POSITION_EULER - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Position Euler Capital Allocation
RISK_POSITION_EULER_UNLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
RISK_POSITION_INCREMENTAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Risk Position Incremental
RISK_POSITION_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Risk Position (netting level)
RISK_POSITION_NETTING_LEVEL_UNLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
RISK_POSITION_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Risk Position Reference
RISK_THEORETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_LOOKBACK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_LOOKBACK_EMPIRICAL_DIST_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_LOOKBACK_RANK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_LOOKBACK_RANK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_LOOKBACK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_THEORETICAL_PL_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
RISK_TYPE_AWARE_FILTER_CURVATURE - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: RiskType filtered Curvature Technical
RISK_TYPE_AWARE_FILTER_CURVATURE_PV - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: RiskType filtered PV for Curvature Technical
RISK_TYPE_AWARE_FILTER_DELTA_FOR_CURVATURE - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: RiskType filtered Delta Technical for Curvature
RISK_TYPE_AWARE_FILTER_SENSITIVITIES - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: RiskType filtered Delta and Vega Technical
RISK_TYPE_AWARE_VECTOR_FILTER - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: RiskType filtered vector Delta and Vega Technical
RISK_WEIGHT - com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Risk Weight
RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_WEIGHT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketRiskWeightsFileConstants
RISK_WEIGHT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
RISK_WEIGHT_LEVEL - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties
RISK_WEIGHT_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The riskWeight property name ("riskWeightLevel")
RISK_WEIGHT_REPO - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_WEIGHT_SPOT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
RISK_WEIGHT_UNEXPANDED - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
RiskCharge - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Generic PostProcessor used to calculate the risk charge for various risk classes
RiskCharge(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
RiskChargeCalculations - Class in com.activeviam.frtb.core.calc
RiskChargeCalculations() - Constructor for class com.activeviam.frtb.core.calc.RiskChargeCalculations
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionCorrelations
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPositionLinear
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
riskClass - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
riskClass - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
riskClass() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
RiskClassColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs: Convert the CSV file Risk Class into a canonical format (as in FRTBConstants).
RiskClassColumnCalculator(String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.RiskClassColumnCalculator
riskClassLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
riskClassLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
riskClassLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: risk class level info
riskClassLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: risk class level info
riskClassToStore - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
RiskClassTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: TuplePublisher that handles the publishing of a risk measure specific tuple from the source files to all the relevant stores.
RiskClassTuplePublisher(IDatastore, IParameterRetriever, Map<String, String>, Map<String, ATradeBasePublisher>, String) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher: Constructor
riskFactorBreakdownLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
RiskFactorColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs: Column calculator that builds the Risk Factor from multiple fields.
RiskFactorColumnCalculator(String, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator
RiskFactorDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Risk Factor Description store.
riskFactorLevel - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
riskFactorLevel - Variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
riskFactorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
riskFactorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
riskFactorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskFactorLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
riskFactorLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
riskFactorLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
riskFactorLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
riskFactorParentLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskFactorPartitioningModulo() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Gets the modulo of the partitioning on IMADatastoreConfig.IMA_TRADES_STORE_RISK_FACTOR.
riskFactorPublisher - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
RiskFactorPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher for the MarketDataDescription store.
RiskFactorPublisher(IDatastore, IParameterRetriever, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.RiskFactorPublisher: Constructor
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
riskMeasure - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
riskMeasure - Variable in class com.activeviam.frtb.ref.source.colcalcs.RiskFactorColumnCalculator
riskMeasure - Variable in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator
riskMeasure - Variable in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingFxCcyColumnCalculator
riskMeasure - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.DefaultRiskChargeTuplePublisher
riskMeasure - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
riskMeasure() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
RiskMeasureAwareFilter - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Provides Risk Measure only aware filter while RiskTypeAwareFilter filters by both Risk Class and Risk Measure.
RiskMeasureAwareFilter(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
RiskMeasureAwareFilter.FilterPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
riskMeasureLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
riskMeasureLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter: risk measure level info
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter: risk measure level info
riskMeasureLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector: risk measure level info
RiskPosition - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Calculate the Risk Position with linear time complexity using the weighted sensitivity correlations (and aggregations map).
RiskPosition(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
RiskTypeAwareFilter - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Filters the contribution of the children of the current location based on the appropriate risk class and measure.
RiskTypeAwareFilter(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
RiskTypeAwareFilter.FilterPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
RiskTypeAwareFilterVector - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Filters the contribution of the children of the current location based on the appropriate risk class and measure.
RiskTypeAwareFilterVector(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
RiskTypeAwareFilterVector.FilterPrefetcher - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
riskWeight(double, double, int) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations: Calculates the vega risk weight
riskWeight(IQueryCache, IDatastoreVersion, IParameterRetriever, LocalDate, String, String, String) - Static method in class com.activeviam.frtb.core.calc.VegaCalculations: Vega risk weight
RiskWeightedAssets - Class in com.activeviam.frtb.core.postprocessor.combined.impl
RiskWeightedAssets(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.RiskWeightedAssets: Constructor
RiskWeightPostProcessorPrefetcher(IActivePivot, ARiskWeight<?>, IMeasuresProvider, String[]) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight.RiskWeightPostProcessorPrefetcher: Constructor of ARiskWeight.RiskWeightPostProcessorPrefetcher.
riskWeightWeightLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
ROLE_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ROLE_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
ROLE_ADJUSTER - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_ADMIN - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_ADMIN - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ROLE_ADMIN - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
ROLE_APPROVER - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_APPROVER - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
ROLE_CS_ROOT - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_CS_ROOT - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ROLE_CS_ROOT - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
ROLE_KPI - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig: ROLE_KPI is added to users, to give them permission to read kpis created by other users in the content server In order to "share" kpis created in the content server, the kpi reader role is set to : ROLE_KPI
ROLE_KPI - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig: ROLE_KPI is added to users, to give them permission to read kpis created by other users in the content server In order to "share" kpis created in the content server, the kpi reader role is set to : ROLE_KPI
ROLE_TECH - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_TECH - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ROLE_TECH - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
ROLE_USER - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
ROLE_USER - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
ROLE_USER - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
round(double, int) - Static method in class com.activeviam.frtb.core.formula.impl.ApplyScenarioOperator
round(double, int) - Static method in class com.activeviam.frtb.core.formula.impl.TailVaROperator
ROW_INDEX - Static variable in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
RRAO - com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: RRAO
RRAO - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RRAO_EXOTIC_UNDERLYING_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: List of Levels for the RRAO Exotic Underlying
RRAO_INCREMENTAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: RRAO Incremental
RRAO_NOTIONAL - com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: RRAO Notional
RRAO_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: RRAO Reference
RRAO_RISK_WEIGHT_EXOTIC - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RRAO_RISK_WEIGHT_OTHER - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
RRAOMeasures - Class in com.activeviam.frtb.core.cfg.measures
RRAOMeasures() - Constructor for class com.activeviam.frtb.core.cfg.measures.RRAOMeasures
RRAOWeightedNotional - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
RRAOWeightedNotional(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
RWA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder

S

SA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
SA_AGGREGATED - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
SA_APPLICATION_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of ActivePivot SA FRTB Application.
SA_COMMODITY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Correlation parameter applied between different buckets when both buckets fall within bucket numbers 1 - 10.
SA_COMMODITY_OTHER_COMMODITY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Correlation parameter applied when either buckets fall under bucket 11.
SA_COMMODITY_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The commodity rho basis correlation value
SA_COMMODITY_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The commodity rho tenor correlation value
SA_CORRELATION_STRESS_HIGH - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The high stress value correlation parameter.
SA_CORRELATION_STRESS_LOW - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The low stress value correlation parameter.
SA_CSR_NONSEC_BUCKET_COVERED_BONDS - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: CSR non-Sec "Index" buckets numbers
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Rho basis correlation parameter used for CSR NonSec Delta when the rho basis are different.
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_NAME_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Rho name correlation parameter used for CSR NonSec Delta when the rho names are different.
SA_CSR_NONSEC_DELTA_DIFFERENT_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Rho tenor correlation parameter used for CSR NonSec Delta when the rho tenors are different.
SA_CSR_NONSEC_DELTA_GAMMA_RATING_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Gamma rating correlation parameter used for CSR NonSec Delta when the rating category are different between two buckets.
SA_CSR_NONSEC_DELTA_RHO_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Rho correlation parameter within CSR non-Sec buckets.
SA_CSR_SEC_CTP_DELTA_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for CSR Sec CTP Delta when the curves are different .
SA_CSR_SEC_NON_CTP_CURVATURE_OTHER_BUCKET_ADDED - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Parameter to determine if the CSR Sec non-CTP Curvaure "other" bucket is added after taking the square root ("true") or is included with the rest ofthe buckets ("false").
SA_CSR_SEC_NON_CTP_DELTA_DIFFERENT_BUCKETS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The correlation parameter applied to the aggregation of sensitivities between different buckets.
SA_CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_ADDED - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Parameter to determine if the CSR Sec non-CTP Detla (and Vega) "other" bucket is added after taking the square root ("true") or is included with the rest ofthe buckets ("false").
SA_CSR_SEC_NON_CTP_DELTA_OTHER_BUCKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The correlation parameter applied to the aggregation of sensitivities between buckets when one is the "other" bucket.
SA_CSR_SEC_NON_CTP_DELTA_RHO_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The CSR Sec No CTP rho basis correlation value
SA_CSR_SEC_NON_CTP_DELTA_RHO_TENOR_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The CSR Sec No CTP rho tenor correlation value
SA_CSR_SEC_NON_CTP_DELTA_RHO_TRANCHE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The CSR Sec No CTP rho tranche correlation value
SA_CSRNS_DELTA_RISK_WEIGHT_COVERED_BONDS_HIGH_RATING_ALTERNATIVE - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Alternative CSR non-Sec risk weight for highly rated (at least AA-) covered bonds.
SA_CSRNS_DELTA_RISK_WEIGHT_COVERED_BONDS_USE_HIGH_RATING_ALTERNATIVE - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Flag to indicate whether or not to use the alternative CSR non-Sec risk weight for highly rated (at least AA-) covered bonds.
SA_CUBE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of SA ActivePivot Cube.
SA_DRC_MATURITY_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Default maturity for DRC JTD calculations
SA_DRC_MATURITY_DEFAULT_VALUE - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
SA_DRC_MATURITY_MAX - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Maximum maturity for DRC JTD calculations
SA_DRC_MATURITY_MAX_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
SA_DRC_MATURITY_MIN - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Minimum maturity for DRC JTD calculations
SA_DRC_MATURITY_MIN_DEFAULT - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
SA_DRC_SEC_NON_CTP_RISK_WEIGHT_FLOOR - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: DRC Sec non-CTP non-senior tranche risk weight floor.
