Uses of Interface
com.activeviam.risk.core.dates.IMaturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.core.dates
Methods in com.activeviam.risk.core.dates with parameters of type IMaturityConverter Modifier and Type Method Description void
IMaturityConverterAware. setMaturityConverter(IMaturityConverter maturityConverter)
Set the implementation ofIMaturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.core.dates.impl
Classes in com.activeviam.risk.core.dates.impl that implement IMaturityConverter Modifier and Type Class Description class
AMaturityConverter
class
SimpleMaturityConverter
Implementation of a maturity converter using fixed day count convention and tenor conversion (does not include support for support business day convention or calendar).class
StoreQueryMaturityConverter
Implementation of a maturity converter that queries a store for the number of days represented by a tenor.Constructors in com.activeviam.risk.core.dates.impl with parameters of type IMaturityConverter Constructor Description StoreQueryMaturityConverter(Map<BucketType,StoreQueryMaturityConverter.StoreDescription> storeDescriptionMap, IMaturityConverter backupMaturityConverter)
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Uses of IMaturityConverter in com.activeviam.risk.core.postprocessor.impl
Fields in com.activeviam.risk.core.postprocessor.impl declared as IMaturityConverter Modifier and Type Field Description protected IMaturityConverter
AMarketDataPostProcessor. maturityConverter
protected IMaturityConverter
APnlVectorFromRiskSensiPostProcessor. maturityConverter
protected IMaturityConverter
DynamicTenorsAndMaturitiesPostProcessor. maturityConverter
Methods in com.activeviam.risk.core.postprocessor.impl with parameters of type IMaturityConverter Modifier and Type Method Description void
AMarketDataPostProcessor. setMaturityConverter(IMaturityConverter maturityConverter)
void
APnlVectorFromRiskSensiPostProcessor. setMaturityConverter(IMaturityConverter maturityConverter)
void
AScalarMarketDataPostProcessor. setMaturityConverter(IMaturityConverter maturityConverter)
void
DynamicTenorsAndMaturitiesPostProcessor. setMaturityConverter(IMaturityConverter maturityConverter)
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Uses of IMaturityConverter in com.activeviam.risk.ref.cfg.impl
Fields in com.activeviam.risk.ref.cfg.impl declared as IMaturityConverter Modifier and Type Field Description protected IMaturityConverter
RiskPostProcessorConfig. maturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.starter.cfg.impl
Methods in com.activeviam.risk.starter.cfg.impl that return IMaturityConverter Modifier and Type Method Description IMaturityConverter
MaturityConverterConfig. maturityConverter()
IMaturityConverter
MaturityConverterConfig. storeBackedMaturityConverter()
This will instantiate the duration service based on the pillar store.
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