Package com.activeviam.risk.core.dates.impl

Class TenorUtils

java.lang.Object

com.activeviam.risk.core.dates.impl.TenorUtils

All Implemented Interfaces:

ITenorUtil

public class TenorUtils
extends Object
implements ITenorUtil

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	TenorUtils.StoreDescription

Constructor Summary

Constructors

Constructor	Description
TenorUtils(Map<BucketType,TenorUtils.StoreDescription> storeDescriptionMap, String defaultTenorSet)

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)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

TenorUtils

public TenorUtils(Map<BucketType,TenorUtils.StoreDescription> storeDescriptionMap,
                  String defaultTenorSet)

Method Detail

getIndex

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

Specified by:

getIndex in interface ITenorUtil

numberOfAllMaturities

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

Specified by:

numberOfAllMaturities in interface ITenorUtil

getTenorSets

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

Specified by:

getTenorSets in interface ITenorUtil

getTenorLabelToIndexMapping

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

Specified by:

getTenorLabelToIndexMapping in interface ITenorUtil

getTenorLabelToIndexMapping

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

Specified by:

getTenorLabelToIndexMapping in interface ITenorUtil