Package com.activeviam.risk.core.dates

Interface ITenorUtil

All Known Implementing Classes:

TenorUtils

public interface ITenorUtil

Method Summary

Modifier and Type	Method	Description
Integer	getIndex(com.quartetfs.biz.pivot.query.IQueryCache cache, BucketType bucketType, String tenorSet, String sensitivityName, Object tenorLabel)
Map<String,Map<String,Integer>>	getTenorLabelToIndexMapping(com.qfs.store.IDatastoreVersion datastoreVersion, BucketType bucketType)
Map<String,Integer>	getTenorLabelToIndexMapping(com.quartetfs.biz.pivot.query.IQueryCache cache, BucketType bucketType, String tenorSet, String sensitivityName)
Set<String>	getTenorSets(com.quartetfs.biz.pivot.query.IQueryCache cache, BucketType bucketType)
int	numberOfAllMaturities(com.quartetfs.biz.pivot.query.IQueryCache cache, BucketType bucketType, String tenorSet, String sensitivityName)

Method Detail

getTenorLabelToIndexMapping

Map<String,Integer> getTenorLabelToIndexMapping(com.quartetfs.biz.pivot.query.IQueryCache cache,
                                                      BucketType bucketType,
                                                      String tenorSet,
                                                      String sensitivityName)

getIndex

Integer getIndex(com.quartetfs.biz.pivot.query.IQueryCache cache,
                 BucketType bucketType,
                 String tenorSet,
                 String sensitivityName,
                 Object tenorLabel)

numberOfAllMaturities

int numberOfAllMaturities(com.quartetfs.biz.pivot.query.IQueryCache cache,
                          BucketType bucketType,
                          String tenorSet,
                          String sensitivityName)

getTenorSets

Set<String> getTenorSets(com.quartetfs.biz.pivot.query.IQueryCache cache,
                         BucketType bucketType)

getTenorLabelToIndexMapping

Map<String,Map<String,Integer>> getTenorLabelToIndexMapping(com.qfs.store.IDatastoreVersion datastoreVersion,
                                                                        BucketType bucketType)