IMA Cube Measure Beans

The following table lists all the Spring beans for the IMA Cube. These beans can be replaced by creating new beans with the same qualifier (and a new name), see Adding New Cube Measures for instructions.

The marker annotation @IMAMeasure indicates measures that will be created in the cube. Other measure beans are flagged in the table below as Optional and only created if they are needed by another measure.

Qualifier Optional Bean Name Measure(s)
es-base-pv-orig-ccy Y esBasePvOrigCcy ES (base PV orig ccy)
es-pv-vector-orig-ccy Y esPvVectorOrigCcy ES (PV Vector orig ccy)
es-scenario-fx-rates-vector Y esScenarioFxRatesVector ES (Scenario FX Rates Vector)
es-base-pv Y basePv ES (base PV)
es-pv-vector Y pvVector ES (PV Vector)
es-pl-vector Y esPlVector ES (PnL Vector) Modellable CCY
shared-pl-orig-ccy-vector Y sharedPlOrigCcyVector ES (PnL Vector)
shared-pl-vector Y sharedPlVector ES (PnL Vector) CCY
es-basic-euler esBasicEuler ES (Basic Euler)
es-nmrf-pl-vector Y sesPlVector ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY
es-ses-cr-euler nmrfCapitalRequirementEuler ES (SES Euler)
es-nmrf-idiosyncratic-pl-vector Y sesIdiosyncraticPlVector ES (PnL Vector) Non-Modellable Idiosyncratic CCY
es-ises-cr idiosyncraticNmrfCapitalRequirement ES (ISES)
es-ses-cr nmrfCapitalRequirement ES (SES)
es-ses ses SES
es-ises-cr-euler idiosyncraticNmrfCapitalRequirementEuler ES (ISES Euler)
es-basic esBasic ES (Basic)
es-basic-ancillary esBasicAncillary PnL Expand
ES Scenario Rank
es-ses-cr-ancillary nmrfCapitalRequirementAncillary ES NMRF (PnL Vector)
ES NMRF (PnL Vector) Rank
es-ises-cr-ancillary idiosyncraticNmrfCapitalRequirementAncillary ES NMRF Idiosyncratic (PnL Vector)
ES NMRF Idiosyncratic (PnL Vector) Rank