SA_EQUITY_DELTA_GAMMA_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The gamma correlation value for different Equity buckets.
SA_EQUITY_DELTA_GAMMA_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The gamma correlation value for two index Equity buckets.
SA_EQUITY_DELTA_GAMMA_INDEX_CROSS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The gamma correlation value for Equity buckets, when one is an index bucket.
SA_EQUITY_INDEX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The rho correlation value within index Equity buckets.
SA_EQUITY_LARGE_ADVANCED_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The Equity correlation for sensitivities that fall under the large market cap and advanced market economy.
SA_EQUITY_LARGE_EMERGING_MARKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The Equity correlation for sensitivities that fall under the large market cap and emerging market economy.
SA_EQUITY_SMALL_ADVANCED_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The Equity correlation for sensitivities that fall under the small market cap and advanced market economy.
SA_EQUITY_SMALL_EMERGING_MARKET_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The Equity correlation for sensitivities that fall under the small market cap and emerging market economy.
SA_EQUITY_SPOT_TO_REPO_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The spot to repo correlation value for Equity calculations.
SA_EQUITY_SPOT_TO_REPO_DIFFERENT_ISSUER_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The spot to repo correlation value for different issuers in Equity calculations.
SA_FX_BASE_CURRENCY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Base Currency
SA_FX_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The correlation parameter to be applied to fx calculations.
SA_FX_CURVATURE_DIVIDER - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The fx curvature divider to be applied at the CVR+- level for instruments not referencing the reporting/base currency
SA_FX_DELTA_RW - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: FX Delta Risk Weight
SA_FX_DELTA_RW_SELECTED_PAIR_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The fx risk weight adjustment to be applied if the currency and the counter currency are a selected pair specified by the Basel committee.
SA_FX_MAJOR_CCY_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: FX major currency adjustment flag
SA_FX_REPORTING_CURRENCY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Reporting Currency
SA_FX_USE_BASE_CURRENCY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Use Base Currency flag.
SA_FX_USE_FX_DIVIDER - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Use Fx divider flag
SA_GA - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
SA_GIRR_DELTA_BASIS_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: GIRR delta basis risk weight
SA_GIRR_DELTA_BASIS_VS_BASIS_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta between two basis curves.
SA_GIRR_DELTA_BASIS_VS_INFLATION_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta between a basis curve and the inflation curve.
SA_GIRR_DELTA_BASIS_VS_YIELD_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta between a basis curve and a yield curve.
SA_GIRR_DELTA_DIFFERENT_CCY_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta for aggregating between different currencies.
SA_GIRR_DELTA_DIFFERENT_CURVE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta when the curves/risk factors are different.
SA_GIRR_DELTA_DIFFERENT_VERTEX_AND_CURVE_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta when the vertexes and curves/risk factors are different.
SA_GIRR_DELTA_DIFFERENT_VERTEX_CORRELATION_FLOOR - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta when the vertexes are different.
SA_GIRR_DELTA_DIFFERENT_VERTEX_THETA - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The theta value used in the correlation calculation for GIRR Delta when the vertexes are different.
SA_GIRR_DELTA_INFLATION_RISK_WEIGHT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: GIRR delta inflation risk weight
SA_GIRR_DELTA_INFLATION_VS_YIELD_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Delta risk correlation used for GIRR Delta between the inflation curve and a yield curve.
SA_GIRR_DELTA_RW_MAJOR_CURRENCY_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The adjustment to be applied to the risk weight if the currency is one of the selected currencies by the Basel Committee.
SA_GIRR_DELTA_VERTEX_CORRELATION_ROUNDING_DP - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Number of decimal places to round the GIRR vertex correlation.
SA_GIRR_MAJOR_CCY_ADJUSTMENT - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: GIRR major currency adjustment flag
SA_INDEX_BUCKETS_CSR_NS - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: CSR non-Sec "Index" buckets numbers
SA_INDEX_BUCKETS_EQUITY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Equity "Index" buckets numbers
SA_OTHER_BUCKET_COMMODITY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Commodity "Other" bucket number
SA_OTHER_BUCKET_CSR_NS - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: CSR NS "Other" bucket number
SA_OTHER_BUCKET_CSR_SEC_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: CSR Sec CTP "Other" bucket number
SA_OTHER_BUCKET_CSR_SEC_NON_CTP - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: CSR Sec Non-CTP "Other" bucket number
SA_OTHER_BUCKET_EQUITY - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: Equity "Other" bucket number
SA_RRAO_RISK_WEIGHT_EXOTIC - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: RRAO risk weight exotic
SA_RRAO_RISK_WEIGHT_OTHER - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: RRAO risk weight non-exotic
SA_SCHEMA_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig: ID of SA ActivePivot Schema.
SA_TRADE_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
SA_TRADE_DESCRIPTION_STORE_EXOTIC_UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_NOTIONAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_NOTIONAL_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_OTHER_RESIDUAL_RISK_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_PRESENT_VALUE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_PRESENT_VALUE_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_RESIDUAL_RISK - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_TRADE_DESCRIPTION_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SA_VEGA_RHO_OPTION_MATURITY_ALPHA - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The value of alpha for the option maturity correlation parameter.
SA_VEGA_RHO_UNDERLYING_MATURITY_ALPHA - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The value of alpha for the underlying maturity correlation parameter.
SA_VEGA_RW - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The vega risk weight to be applied.
SA_VEGA_RW_ROUNDING_DP - Static variable in class com.activeviam.frtb.core.constants.FRTBParameters: The rounding to apply to the Vega risk weights.
saCubeDistributingField - Variable in class com.activeviam.frtb.ref.cfg.impl.DistributionConfig: StandardisedApproachCube distributing field.
saCubeInstanceDesc(Date, String) - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
SADatastoreConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the Standardised Approach stores.
SADatastoreConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
saDrcTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
SAMeasureBuilder - Class in com.activeviam.frtb.ref.cfg.measures.impl: Static methods for producing the descriptions of the post-processors for the SBM measures.
SAMeasureBuilder() - Constructor for class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
SAMeasureBuilder.CurvatureFullChainFactory - Interface in com.activeviam.frtb.ref.cfg.measures.impl
SAMeasureBuilder.CurvatureRiskChainFactory - Interface in com.activeviam.frtb.ref.cfg.measures.impl
SAMeasureBuilder.FullChainFactory - Interface in com.activeviam.frtb.ref.cfg.measures.impl
SAMeasureBuilder.RiskChainFactory - Interface in com.activeviam.frtb.ref.cfg.measures.impl
saNativeMeasures() - Method in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders
saReferences - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A list of references between the Standardised Approach stores.
saReferences() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Bean which creates the list of references for the Standardised Approach
SARiskChargeAggregatedPerPLAZone - Class in com.activeviam.frtb.core.postprocessor.combined.impl
SARiskChargeAggregatedPerPLAZone(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.combined.impl.SARiskChargeAggregatedPerPLAZone: Constructor
saSbmMaturityConverter - Variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
saSbmMaturityConverter - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig
saSbmMaturityConverter - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig
saSbmMaturityConverter(BeanFactory, String) - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: The implementation of IMaturityConverter to be used for SA SBM calculations.
saSchemaDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
saSchemaInstanceDesc(Date, String) - Method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
saStores - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A list of all the Standardised Approach stores.
saStores() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Bean that returns a list of all the Standardised Approach store descriptions.
SATradesDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Trade Notional store.
save - Variable in class com.activeviam.frtb.ref.services.rest.impl.ASummaryCubeRestService
SAVE_PARAM - Static variable in interface com.activeviam.frtb.ref.services.rest.ICubeExportRestService
saveTradeBaseTuples(Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.publishers.ATradeBasePublisher: Creates TradeBase tuples given a list of source tuples
SB - com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Sum of CVR Up or CVR Down at the bucket level based on the selected risk position scenario
SB_CURVATURE_SENSITIVITIES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
SB_DELTA_SENSITIVITIES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
SB_VEGA_SENSITIVITIES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
SBM_RISK_CLASSES - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
SbmCommonFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
SbmCommonFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
SbmCurvatureFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
SbmCurvatureFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
SbmDeltaFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
SbmDeltaFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
sbmTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
SbmVegaFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
SbmVegaFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
scale - Variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
scale - Variable in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
scale - Variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
SCALE - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff: Scale when subtracting ("Scale").
SCALE - Static variable in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
SCALE_FACTOR - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Scale Factor ("scaleFactor")
SCALE_STEP_SIZE_DEFAULT - Static variable in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
ScaledGrossJTD - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the Scaled Gross JTD
ScaledGrossJTD(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.ScaledGrossJTD
ScaledVectorValue - Class in com.activeviam.frtb.core.postprocessor.impl: Return a (scaled) single value from an IVector.
ScaledVectorValue(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
scaleTrade(TradeRescaleDTO) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.ITradeRescaleRestService
scaleTrade(TradeRescaleDTO) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
SCENARIO - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_COUNT - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_CURRENCY_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The scenario currency property name ("scenarioCurrencyLevel")
SCENARIO_DOWN_PV - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
SCENARIO_ID - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_IDS - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_IDS - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
SCENARIO_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
SCENARIO_RANK - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
SCENARIO_RANK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
SCENARIO_RANK_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
SCENARIO_RANK_VECTOR - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
SCENARIO_RANK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
SCENARIO_RANK_VECTOR_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
SCENARIO_RECOVERY_RATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_RECOVERY_VALUES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SCENARIO_UP_PV - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
scenario2idx - Static variable in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
scenarioLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
SCENARIOS - Static variable in class com.activeviam.frtb.core.constants.StoreNames
SCENARIOS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Core config stores
SCENARIOS_STORE_DATA_SET - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
SCENARIOS_STORE_INDEX - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
SCENARIOS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
SCENARIOS_STORE_SCENARIO - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
ScenariosExpand - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Expand the values of the PnL vector along the 'scenario' analysis hierarchy.
ScenariosExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
ScenariosStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the Scenarios store.
schemaDescription() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig: A Spring bean for the datastore schema description, based on the stores
schemaDescription() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: A Spring bean for the datastore schema description, based on the stores and references defined in the ParametersDatastoreConfig, SADatastoreConfig, IMADatastoreConfig and DatastoreConfig classes.
schemaDescription() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.DummyDatastoreConfig
scope - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator
SCOPE__AS_OF_DATE - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
SECTOR - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The sector level property name ("sector")
SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketFileConstants
SECTOR_CATEGORY - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The CSR sector category level property name("sectorCategory")
SECTOR_CATEGORY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SECTOR_CATEGORY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.CSRBucketDescriptionFileConstants
sectorCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
sectorCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
sectorCategoryLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
sectorCategoryLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
sectorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
sectorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskWeight
sectorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskWeight
sectorLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskWeight
securityConfig - Variable in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: SecurityConfig spring configuration
SecurityConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Spring configuration fragment for security.
