protected TreeMap<Double,Integer> |
AMarketDataPostProcessor.convertBucketToMaturity(String[] buckets,
BucketType bucketType,
LocalDate asOfDate) |
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protected TreeMap<Double,Integer> |
AMarketDataPostProcessor.convertBucketToMaturity(Map<String,Integer> buckets,
BucketType bucketType,
LocalDate asOfDate) |
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protected Double[][] |
PnlVectorFromRiskSensiPostProcessor.getMaturityList(BucketType[] bucketType,
LocalDate asOfDate,
String sensitivityName) |
This will return the description of the sensitivity vector content.
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protected static com.activeviam.desc.build.ICanStartBuildingMeasures.BuildablePostProcessorBuilder |
AScalarMarketDataPostProcessor.getPostProcessorDescription(com.activeviam.desc.build.ICanStartBuildingMeasures builder,
String pluginKey,
String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] primaryLevels,
String[] secondaryLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String[] marketDataStoreFields,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
int[] interpolationOrder,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
BiDimensionalMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketTypeTenor,
BucketType bucketTypeMaturity,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String underlyingMaturityField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String[] sourceTenorsLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
One axis flavor
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
Two axis flavor
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String dynamicMoneynessHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
String[] sourceMoneynessLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
BucketType inputMoneynessBucketType,
BucketType dynamicMoneynessBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
Three axis flavor
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
PnlVectorFromCrossRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
String formatter,
String folder,
boolean interpolate) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
PnlVectorFromRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
String formatter,
String folder,
boolean interpolate) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
int[] interpolationOrder,
String formatter,
String interpolationDebugStringIdentifier,
String folder) |
Builder function for single-dimension scalar market data postprocessors.
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
String[] maturityLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
int[] interpolationOrder,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
Builder function for bi-dimensional scalar market data postprocessors.
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
String[] maturityLevels,
String[] moneynessLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
int[] interpolationOrder,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
Builder function for tri-dimensional scalar market data postprocessors.
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarPnlVectorFromCrossRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel1,
String riskFactorLevel2,
String riskClassLevel,
String scenarioLevel,
String sensitivityName,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String[][] datesLevel,
String ladderAvailabilityLevel,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
String formatter,
String folder,
boolean interpolate) |
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarPnlVectorFromRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String scenarioLevel,
String sensitivityName,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String[][] datesLevel,
String ladderAvailabilityLevel,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
String formatter,
String folder,
boolean interpolate) |
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
SingleDimensionMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketType,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorExpandStringDebug.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String tenorLevel,
BucketType bucketType,
String sensitivityNameLvl,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessLadderExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
String asOfDateLevel,
String riskClassLevel,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessStringDebugExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TriDimensionalMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketTypeTenor,
BucketType bucketTypeMaturity,
BucketType bucketTypeMoneyness,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String underlyingMaturityField,
String moneynessField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
|
protected static com.activeviam.copper.api.CopperMeasure |
AScalarMarketDataPostProcessor.measure(String pluginKey,
com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] primaryLevels,
String[] secondaryLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String[] marketDataStoreFields,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
String interpolationDebugStringIdentifier,
int[] interpolationOrder) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
BiDimensionalMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketTypeTenor,
BucketType bucketTypeMaturity,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String underlyingMaturityField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String[] sourceTenorsLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
One axis flavor
|
static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
Two axis flavor
|
static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String dynamicMoneynessHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
String[] sourceMoneynessLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
BucketType inputMoneynessBucketType,
BucketType dynamicMoneynessBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
Three axis flavor
|
static com.activeviam.copper.api.CopperMeasure |
PnlVectorFromCrossRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
boolean interpolate) |
|
static com.activeviam.copper.api.CopperMeasure |
PnlVectorFromRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
boolean interpolate) |
|
static com.activeviam.copper.api.CopperMeasure |
ScalarMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
String interpolationDebugStringIdentifier,
int[] interpolationOrder) |
Builder function for single-dimension scalar market data postprocessors.
|
static com.activeviam.copper.api.CopperMeasure |
ScalarMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
String[] maturityLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
String interpolationDebugStringIdentifier,
int[] interpolationOrder) |
Builder function for bi-dimensional scalar market data postprocessors.
|
static com.activeviam.copper.api.CopperMeasure |
ScalarMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[] tenorLevels,
String[] maturityLevels,
String[] moneynessLevels,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
String quoteField,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String moneynessDefaultValue,
String interpolationDebugStringIdentifier,
int[] interpolationOrder) |
Builder function for tri-dimensional scalar market data postprocessors.
|
static com.activeviam.copper.api.CopperMeasure |
ScalarPnlVectorFromCrossRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel1,
String riskFactorLevel2,
String riskClassLevel,
String scenarioLevel,
String sensitivityName,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String[][] datesLevel,
String ladderAvailabilityLevel,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
boolean interpolate) |
|
static com.activeviam.copper.api.CopperMeasure |
ScalarPnlVectorFromRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String scenarioLevel,
String sensitivityName,
BucketType[] bucketTypes,
String tenorAndMaturityDefaultValue,
String[][] datesLevel,
String ladderAvailabilityLevel,
String marketShiftStoreName,
String[] marketShiftStoreDataFields,
boolean interpolate) |
|
static com.activeviam.copper.api.CopperMeasure |
SingleDimensionMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketType,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
TenorExpandStringDebug.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String tenorLevel,
BucketType bucketType,
String sensitivityNameLvl) |
|
static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
|
static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessLadderExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
String asOfDateLevel,
String riskClassLevel,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
|
static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessStringDebugExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
|
static com.activeviam.copper.api.CopperMeasure |
TriDimensionalMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
Integer maxFallbackDays,
String dateInfo,
String sensitivityName,
BucketType bucketTypeTenor,
BucketType bucketTypeMaturity,
BucketType bucketTypeMoneyness,
String marketDataStoreName,
String quoteField,
String tenorLabelField,
String underlyingMaturityField,
String moneynessField,
String tenorAndMaturityDefaultValue,
String sensitivityNameLevelInfo,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
protected void |
DynamicTenorsAndMaturitiesPostProcessor.putBucketMapsInQueryCache(BucketType bucketType,
LocalDate asOfDate,
String sensitivityName,
Map<String,Set<MaturityPillarsDTO>> bucketMap) |
|
protected Map<String,Set<MaturityPillarsDTO>> |
DynamicTenorsAndMaturitiesPostProcessor.retrieveBucketMap(BucketType bucketType,
LocalDate asOfDate,
String sensitivityName) |
|