SecurityConfig - Class in com.activeviam.frtb.starter.cfg.impl: Spring configuration fragment for security.
SecurityConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig
SecurityConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig
SecurityConfig.ActivePivotSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl
SecurityConfig.ActivePivotSecurityConfigurer - Class in com.activeviam.frtb.starter.cfg.impl
SecurityConfig.ContentServerSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl: Only required if the content service is exposed.
SecurityConfig.ContentServerSecurityConfigurer - Class in com.activeviam.frtb.starter.cfg.impl: Only required if the content service is exposed.
SecurityConfig.JwtSecurityConfigurer - Class in com.activeviam.frtb.es.tool.cfg.impl: Only required if the content service is exposed.
SecurityConfig.JwtSecurityConfigurer - Class in com.activeviam.frtb.starter.cfg.impl: Only required if the content service is exposed.
SecurityConfig.MRDInMemoryDownloadLinkConsumerSecurityConfigurer - Class in com.activeviam.frtb.starter.cfg.impl: Make sure the InMemoryDownloadLinkConsumerRestServicesConfig REST API is available without authentication.
SecurityConfig.VersionSecurityConfig - Class in com.activeviam.frtb.es.tool.cfg.impl
SecurityConfig.VersionSecurityConfig - Class in com.activeviam.frtb.starter.cfg.impl
select(IDatastoreVersion, IQueryCache, LocalDate, String, Set<Pair<LocalDate, String>>) - Method in class com.activeviam.frtb.core.parameter.impl.FRTBParametersLookup
select(IDatastoreVersion, IQueryCache, LocalDate, String, Set<Pair<LocalDate, String>>) - Method in interface com.activeviam.frtb.core.parameter.IParameterSetSelector: Select the best as-of date and parameter set pair from among available options, to match a target as-of date and parameter set
select(IDatastoreVersion, IQueryCache, LocalDate, String, Set<Pair<LocalDate, String>>) - Method in class com.activeviam.frtb.ref.parameter.impl.FRTBParameterSetSelector
selectDuplicateKeyInDatastore(IRecordReader, IRecordReader, IStoreMetadata, Records.IDictionaryProvider, int[], int) - Method in class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
selectDuplicateKeyWithinTransaction(IRecordReader, IRecordReader, IStoreMetadata, Records.IDictionaryProvider, int[], int) - Method in class com.activeviam.frtb.ref.source.MergingDuplicateKeyHandler
sendMessage(IMessageService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Sends a message notifying of the transition.
sendMessage(IMessageService, ITemplateEngine, String) - Method in class com.activeviam.frtb.ref.workflows.units.impl.AlertWorkflowUnit: Sends a message about the alert.
SENIORITY - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Seniority property name for DRC ("seniority")
SENIORITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
SENIORITY_DESCRIPTION - Static variable in class com.activeviam.frtb.core.constants.StoreNames
SENIORITY_DESCRIPTION_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
SENIORITY_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
SENIORITY_DESCRIPTION_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SENIORITY_DESCRIPTION_STORE_RANKING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SENIORITY_DESCRIPTION_STORE_SENIORITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
SENIORITY_RANKING - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Seniority ranking property name for DRC ("seniorityRanking")
SeniorityDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Seniority Description store.
sensiCsvChannelFactory - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
sensiCsvChannelFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig: Channel factory bean.
sensiCsvSource - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
sensiCsvSource() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig: Creates the CSVSource responsible for loading the initial sensitivity data in the datastore from csv files.
sensiCsvSourceConfig() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
sensiCsvTopicConfigs - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
SensiSourceConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the FRTB Application services.
The parameters of the FRTB Services can be quickly changed by modifying the frtb.properties file.
SensiSourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.SensiSourceConfig
SENSITIVITIES - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Sensitivities expanded along vertex hierarchy
SENSITIVITIES_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Sensitivities Differential
SENSITIVITIES_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Sensitivities Reference
SENSITIVITIES_UNFILTERED - com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Sensitivities expanded along vertex hierarchy (prior to filtering basis and inflation vertices)
sensitivitiesCoordinates(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: Get the coordinates in the weighted sensitivity levels or null
sensitivitiesLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
SENSITIVITY_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
SENSITIVITY_DATES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SENSITIVITY_LEVELS - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The sensitivity levels property name ("sensitivityLevels")
SensitivityCalculations - Class in com.activeviam.frtb.core.calc
SensitivityCalculations() - Constructor for class com.activeviam.frtb.core.calc.SensitivityCalculations
sensitivityHierarchies - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
sensitivityLeafLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Leaf location for the sensitivity levels.
sensitivityLeafLocations(ILocation, ILevelInfo[]) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap: Return leaf location for the sensitivity levels.
sensitivityLevels - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
sensitivityLevels(Properties) - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
sensiTopicToRiskMeasure(String) - Static method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
sensiTopicToStore(String) - Static method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
serialVersionUID - Static variable in class com.activeviam.frtb.core.localDate.LocalDateFormatter: serial version uid for the class DateFormatter.
serialVersionUID - Static variable in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter: serial version uid for the class DateFormatter.
serialVersionUID - Static variable in exception com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfException: serialVersionUID
serialVersionUID - Static variable in exception com.activeviam.frtb.ref.parentchild.submitter.ParentChildWhatIfException: serialVersionUID
serviceConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.FRTBWorkflowConfig
serviceConfig - Variable in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig
serviceConfig - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfParser: The Datastore Service configuration (Contains custom parsers for JSON)
servletContextInitializer() - Method in class com.activeviam.frtb.ref.main.FRTBActiveMonitorApplication
servletContextInitializer() - Method in class com.activeviam.frtb.starter.main.FRTBApplication
SES - Class in com.activeviam.frtb.core.postprocessor.ima.impl
SES - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
SES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SES - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
SES(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.SES
SES_EULER - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
SES_INCREMENTAL - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
SES_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
SES_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
SES.UnderlyingMeasuresPrefetcher - Class in com.activeviam.frtb.core.postprocessor.ima.impl
SESEuler - Class in com.activeviam.frtb.core.postprocessor.ima.impl
SESEuler(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.SESEuler
sesPrefetcherComputeLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
sessionFactory() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
set(int, int) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
set(int, Object) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
set(Object...) - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
setAsOfDate(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setAsOfDate(LocalDate) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
setAsOfDate(List<String>) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setAsOfDate(List<String>) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setAsOfDateDictionaries(Collection<IDictionary<LocalDate>>) - Method in class com.activeviam.frtb.core.hierarchy.impl.LookbackHierarchy: Inject the as of date dictionary
setBaseStore(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
setBranch(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setBranch(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setBranch(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setCategory(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
setChildren(Set<ParentChildNode<?>>) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
setCoordinate(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
setCoordinate(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
setDataAvailabilityFactory(IDataAvailability.IFactory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
setDataAvailabilityFactory(IDataAvailability.IFactory) - Method in interface com.activeviam.frtb.core.services.IDataAvailability.IAware: Inject the IDataAvailability.IFactory into the post-processor instance.
setDatastore(IDatastore) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
setDatastoreConfig(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
setDatastorePublisher(IDatastorePublisher) - Method in interface com.activeviam.frtb.ref.source.tuplepublisher.IBaseTuplePublisher
setDatastorePublisher(IDatastorePublisher) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
setDeskEligibility(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setDesks(List<String>) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setDifferentiationStepSize(double) - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
setDistributionAwareQueryRunnerFactory(IDistributionAwareQueryRunner.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
setDistributionAwareQueryRunnerFactory(IDistributionAwareQueryRunner.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
setDistributionAwareQueryRunnerFactory(IDistributionAwareQueryRunner.Factory) - Method in interface com.activeviam.frtb.core.services.IDistributionAwareQueryRunner.Aware: Inject the IDistributionAwareQueryRunner.Factory into the post-processor instance.
setDistributionConfig(DistributionConfig) - Method in interface com.activeviam.frtb.ref.cfg.impl.DistributionConfig.IDistributionConfigAware: Setter method for injecting the configuration.
setDrcMaturityConverter(IMaturityConverter) - Method in interface com.activeviam.frtb.core.dates.IDrcMaturityConverterAware
setDrcMaturityConverter(IMaturityConverter) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
setDrillDownTo(String) - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
setDuplicate(boolean) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setDuplicate(boolean) - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
setErrorHandler(IPostProcessorErrorHandler) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
setES(double) - Method in class com.activeviam.frtb.es.tool.context.impl.ESContextVal
setESStressPeriodSlidingWindow(int) - Method in class com.activeviam.frtb.es.tool.context.impl.ESStressPeriodSlidingWindowContextVal
setFields(Object[]) - Method in class com.activeviam.frtb.core.utils.ObjectArrayWrapper
setFilterLevelMember(ICubeFilterBuilder, ILevelInfo, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
setFrtbDesk(boolean) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
setFrtbModel(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
setHierarchy(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
setImaNbExceptions(int) - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
setIndex(int) - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
setIrtDesk(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
setJsonDatastoreEdit(JsonDatastoreEdit) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
setLeafLevel(String) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
setLevel(String) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
setLookback(String) - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
setLookback(String) - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
setLookback(String) - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
setLookback(String) - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
setMeasure(String) - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
setMonitorService(IMonitorService) - Method in class com.activeviam.frtb.ref.workflows.batch.impl.BatchEventProcessExecutor: Sets the monitor service for processing.
setName(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
setNameSuffix(String) - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
setNext(IPointLocationBuilder) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.LeafExpansionProcedure.CartesianProductIterator
setNext(IPointLocationBuilder) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity.FxBucketsExpansionProcedure.FxBucketsExpansionProcedureIterator
setOnColumns(String) - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
setOnRows(String) - Method in class com.activeviam.frtb.ref.drillin.service.dto.DrillInMdxDTO
setOptionality() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
setOrganisationHierarchyMapFactory(IOrganisationHierarchyMap.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
setOrganisationHierarchyMapFactory(IOrganisationHierarchyMap.Factory) - Method in interface com.activeviam.frtb.core.services.IOrganisationHierarchyMap.Aware: Inject the IOrganisationHierarchyMap.Factory into the post-processor instance.
setParameterRetriever(IParameterRetriever) - Method in interface com.activeviam.frtb.core.parameter.IParameterRetrieverAware
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSCurvatureCVR
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxCurvatureCVR
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXExpandRiskFactor
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
setParameterRetriever(IParameterRetriever) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
setParameterWorkflows() - Method in class com.activeviam.frtb.ref.cfg.impl.InitialActiveMonitorConfig: [Optional] This step associates workflow schemes to parameters.
setParent(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.ParentChildNode
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLES
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.RankVector
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPosition
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DefaultRiskCharge
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DRCMeasureOverride
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.DrcScenario
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.GrossJTD
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.IMADefaultRiskCharge
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.LGD
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.MaturityScalingFactor
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTD
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDNetty
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.NetJTDWeightings
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ConstrainedES
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESCurrentRatio
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapital
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESForRiskCapitalEuler
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ESLHAdjEuler
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMAFilter
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMARiskCharge
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.IMCC
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LHAdjESSquared
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonValue
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.NegativeValue
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.Omega
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ScenariosExpand
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SES
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DatedOrgHierarchyMap
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DifferentialSum
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DistributedFirstUnderlying
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleAdd
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDiff
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleDivision
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.DoubleFiltering
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.PartitionedFormula
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLES
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.PnLVar
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.RankVector
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelChoice
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.ScaledVectorValue
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Covariance
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.EmpiricalDistributionFunction
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.KolmogorovSmirnovMetric
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.Outlier
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureCVR
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ACurvatureShockInterpolation
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ADoubleSumsExpand
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AIncrementalMeasureAccrossLevel
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPV
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVDownShock
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ApplyPVUpShock
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureDeltaWeightedSensitivity
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureRiskPositionMax
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureSb
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaSensitivitiesFiltered
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaSensitivitiesFiltered
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskMeasureAwareFilter
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskPosition
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilter
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskTypeAwareFilterVector
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RRAOWeightedNotional
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
setPartitioningManagerFactory(IPostProcessorPartitioningManager.Factory) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
setPlaZone(String) - Method in class com.activeviam.frtb.ref.parentchild.nodes.BookParentChildNode
setPostProcessorProperties(Properties, String) - Static method in class com.activeviam.frtb.core.postprocessor.pl.impl.AAnalysisLevelsExpand: Sets the post-processor properties used by this base class.
setPostProcessorProperties(Properties, String, String, Class<? extends ILookbackContextValue>, String) - Static method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor: Sets the post-processor properties used by this base class.
setProperties(Properties, Properties, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.frtb.ref.services.impl.DatastoreLookupOrganisationHierarchyMap: Update post-processor description properties to help describe the mappings
setProRataHierarchies(Collection<String>) - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyTranslator
setProRataLeafLevels(Collection<String>) - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelTranslator
setPvApplied() - Method in class com.activeviam.frtb.ref.utils.PublisherInterpolationValues
setReferenceLevels(Collection<String>) - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelTranslator
setRiskFactor(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setSaSbmMaturityConverter(IMaturityConverter) - Method in interface com.activeviam.frtb.core.dates.ISaSbmMaturityConverterAware
setScaleFactor(double) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setScaleFactor(double) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setScalingFactor(double) - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
setSubmissionManager(IWhatIfSubmissionManager) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfManagerService
setSubmissionManager(IWhatIfSubmissionManager<IWhatIfSubmission>) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
setSubmissionName(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setSuffix(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
setTaskName(String) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
setTaskName(String) - Method in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
setThreadLocalContext(IActivePivot, IQueryCache, IDatastoreVersion, IPostProcessor<?>, ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
setTitle(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setTitle(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setTradeID(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setTradeID(List<String>) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setUser(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DeskModelSwitchSubmissionDTO
setUserName(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
setUserName(String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
setValue(double) - Method in class com.activeviam.frtb.core.formula.impl.TailVaROperator.ComparableVectorEntry
setWhatIfDistributedQuerier(WhatIfDistributedQueryUtils) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
setWhatIfDistributedQueryUtils(WhatIfDistributedQueryUtils) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
setWhatIfRoles(Map<String, Set<String>>) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
setWhatIfWorkflow(IWhatIfWorkflow) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
setWhatIfWorkflow(IWhatIfWorkflow) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
setWorkflow(IWorkflowService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.ParameterWorkflowUnit
SHIFT_DOWN_PV - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SHIFT_DOWN_PV - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
SHIFT_UP_PV - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SHIFT_UP_PV - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
shiftFilter(ILocation, ICubeFilter) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
shiftLocation(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
SHOCKED_DOWN_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Shocked Down Prices Differential
SHOCKED_DOWN_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Shocked Down Prices Reference
SHOCKED_UP_DIFFERENTIAL - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Shocked Up Prices Differential
SHOCKED_UP_REFERENCE - com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Shocked Up Prices Reference
ShockInterpolationUtils - Class in com.activeviam.frtb.core.utils
ShockInterpolationUtils() - Constructor for class com.activeviam.frtb.core.utils.ShockInterpolationUtils
shouldAdjustWeighting(String, String, LocalDate, IParameterRetriever, String, IDatastoreVersion, IQueryCache) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxMajorCurrencyAdjustmentUtil
shouldDivideWeightings(IParameterRetriever, String, LocalDate, IQueryCache, IDatastoreVersion, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRMajorCurrencyAdjustmentUtil
SIBLING_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
siblingLocations(ILocation) - Method in class com.activeviam.frtb.core.postprocessor.impl.ProRata: Determine the sibling locations.
SiblingPrefetcher() - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ProRata.SiblingPrefetcher
SimpleCsvSourceConfig - Class in com.activeviam.frtb.ref.source.dataloadcontroller.impl: A flavour of SimpleSourceConfig for use with CSV file sources.
SimpleCsvSourceConfig(CSVMessageChannelFactory, CsvScopedFetchSource, Map<String, SimpleSourceConfig.ITopicConfig<IFileInfo>>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleCsvSourceConfig
SimpleDataAvailability - Class in com.activeviam.frtb.core.services.impl: Implementation of IDataAvailability which returns all measures passed to it.
SimpleDataAvailability() - Constructor for class com.activeviam.frtb.core.services.impl.SimpleDataAvailability
SimpleDataAvailability.Factory - Class in com.activeviam.frtb.core.services.impl
SimpleIntegerMath - Class in com.activeviam.frtb.core.postprocessor.impl
SimpleIntegerMath(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.SimpleIntegerMath
SimpleJdbcSourceConfig - Class in com.activeviam.frtb.ref.source.dataloadcontroller.impl: A flavour of SimpleSourceConfig for use with JDBC sources.
SimpleJdbcSourceConfig(TupleMessageChannelFactory, IJdbcScopedFetchSource, Map<String, SimpleSourceConfig.ITopicConfig<String>>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleJdbcSourceConfig
SimpleMath - Class in com.activeviam.frtb.core.postprocessor.impl
SimpleMath(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
simpleMaturityConverter(IDayCountConvention, ITenorConverter) - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig: A simple maturity converter using a fixed day count convention and a simple tenor converter.
SimpleMaturityConverter - Class in com.activeviam.frtb.core.dates.impl: Implementation of a maturity converter using fixed day count convention and tenor conversion (does not include support for support business day convention or calendar).
SimpleMaturityConverter(IDayCountConvention, ITenorConverter) - Constructor for class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
SimplePrefetcher(ASimpleFilteringMinimumLevelsPostProcessor<?>) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ASimpleFilteringMinimumLevelsPostProcessor.SimplePrefetcher
SimpleSourceConfig<I,E> - Class in com.activeviam.frtb.ref.source.dataloadcontroller.impl: A basic implementation of ISourceConfig which uses SimpleSourceConfig.ITopicConfig objects to describe each topic, and delegates the channel creation to IStoreMessageChannelFactory via these topic config objects.
SimpleSourceConfig(IStoreMessageChannelFactory<I, E>, IScopedFetchSource<I, E>, Map<String, SimpleSourceConfig.ITopicConfig>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.SimpleSourceConfig: Create a new instance
SimpleSourceConfig.ITopicConfig - Interface in com.activeviam.frtb.ref.source.dataloadcontroller.impl: A Message Channel Factory for a topic.
simpleTenorConverter() - Method in class com.activeviam.frtb.starter.cfg.impl.MaturityConverterConfig
SimpleTenorConverter - Class in com.activeviam.frtb.core.dates.impl: Simple implementation of ITenorConverter.
SimpleTenorConverter() - Constructor for class com.activeviam.frtb.core.dates.impl.SimpleTenorConverter
SingletonErrorHandlerWrapper() - Constructor for class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig.SingletonErrorHandlerWrapper
SLIDING_WINDOW_SIZE_250 - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
sortCubes(String...) - Static method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
sortingOrder - Static variable in class com.activeviam.frtb.core.hierarchy.impl.DRCScenarioAnalysisDimension
SourceConfig - Class in com.activeviam.frtb.es.tool.cfg.impl: Spring configuration of the FRTB-ES-TOOL Application services.
The parameters of the FRTB-ES-TOOL Services can be quickly changed by modifying the frtb-es-tool.properties file.
SourceConfig - Class in com.activeviam.frtb.ref.cfg.impl: Spring configuration of the FRTB Application services.
The parameters of the FRTB Services can be quickly changed by modifying the frtb.properties file.
SourceConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SourceConfig
SourceConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.SourceConfig
sourceConfigStoreNames - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
sourceConfigStoreNames(List<ACSVSourceConfig.ChannelParameters>) - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
sourceConfigStores() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
SourceTopicAliases - Class in com.activeviam.frtb.ref.cfg.impl
SourceTopicAliases() - Constructor for class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
SP_PROFILE__DATA_NODE - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Spring profile for enabling data-node-only features when deploying in a distributed architecture manner.
SP_PROFILE__QUERY_NODE - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: Spring profile for enabling query-node-only features when deploying in a distributed architecture manner.
SparseVectorCommitTimeUpdater - Class in com.activeviam.frtb.ref.cfg.stores.triggers: Listen for changes to a specified datastore and it's field.
SparseVectorCommitTimeUpdater(IDatastore) - Constructor for class com.activeviam.frtb.ref.cfg.stores.triggers.SparseVectorCommitTimeUpdater
SPEARMAN_CORRELATION_METRIC - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
SPOT - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
SpringOncePerRequestCorsFilter - Class in com.activeviam.frtb.cfg.impl: Inspired by the OncePerRequestFilter to make sure that CORS headers are applied once only.
SpringOncePerRequestCorsFilter() - Constructor for class com.activeviam.frtb.cfg.impl.SpringOncePerRequestCorsFilter
SQRT2_CCY_KEY_PREFIX - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
SqrtLH - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Returns the square root when looking across liquidity horizons (e.g.
SqrtLH(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.SqrtLH
SQUARE - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
SQUARED_ES_LIQUIDITY_ADJ - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
SQUARED_LH_SCALE_FACTOR - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
SQUARED_LH_SCALE_FACTOR_REFERENCE - com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
StandardDeviation - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Computes the standard deviation of a vector
StandardDeviation(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviation
StandardDeviationLookback - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Calculate the standard deviation (square root of variance) over past dates.
StandardDeviationLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.StandardDeviationLookback
startManager() - Method in class com.activeviam.frtb.es.tool.cfg.impl.EsToolConfig: Initialize and start the ActivePivot Manager.
startManager() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: Initialize and start the ActivePivot Manager, after performing all the injections into the ActivePivot plug-ins.
startMessengers() - Method in class com.activeviam.frtb.starter.cfg.impl.FRTBConfig: For relevant deployment cases (a.k.a.
startPublish(IStoreMessage<? extends IFileInfo, ?>, Collection<Object[]>) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
startTransaction(Object) - Method in class com.activeviam.frtb.ref.source.tuplepublisher.impl.FullAutoCommitTuplePublisher
staticConfig(String) - Static method in class com.activeviam.frtb.ref.utils.PublisherUtils: Static config to allow loading parameters from config files.
staticConfig(Properties) - Static method in class com.activeviam.frtb.core.constants.FRTBConstants: Temporary (pending config overhaul): called by FRTBConfig.startManager()
staticConfig(Properties) - Static method in class com.activeviam.frtb.core.utils.CorrelationUtils: Temporary (pending config overhaul): called by FRTBConfig.startManager()
staticConfig(Properties) - Static method in class com.activeviam.frtb.core.utils.RhoUtils: Temporary (pending config overhaul): called by FRTBConfig.startManager()
StaticDataPublisher - Class in com.activeviam.frtb.ref.source.publishers: Publisher that inserts all tuples into the given store.
StaticDataPublisher(IDatastore, String) - Constructor for class com.activeviam.frtb.ref.source.publishers.StaticDataPublisher: Constructor
StaticResourcesHandler - Class in com.activeviam.frtb.starter.cfg.impl
StaticResourcesHandler() - Constructor for class com.activeviam.frtb.starter.cfg.impl.StaticResourcesHandler
STD_DEV_HYPOTHETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
STD_DEV_HYPOTHETICAL_PL_LOOKBACK_RANK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
STD_DEV_PREFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
STD_DEV_RISK_THEORETICAL_PL_LOOKBACK_RANK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
STEP_SIZE_DEFAULT - Static variable in interface com.activeviam.frtb.core.context.IDifferentiationStepSizeContextVal: Default step size for numerical differentiation.
STOP - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
store - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.frtb.ref.cfg.impl.ParameterSetDatastoreConfig
StoreFieldNames - Class in com.activeviam.frtb.core.constants
StoreFieldNames() - Constructor for class com.activeviam.frtb.core.constants.StoreFieldNames
storeKeyFields - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
storeKeyIndices - Variable in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
storeName - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
storeName - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
storeName - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
StoreNames - Class in com.activeviam.frtb.core.constants
StoreNames() - Constructor for class com.activeviam.frtb.core.constants.StoreNames
STORES - Variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
storesSecurity - Variable in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreRestStoresSecurityConfig
storesSecurity - Variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreRestStoresSecurityConfig
storesSecurity - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
storesSecurityConfig - Variable in class com.activeviam.frtb.es.tool.cfg.impl.EsToolDatastoreServiceConfig
storesSecurityConfig - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig
storesSecurityConfig() - Method in class com.activeviam.frtb.es.tool.cfg.impl.DatastoreConfig
storesSecurityConfig() - Method in class com.activeviam.frtb.ref.cfg.impl.ConditionedDatastoreViewerServices
StoreUtils - Class in com.activeviam.frtb.core.utils
StoreUtils() - Constructor for class com.activeviam.frtb.core.utils.StoreUtils
stressBucketCorrelation(double, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge: Stresses the value of gamma according to the current stress scenario.
stressCorrelation(LocalDate, String, double) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Stresses the correlation value according to the current stress scenario.
stressCorrelations(LocalDate, String, IVector) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureLinear: Apply the stress to the correlations.
stressRho(double, LocalDate, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskPosition: Stresses the value of rho according to the current stress scenario.
SUB_TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
SUB_VECTOR_SIZE_250 - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
SUB_VECTOR_SIZE_499 - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
submissionManager - Variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
submitBranchFromTree(String, List<ParentChildNode<?>>, String, String, LocalDate) - Method in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter: This method provides a way to persist new branches created through the parent child service.
submitDeskModelSwitch(DeskModelSwitchSubmissionDTO) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.DeskModelSwitchRestService
submitDeskModelSwitch(DeskModelSwitchSubmissionDTO) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.IDeskModelSwitchRestService
submitTreeUpdateForBranch(String, List<ParentChildNode<?>>, String, String, LocalDate) - Method in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter: This method provides a way to persist data changes on a currently existing branch through the parent child service.
submitUpdateDatastore(String, String, String, String, List<Object[]>, List<Object[]>, List<Map<String, Object>>) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter: This method provides a way to persist data changes on a branch through the dsviewer service.
submitUpdateDatastore(String, String, String, String, List<Object[]>, List<Object[]>, List<Map<String, Object>>) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter: This method provides a way to persist data changes on a branch through the dsviewer service.
submitUpdateDatastore(String, String, String, String, List<Object[]>, List<Object[]>, List<Map<String, Object>>) - Method in interface com.activeviam.frtb.ref.dsviewer.whatif.submitter.IDSViewerWhatIfSubmitter
SUBSCRIPT - Static variable in class com.activeviam.frtb.core.postprocessor.impl.SimpleMath
SumIntegerLookback - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Calculate the (integer) sum over past dates.
SumIntegerLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.SumIntegerLookback
summary - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.IMAPLTuplePublisher
supportsAnalysisLevels() - Method in class com.activeviam.frtb.core.postprocessor.lookback.impl.ALookbackPostProcessor
supportsAnalysisLevels() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
supportsAnalysisLevels() - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap

T

t - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
T_PROPERTY - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.LiquidityHorizonCoefficient
TAGS - Static variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
TAGS - Static variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
tailMeasureCalc - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.ES
tailMeasureCalc - Variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
tailMeasureCalc - Variable in class com.activeviam.frtb.core.postprocessor.impl.LEstimator
tailMeasureCalc() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBPostProcessorConfig: The Spring bean for the ITailMeasureCalc implementation (i.e.
TailVaROperator - Class in com.activeviam.frtb.core.formula.impl: TVaROperator A formula post processor for calculation of VaR using a vector of PnL evaluated on various scenarios.
TailVaROperator() - Constructor for class com.activeviam.frtb.core.formula.impl.TailVaROperator
TailVaROperator.ComparableVectorEntry - Class in com.activeviam.frtb.core.formula.impl
targetLocation - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.TargetPrefetcher
targetMeasure - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
targetMeasures - Variable in class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift
TargetPrefetcher(String, Function<ILocation, ILocation>, String...) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ReferenceLevelLocationShift.TargetPrefetcher
taskAssigner() - Method in class com.activeviam.frtb.ref.cfg.impl.FRTBActiveMonitorAppConfig
taskName - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
taskName - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
taskName - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
TECHNICAL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.SAMeasureBuilder
TECHNICAL_FOLDER - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
TECHNICAL_FOLDER_NAME - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
technicalUserDetailsService() - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig
technicalUserDetailsService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
TempLikeConditionFactory - Class in com.qfs.store.service.impl: Custom code that needs to be supported via the native LikeConditionFactory or another plugin key in the future.
TempLikeConditionFactory() - Constructor for class com.qfs.store.service.impl.TempLikeConditionFactory
TENOR - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
TENOR_INDEX - Static variable in class com.activeviam.frtb.core.calc.CommodityDeltaCalculations
TENOR_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRNSDeltaCalculations
TENOR_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecCTPDeltaCalculations
TENOR_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
tenorConverter - Variable in class com.activeviam.frtb.core.dates.impl.LegacyMaturityConverter
tenorConverter - Variable in class com.activeviam.frtb.core.dates.impl.SimpleMaturityConverter
TEST_PROPERTIES_FILE - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBEnvConstants: The file containing the properties used for any applications in a test package.
ThreadLocalDateFormat() - Constructor for class com.activeviam.frtb.core.localDate.LocalDateFormatter.ThreadLocalDateFormat
ThreadLocalDateFormat() - Constructor for class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter.ThreadLocalDateFormat
time - Variable in class com.activeviam.frtb.starter.logging.QFSFormatter: Current time
TIME_FORMAT - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Format string to display time from a date
TIMESTAMP - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
toDate(IActivePivot, IDatastoreVersion, LocalDate, String, List<Object>) - Method in interface com.activeviam.frtb.core.dates.IMaturityConverter: Convert tenorOrDate to a LocalDate.
toDate(IActivePivot, IDatastoreVersion, LocalDate, String, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
toHierarchyInfos(List<ILevelInfo>) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
toLevelInfo(String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
TOP_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.impl.ProRata
topic - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
topic - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.BaseStoresAsOfDateConditionConverter
topic - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.ConfigurationConditionConverter
topic - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig.HistoricalConditionConverter
TOPIC__ALL_IMA_DAILY - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__ALL_SA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__CA_SUMMARY_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__CA_TRADE_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__CONFIGURATION_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__FX_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__IMA_DRC_SCENARIOS_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__IMA_DRC_SUMMARY_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__IMA_DRC_TRADE_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__IMA_SUMMARY - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__ORGANISATION_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__PL_SUMMARY_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__PL_TRADE_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__SA_DRC_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__SBM_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__TRADE_BOOKING_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC__TUPLE_DATA - Static variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig
TOPIC_CSR_BUCKET_CORRELATIONS_NONSEC - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
TOPIC_CSR_BUCKET_CORRELATIONS_SECCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
TOPIC_CSR_BUCKET_DESCRIPTION_NONSEC - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_CSR_BUCKET_DESCRIPTION_SECCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_CSR_BUCKET_DESCRIPTION_SECNONCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_CSR_BUCKET_NONSEC - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_CSR_BUCKET_RISK_WEIGHTS_NONSEC - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
TOPIC_CSR_BUCKET_RISK_WEIGHTS_SECCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
TOPIC_CSR_BUCKET_RISK_WEIGHTS_SECNONCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
TOPIC_CSR_BUCKET_SECCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_CSR_BUCKET_SECNONCTP - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_DRC - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
TOPIC_DRC_NONLINEAR_RECOVERY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
TOPIC_DRC_SCENARIO_COUNT - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCScenarioCountFileConstants
TOPIC_FX_HISTORICAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_IMA_RISK_FACTORS_HISTORICAL - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TOPIC_IMA_SUMMARY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMASummaryFileConstants
TOPIC_IMA_TRADES - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
TOPIC_SENSITIVITIES - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
TOPIC_SENSITIVITIES - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
TOPIC_SENSITIVITIES - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
TOPIC_TRADES - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
topicConfig() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
TopicConfig - Class in com.activeviam.frtb.ref.source.dataloadcontroller.impl: Implementation of SimpleSourceConfig.ITopicConfig which uses an optional wrapper for creating the message channel using the store message channel factory.
TopicConfig(String, String, ITuplePublisher) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
TopicConfig(String, String, ITuplePublisher, Function<IStoreMessageChannelFactory<I, ?>, IMessageChannel<I, ?>>) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
topicToScopeToRemoveWhereConditionConverter(String) - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerConfig: Map topics to remove where conditions converters.
TopPrefetcher() - Constructor for class com.activeviam.frtb.core.postprocessor.impl.ProRata.TopPrefetcher
toStatusString(int) - Method in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit: Gets a name describing the status code.
toString() - Method in class com.activeviam.frtb.core.calc.AggregatesMap.Key
toString() - Method in class com.activeviam.frtb.core.context.impl.BackTestingLookbackContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.CALookbackContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.DifferentiationStepSizeContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.IMADRCLookbackContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.ImaNbExceptionsContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.PLALookbackContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.ProRataHierarchyContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.ProRataLeafLevelContextVal
toString() - Method in class com.activeviam.frtb.core.context.impl.ReferenceLevelContextVal
toString() - Method in class com.activeviam.frtb.core.localDate.LocalDateFormatter: Returns a representation of the DateFormatter class.
toString() - Method in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter: Returns a representation of the DateFormatter class.
toString() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.DSVDatastoreEditDTO
toString() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
toString() - Method in class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
toString() - Method in class com.activeviam.frtb.ref.utils.FRTBTupleKey
toString() - Method in class com.activeviam.frtb.ref.utils.PublisherContext
toString() - Method in class com.activeviam.frtb.ref.utils.PublisherStoreIndexes
toYearFraction(IActivePivot, IDatastoreVersion, LocalDate, String, List<Object>) - Method in interface com.activeviam.frtb.core.dates.IMaturityConverter: Calculate the year fraction between asOfDate and tenorOrDate.
toYearFraction(IActivePivot, IDatastoreVersion, LocalDate, String, List<Object>) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter
toYearFractions(LocalDate, T[], IMaturityConverter) - Static method in class com.activeviam.frtb.ref.utils.InterpolationUtils
TRADE_ATTRIBUTES_SA_TRADES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
TRADE_BASE_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
TRADE_BASE_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Trade stores
TRADE_BASE_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRADE_BASE_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRADE_BASE_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRADE_BASE_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRADE_BASE_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRADE_CCY_KEY_PREFIX - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
TRADE_DATE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
TRADE_DATE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
TRADE_DELTA_KEY_PREFIX - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
TRADE_ID - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCNonLinearRecoveryFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.IMATradesFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
TRADE_ID_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The tradeId level property name ("tradeIdLevel")
TRADE_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Trade (i.e.
TRADE_MAPPING_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: Shared stores
TRADE_MAPPING_STORE_BOOK - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
TRADE_MAPPING_STORE_LEGAL_ENTITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
TRADE_MAPPING_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
TRADE_MAPPING_STORE_TRADE_DATE - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
TRADE_MAPPING_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig
TradeAttributesFileConstants - Class in com.activeviam.frtb.ref.cfg.stores.constants
TradeAttributesFileConstants() - Constructor for class com.activeviam.frtb.ref.cfg.stores.constants.TradeAttributesFileConstants
TradeBaseStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Trade Base store.
tradeBookingTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
TradeDatesComparator - Class in com.activeviam.frtb.ref.source.comparators
TradeDatesComparator() - Constructor for class com.activeviam.frtb.ref.source.comparators.TradeDatesComparator
TradeDuplicateWhatIfDefinition - Class in com.activeviam.frtb.ref.whatif.definition
TradeDuplicateWhatIfDefinition() - Constructor for class com.activeviam.frtb.ref.whatif.definition.TradeDuplicateWhatIfDefinition
TradeDuplicateWhatIfDefinition(String, ICondition, List<String>, String, String) - Constructor for class com.activeviam.frtb.ref.whatif.definition.TradeDuplicateWhatIfDefinition
tradeLevel - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability.Factory
tradeLevel - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
tradeLevelApplications() - Static method in class com.activeviam.frtb.ref.cfg.impl.CustomActivePivotConfig
TradeMappingStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.DatastoreConfig.ConcreteDatastoreConfig: Store description for the Trade Mapping store.
TradeRescaleDTO - Class in com.activeviam.frtb.ref.source.whatif.rest.dto
TradeRescaleDTO() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
TradeRescaleDTO(List<String>, List<String>, double, String, String, String, boolean, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeRescaleDTO
tradeRescaleRestService() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
TradeRescaleRestService - Class in com.activeviam.frtb.ref.source.whatif.rest.services
TradeRescaleRestService() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.services.TradeRescaleRestService
TradeRescaleWhatIfDefinition - Class in com.activeviam.frtb.ref.whatif.definition
TradeRescaleWhatIfDefinition() - Constructor for class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
TradeRescaleWhatIfDefinition(String, ICondition, List<String>, String, double, boolean, String) - Constructor for class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
TradeScaleDTO - Class in com.activeviam.frtb.ref.source.whatif.rest.dto
TradeScaleDTO(String, String, String, double, String, String, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.dto.TradeScaleDTO
TradesTuplePublisher - Class in com.activeviam.frtb.ref.source.tuplepublisher.impl: Tuple publisher that handles the publishing into the Books, TradeMapping, TradeBase and SATradeDescription stores.
TradesTuplePublisher(IDatastore) - Constructor for class com.activeviam.frtb.ref.source.tuplepublisher.impl.TradesTuplePublisher: Constructor
TRANCHE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
TRANCHE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.DRCFileConstants
TRANCHE_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPDeltaCalculations
TRANCHE_INDEX - Static variable in class com.activeviam.frtb.core.calc.CSRSecNonCTPVegaCalculations
TRANCHE_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The tranche level property name ("trancheLevel")
TRANCHE_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
TRANCHE_STORE_ASSET_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_ATTACHMENT - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_DETACHMENT - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_RATING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_REGION - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TRANCHE_STORE_TRANCHE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
TrancheStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Tranche store.
transactionCommitted(IDatastoreVersion) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
transactionCommitted(IDatastoreVersion) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
transactionRolledBack() - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
transactionRolledBack() - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
transactionStarted(IDatastoreVersion, ITransactionInformation) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.listeners.ParentHierarchyListener
transactionStarted(IDatastoreVersion, ITransactionInformation) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
translatorTupleFields - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.ABaseTuplePublisher
tryISO8601Period(String) - Method in class com.activeviam.frtb.core.dates.impl.SimpleTenorConverter: Try to parse the tenor as a ISO-8601 period
tryParseAsDate(String) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter: Try converting tenorOrDate directly to a date by parsing it as a date.
tryParseAsYearFraction(String) - Method in class com.activeviam.frtb.core.dates.impl.AMaturityConverter: try converting tenorOrDate directly to a year fraction by parsing it as a double.
tupleChannelFactory - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
tupleChannelFactory() - Method in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Tuple Channel factory bean.
tupleCount - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
tuplePublisher - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.TopicConfig
tuplePublisher - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
tuplePublisher - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
tuplePublisher() - Method in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
TuplePublisherDlcHealthEventHandler - Class in com.activeviam.frtb.ref.source.dataloadcontroller
TuplePublisherDlcHealthEventHandler(String, StringBuilder, DlcFormatter) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcHealthEventHandler
TuplePublisherDlcPublish - Class in com.activeviam.frtb.ref.source.dataloadcontroller
TuplePublisherDlcPublish(String, Object, int) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcPublish
TuplePublisherDlcTuplesAdded - Class in com.activeviam.frtb.ref.source.dataloadcontroller
TuplePublisherDlcTuplesAdded(String, Object, String, int) - Constructor for class com.activeviam.frtb.ref.source.dataloadcontroller.TuplePublisherDlcTuplesAdded
tuplePublisherFactory - Variable in class com.activeviam.frtb.ref.cfg.impl.ACSVSourceConfig.ChannelParameters
tupleSource - Variable in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
tupleSource - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
tupleSource() - Method in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig: Creates the ISource responsible for loading initial tuple data in the datastore.
tupleSourceConfig() - Method in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
tupleToIndex(IVector, IVector, Object[]) - Static method in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
tupleTopicConfigs - Variable in class com.activeviam.frtb.starter.cfg.impl.DataLoadControllerSourceConfigs
tupleTopics() - Method in class com.activeviam.frtb.ref.cfg.impl.SourceTopicAliases
type - Variable in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Measure type.
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure
type - Variable in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure
TYPE - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
TYPE - Static variable in class com.activeviam.frtb.core.localDate.LocalDateFormatter: Extended plugin value type
TYPE - Static variable in class com.activeviam.frtb.es.tool.localdate.LocalDateFormatter: Extended plugin value type
TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
TYPE - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
TYPE_INDEX - Static variable in class com.activeviam.frtb.core.calc.EquityDeltaCalculations
TYPE_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRVegaCalculations
TYPE_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The type level property name ("TypeLevel")
typeLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CurvatureToDeltaShift
typeLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
typeLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity

U

UNCONSTRAINED_RISK_CLASS - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMAMeasure
UnconstrainedES - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Returns the sum of the underlying measure ES (capital) for the "allin" risk class
UnconstrainedES(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.UnconstrainedES
UNDERLYING - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCommonFileConstants
UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmCurvatureFileConstants
UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmDeltaFileConstants
UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
UNDERLYING_DESCRIPTION_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
UNDERLYING_DESCRIPTION_STORE_CSR_CREDIT_QUALITY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_CSR_RATING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_CSR_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_EQUITY_ECONOMY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_EQUITY_MARKET_CAP - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_EQUITY_SECTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_FX_UNDERLYING_ORIGINAL_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_GIRR_CCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_GIRR_CURVE_TYPE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_DESCRIPTION_STORE_UNDERLYING - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
UNDERLYING_FX_ORIGINAL_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING_FX_RISK_CCY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Underlying property name ("underlyingLevel")
UNDERLYING_MATURITY - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING_MATURITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
UNDERLYING_MATURITY_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING_MATURITY_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
UNDERLYING_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ExpandRiskFactor
UnderlyingColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs: Calculator for Standardised Approach market data
UnderlyingColumnCalculator(String, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator: Constructor
UnderlyingColumnCalculator(String, String, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator: Constructor
UnderlyingDescriptionStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Underlying Description store.
UnderlyingFxCcyColumnCalculator - Class in com.activeviam.frtb.ref.source.colcalcs: Calculator for Standardised Approach market data
UnderlyingFxCcyColumnCalculator(String, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.UnderlyingFxCcyColumnCalculator: Constructor
UnderlyingFxCcyColumnCalculator(String, String, String) - Constructor for class com.activeviam.frtb.ref.source.colcalcs.UnderlyingFxCcyColumnCalculator: Constructor
underlyingLevelInfo - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
UnderlyingMeasuresPrefetcher(IMeasuresProvider, Function<ILocation, Collection<ILocation>>, String...) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.SES.UnderlyingMeasuresPrefetcher
underlyingOrRiskFactor(ILineReader, String) - Static method in class com.activeviam.frtb.ref.source.colcalcs.UnderlyingColumnCalculator: Retrieves the Underlying from the current file.
underlyingPublisher - Variable in class com.activeviam.frtb.ref.source.tuplepublisher.impl.RiskClassTuplePublisher
underlyingTopicConfigs - Variable in class com.activeviam.frtb.ref.source.dataloadcontroller.impl.CompositeTopicConfig
undictionariseRecordKey(List<Integer>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
UndistributedDSViewerWhatIfRestfulService - Class in com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer: The UndistributedDSViewerWhatIfRestfulService is the restful layer on top of DSViewerWhatIfService and a proxy layer against the DSViewerWhatIfService in an undistributed frtb system.
UndistributedDSViewerWhatIfRestfulService() - Constructor for class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
undistributedWhatIfDatastoreRestService() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig: Creates the REST service for the Datastore.
UNEXPLAINED_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
UNEXPLAINED_PL_LOOKBACK - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
UNEXPLAINED_PL_LOOKBACK_VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
unstressedNonCurvatureCorrelation(LocalDate, String, String, String, String, String, String, String) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
unwrapMeasureNameFromMDXString(String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
up() - Method in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
up(ILocation, ILocation) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.RiskCharge
UP - Static variable in class com.activeviam.frtb.core.postprocessor.impl.CurvatureRiskPositionScenario
UPDATE - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
UPDATE_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
UPDATE_DATASTORE_DEFINITION - Static variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
UPDATE_TIMESTAMP - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.NativeMeasureBuilders.NativeMeasureBuilder
updateDatastore(String, String, String, String, JsonDatastoreEdit) - Method in class com.activeviam.frtb.ref.dsviewer.whatif.service.DSViewerWhatIfService: This method provides a way to both create a branch and submit changes off of the master branch or pre-existing.
updateDescription(Measure, IPostProcessorDescription, Map<String, String>) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
updateDescriptions(Map<Measure, IPostProcessorDescription>, Map<String, String>) - Method in class com.activeviam.frtb.ref.cfg.measures.impl.AMeasureBuilder
UpdateDistributeTuplesDSViewerDefinition - Class in com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
UpdateDistributeTuplesDSViewerDefinition() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateDistributeTuplesDSViewerDefinition
UpdateDistributeTuplesDSViewerDefinition(String, List<String>, Set<String>, List<Map<String, Object>>, ICondition, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateDistributeTuplesDSViewerDefinition
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.ChildParentWhatIfDefinition: As the datastore is iterated over we do a few things with this definition.
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateDistributeTuplesDSViewerDefinition
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateTuplesDSViewerDefinition
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.whatif.definition.DeskModelSwitchWhatIfDefinition
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.whatif.definition.TradeDuplicateWhatIfDefinition
updateEntries(Map<String, Object>) - Method in class com.activeviam.frtb.ref.whatif.definition.TradeRescaleWhatIfDefinition
updateKeys(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller
UpdateParameterWorkflowUnit - Class in com.activeviam.frtb.ref.workflows.units.impl
UpdateParameterWorkflowUnit() - Constructor for class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit
updateParentChildFromTree(String, String, String, String) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.ParentChildRestfulService: This method provides a way to update a current branch with tree changes.
updateParentChildFromTree(String, String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.frtb.ref.parentchild.service.ParentChildService: This method provides a way to update a currently existing branch with changes.
updatePostProcessorDescriptionProperties(Properties, Properties, String, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskWeight
updateStore(String, DSVDatastoreEditDTO) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.DistributedDSViewerWhatIfRestfulService
updateStore(String, DSVDatastoreEditDTO) - Method in interface com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.IDSViewerRestfulService: Remove, add or update facts in a given store.
updateStore(String, DSVDatastoreEditDTO) - Method in class com.activeviam.frtb.ref.source.whatif.rest.services.dsviewer.UndistributedDSViewerWhatIfRestfulService
UpdateTuplesDSViewerDefinition - Class in com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer
UpdateTuplesDSViewerDefinition() - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateTuplesDSViewerDefinition
UpdateTuplesDSViewerDefinition(String, List<String>, Set<String>, Map<KeyObjects.UnModKeys, Set<KeyObjects.FieldValuePair>>, String) - Constructor for class com.activeviam.frtb.ref.source.whatif.base.impl.dsviewer.UpdateTuplesDSViewerDefinition
USE_BASE_CURRENCY_FLAG - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
USE_FX_DIVIDER_FLAG - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
useAlternativeRiskWeight(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskWeight
useAnonymous - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig: Set to true to allow anonymous access
useAnonymous - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig: Set to true to allow anonymous access
USER_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.cfg.impl.ASecurityConfig
USER_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig
USER_ACTIVEMONITOR - Static variable in class com.activeviam.frtb.ref.source.whatif.cfg.FRTBWhatIfSecurityManager
userAvailabilityMap - Variable in class com.activeviam.frtb.ref.services.impl.DataAvailability
userDetailsService() - Method in class com.activeviam.frtb.cfg.impl.ASecurityConfig
userDetailsService() - Method in class com.activeviam.frtb.es.tool.cfg.impl.ASecurityConfig

V

validate(IRepositoryService) - Method in class com.activeviam.frtb.ref.workflows.units.impl.UpdateParameterWorkflowUnit: Validates changes previously put as pending.
validateFileName(String) - Method in class com.activeviam.frtb.ref.services.rest.impl.ACubeExportRestService
valueLevels - Variable in class com.activeviam.frtb.core.postprocessor.PostProcessorLevelMapping
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure: Returns the enum constant of this type with the specified name.
valueOf(String) - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure: Returns the enum constant of this type with the specified name.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCEulerMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCIncrementalMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure.DRCReferenceMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMABaseMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAEulerMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAIncrementalMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
values() - Static method in enum com.activeviam.frtb.ref.cfg.measures.IMAMeasure.IMAReferenceMeasure: Returns an array containing the constants of this enum type, in the order they are declared.
VaR - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Computes the Value at Risk (VaR) of the underlying vector.
VaR(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.VaR
VAR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_975 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_975 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_975_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_975_PREVIOUS_DAY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_99 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_99 - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_99_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_99_PREVIOUS_DAY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VAR_AT_NINETY_SEVEN_AND_HALF - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
VAR_AT_NNETY_NINE - Static variable in interface com.activeviam.frtb.ref.cfg.measures.IMADRCMeasure
VAR_CONFIDENCE_LEVEL - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VAR_FOLDER - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_PL_EXPAND - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_PL_ORIG_CCY - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLMeasureBuilder
VAR_PL_SCENARIO_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
VAR_PL_SCENARIOS - Static variable in class com.activeviam.frtb.core.constants.StoreNames
VAR_PL_SCENARIOS_STORE_INDEX - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
VAR_PL_SCENARIOS_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
VAR_PL_SCENARIOS_STORE_SCENARIO - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
VAR_PL_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig: PL Stores
VAR_PL_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig
VAR_SLIDING_WINDOW_PARAM_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
VAR_SLIDING_WINDOW_PARAM_LEVEL - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
VAR_SLIDING_WINDOW_PARAM_NB_SLIDES - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
VAR_SLIDING_WINDOW_PARAM_SIZE - Static variable in class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
VARIANCE_HYPOTHETICAL_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VARIANCE_PREFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VARIANCE_RATIO - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VARIANCE_UNEXPLAINED_PL - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VarianceLookback - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Calculate the variance (mean of square minus square of mean) over past dates.
VarianceLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.VarianceLookback
VarPLScenarioExpand - Class in com.activeviam.frtb.core.postprocessor.pl.impl: Expand the VaR P&L vector along the Scenario analysis hierarchy.
VarPLScenarioExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.pl.impl.VarPLScenarioExpand
VaRPLScenariosStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.IMADatastoreConfig: Store description for the VaR P&L Scenarios store.
VarSlidingWindow - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Post Processor that evaluates VAR through a sliding window.
VarSlidingWindow(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindow
VarSlidingWindowNaive - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Post Processor that evaluates VAR through a sliding window.
VarSlidingWindowNaive(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.VarSlidingWindowNaive
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CommodityVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRNSVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecCTPVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.CSRSecNonCTPVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.EquityVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.FxCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.FxDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.FxVegaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRCurvatureMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures
vector() - Static method in class com.activeviam.frtb.core.cfg.measures.GIRRVegaMeasures
VECTOR - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.CombinedMeasureBuilder
VECTOR_INDEX - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: Index into a vector ("vectorIndex")
VECTOR_SUFFIX - Static variable in class com.activeviam.frtb.ref.cfg.measures.impl.PLSummaryMeasureBuilder
VectorConv(Integer, char) - Constructor for class com.activeviam.frtb.ref.dsviewer.whatif.cfg.DSViewerServiceConfig.VectorConv
VectorDiff - Class in com.activeviam.frtb.core.postprocessor.impl: Compute the difference between two vectors containing double-typed values.
VectorDiff(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.VectorDiff
VectorFiltering - Class in com.activeviam.frtb.core.postprocessor.impl: Extension of AFilteringPostProcessor for IVectors of doubles
VectorFiltering(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.impl.VectorFiltering
VectoriseLookback - Class in com.activeviam.frtb.core.postprocessor.lookback.impl: Create a vector over past dates.
VectoriseLookback(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.lookback.impl.VectoriseLookback
VectorStream2Position - Class in com.activeviam.frtb.core.postprocessor.ima.impl: Cumulative measure along a time axis for IVectors
VectorStream2Position(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.ima.impl.VectorStream2Position: Constructor
VectorSubtractionOperator - Class in com.activeviam.frtb.core.formula.impl
VectorSubtractionOperator() - Constructor for class com.activeviam.frtb.core.formula.impl.VectorSubtractionOperator
VEGA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_CCY_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Vega sensitivities CCY.
VEGA_CORRELATION - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_LIQUIDITY_HORIZONS - Static variable in class com.activeviam.frtb.core.constants.QueryCacheConstants
VEGA_LIQUIDITY_HORIZONS_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
VEGA_LIQUIDITY_HORIZONS_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
VEGA_LIQUIDITY_HORIZONS_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VEGA_LIQUIDITY_HORIZONS_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VEGA_LIQUIDITY_HORIZONS_STORE_SUB_TYPE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VEGA_LIQUIDITY_HORIZONS_STORE_VEGA_LH - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VEGA_RHO_DELTA_ALPHA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_RHO_OPTION_MATURITY_ALPHA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_RHO_UNDERLYING_MATURITY_ALPHA - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_RW - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_RW_ROUNDING_DP - Static variable in class com.activeviam.frtb.core.constants.FRTBConstants
VEGA_SENSITIVITIES - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
VEGA_SENSITIVITIES_INTERPOLATED - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
VEGA_SENSITIVITY - Static variable in class com.activeviam.frtb.ref.cfg.stores.constants.SbmVegaFileConstants
VEGA_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
VEGA_STORE_EXPIRY_DATES - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_NAME - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_RISK_FACTOR - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_SENSITIVITY_CURRENCY - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_TRADE_ID - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_UNDERLYING_MATURITIES - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_VEGA_SENSITIVITIES - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VEGA_STORE_VEGA_SENSITIVITIES_INTERPOLATED - Static variable in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig
VegaCalculations - Class in com.activeviam.frtb.core.calc: Class for computing vega calculations.
VegaCalculations() - Constructor for class com.activeviam.frtb.core.calc.VegaCalculations
VegaDoubleSumsExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
VegaDoubleSumsExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaDoubleSumsExpand
VegaExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
VegaExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VegaExpand
VegaLiquidityHorizonsStoreDesc() - Method in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig: Store description for the Vega Liquidity Horizons store.
vegaRiskClassToPublisherMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
vegaRiskClassToStoreMap() - Method in class com.activeviam.frtb.ref.cfg.impl.ASensiSourceConfig
VegaStoreDesc() - Method in class com.activeviam.frtb.ref.cfg.impl.SADatastoreConfig: Store description for the Vega store.
VersionSecurityConfig() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.SecurityConfig.VersionSecurityConfig
VersionSecurityConfig() - Constructor for class com.activeviam.frtb.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer.VersionSecurityConfig
VersionSecurityConfig() - Constructor for class com.activeviam.frtb.starter.cfg.impl.SecurityConfig.VersionSecurityConfig
VERTEX - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
VERTEX_1 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
VERTEX_2 - Static variable in class com.activeviam.frtb.core.constants.StoreFieldNames
VERTEX_INDEX - Static variable in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
VERTEX_LEVEL - Static variable in interface com.activeviam.frtb.core.constants.PostProcessorProperties: The vertex level property name ("vertexLevel")
vertexCorrelation(double, double, double, double, int) - Static method in class com.activeviam.frtb.core.calc.GIRRDeltaCalculations
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaAggregatesMap
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskPositionDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaAggregatesMap
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskPositionDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaAggregatesMap
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskPositionDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaAggregatesMap
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskPositionDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaAggregatesMap
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
vertexLevel - Variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
vertices(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
vertices(Object) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
VERTICES_FILE_PATTERN - Static variable in class com.activeviam.frtb.ref.cfg.constants.FRTBDataLoadConstants
VERTICES_LEVEL_PROPERTY - Static variable in class com.activeviam.frtb.core.constants.FrtbConfigProperties: Cube level for Vertices.
VERTICES_STORE - Static variable in class com.activeviam.frtb.ref.cfg.impl.AConfigurationSourceConfig
VERTICES_STORE_INDEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VERTICES_STORE_NAME - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VERTICES_STORE_RISK_CLASS - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VERTICES_STORE_RISK_MEASURE - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VERTICES_STORE_VERTEX - Static variable in class com.activeviam.frtb.core.cfg.impl.ParametersDatastoreConfig
VerticesExpand - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl
VerticesExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.VerticesExpand
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.CurvatureMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.DRCMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.IncrementalMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.NotionalMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.PVMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RiskWeightMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.RRAOMeasure: Default measure visibility.
visible - Variable in enum com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Default measure visibility.

W

WARNING - Static variable in class com.activeviam.frtb.ref.workflows.units.impl.MonitorEventWorkflowUnit
WebAppInitializer - Class in com.activeviam.frtb.es.tool.cfg.impl: Initializer of the Web Application.
WebAppInitializer() - Constructor for class com.activeviam.frtb.es.tool.cfg.impl.WebAppInitializer
WEEK - Static variable in class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter
WEIGHTED_SENSITIVITIES - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Weighted sensitivities expanded along vertex hierarchy
WEIGHTED_SENSITIVITIES_NETTING_LEVEL - com.activeviam.frtb.core.cfg.measures.Measure.EulerMeasure: Weighted Sensitivities (netting level/risk factor)
WEIGHTED_SENSITIVITIES_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
WEIGHTED_SENSITIVITIES_PREFETCHER_NAME - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.AWeightedSensitivitiesAggregatesMap
WEIGHTED_SENSITIVITIES_UNFILTERED - com.activeviam.frtb.core.cfg.measures.GIRRDeltaMeasures.GIRRSensitivityMeasure: Weighted sensitivities expanded along vertex hierarchy (prior to filtering basis and inflation vertices)
WEIGHTED_SENSITIVITIES_UNLERLYING_MEASURE - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums
WEIGHTED_SENSITIVITIES_VECTOR - com.activeviam.frtb.core.cfg.measures.Measure.SensitivityMeasure: Weighted Sensitivities Vector
WeightedNetJTD - Class in com.activeviam.frtb.core.postprocessor.drc.impl: This PP applies the appropriate risk weightings to the net JTD value for DRC non-Sec (paragraph 152) and DRC Sec non-CTP (paragraph 161).
WeightedNetJTD(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedNetJTD
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the Liquidity Horizon (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the Liquidity Horizon (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the bucket (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the Liquidity Horizon (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the bucket (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaWeightedSensitivity: Scales the sensitivities vector by the appropriate risk weight according to the Liquidity Horizon (paragraph 51b)
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaWeightedSensitivity
weightedSensitivities(ILocation, Object[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity: Calculates the weighted sensitivity for the given location
WeightedSensitivity<T> - Class in com.activeviam.frtb.core.postprocessor.sensitivities.impl: Abstract class for the Weighted Sensitivity PostProcessors.
WeightedSensitivity(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.WeightedSensitivity
WeightedSensitivityPrefetcher(IMeasuresProvider, Collection<String>) - Constructor for class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums.WeightedSensitivityPrefetcher
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.ARiskMeasureDoubleSums: The underlying measures used by the weighted sensitivities; in particular by ARiskMeasureDoubleSums.readUnderlyingWithAnalysisLevels(ILocation, IRecordReader, Object)
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CommodityVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRNSVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecCtpVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.CSRSecNonCTPVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.EquityVegaRiskPositionDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FxVegaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskChargeDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRDeltaRiskPositionDoubleSums
weightedSensitivityUnderlyingMeasures(String[]) - Method in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.GIRRVegaRiskChargeDoubleSums
WeightedToShort - Class in com.activeviam.frtb.core.postprocessor.drc.impl: Calculates the Weighted to Short ratio (paragraph 154c)
WeightedToShort(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.frtb.core.postprocessor.drc.impl.WeightedToShort
WhatIfConfig - Class in com.activeviam.frtb.ref.source.whatif.cfg
WhatIfConfig() - Constructor for class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
whatIfDistributedQueryUtils - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
whatIfEngine(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
whatIfManagerService - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
whatIfManagerService(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
WhatIfRestConfig - Class in com.activeviam.frtb.ref.source.whatif.cfg
WhatIfRestConfig() - Constructor for class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
whatIfRestService - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
whatIfRestService(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
whatIfSecurityManager() - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
whatIfService - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerDistributedWhatIfSubmitter
whatIfService - Variable in class com.activeviam.frtb.ref.dsviewer.whatif.submitter.DSViewerWhatIfSubmitter
whatIfService - Variable in class com.activeviam.frtb.ref.parentchild.submitter.BookParentChildWhatIfSubmitter
whatIfSubmissionManager(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
whatIfWorkflow - Variable in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfRestConfig
whatIfWorkflow(IDatastoreConfig) - Method in class com.activeviam.frtb.ref.source.whatif.cfg.WhatIfConfig
wireSelectionListeners() - Method in class com.activeviam.frtb.ref.cfg.impl.ASourceConfig
withCategory(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withCategory(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
withContextValue(String, String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder: Sets a - flat - context value for this monitor execution.
withDescription(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.DescriptiveBuilder: Sets an optional description for the monitor.
withDesk(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
withFilter(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.FilterableBuilder: Sets an optional filter for the monitor, or null to have no filter at all.
withFRTBDesk(boolean) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withFRTBDesk(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withFrtbModel(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withFrtbModel(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
withIrtDesk(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withIrtDesk(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
withLeaf(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
withLevel(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.HierarchyBuilder
withName(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder: Sets the name of the monitor
withName(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
withParent(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.ParentChildNodeBuilder
withPlaZone(String) - Method in class com.activeviam.frtb.ref.parentchild.builders.BookNodeBuilder
withPlaZone(String) - Method in class com.activeviam.frtb.ref.parentchild.hierarchy.builders.BookHierarchyBuilder
withQuery(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.QueryableBuilder: Sets the MDX query to run for monitoring.
withWorkflowSchema(String) - Method in class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.WorkflowMissing: Sets the workflow schema to use for this monitor.
WorkflowMissing() - Constructor for class com.activeviam.frtb.ref.monitors.impl.KpiMonitorBuilder.WorkflowMissing
wrapMeasureNameToMDXString(String) - Method in class com.activeviam.frtb.ref.drillin.service.DrillInService
writeGaps(Collection<Object[]>, String) - Method in class com.activeviam.frtb.ref.source.listeners.LiquidityHorizonGapFiller

Y

Y_FLAG - Static variable in class com.activeviam.frtb.core.postprocessor.sensitivities.impl.FXDeltaSensitivity
YEAR - Static variable in class com.activeviam.frtb.core.dates.impl.LegacyTenorConverter

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