Package com.activeviam.risk.core.postprocessor.fxconversion.impl

Class FXMarketShiftPostProcessor

  • All Implemented Interfaces:
    IFXRatesAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IBasicPostProcessor<Object>, com.quartetfs.biz.pivot.postprocessing.IEvaluator<Object>, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<Object>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Object>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable
    @QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="FXMarketShiftPostProcessor")
public class FXMarketShiftPostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Object>
implements IFXRatesAware
    See Also:
    Serialized Form

    • Nested Class Summary

      • Nested classes/interfaces inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.BasicPostProcessorPrefetcher, com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.TransformationProcedure

    • Field Summary

      Fields 
      Modifier and Type Field Description
      static String MARKET_DATA_SET  
      static String PLUGIN_KEY  

      • Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        BASIC_POST_PROCESSOR_PREFETCHER, isPartitionedOnRangeLevels

      • Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor

        aggregatedMeasureName, ANALYSIS_LEVELS_PROPERTY, analysisLevelsToExpand, continuousQueryHandlerKeys, derivedContextDependencies, evaluator, EVALUATOR, explicitContextDependencies, logger, measuresProvider, name, OUTPUT_TYPE, outputType, pivot, prefetchers, PRINT_TIMINGS, printTimings, properties, underlyingMeasures

      • Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor

        DEFAULT_PARTITIONING_ON_RANGE_LEVELS

      • Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor

        CONTINUOUS_QUERY_HANDLER_KEYS, IS_PARTITIONED_ON_RANGE_LEVELS_PROPERTY, SEPARATOR, UNDERLYING_MEASURES

    • Constructor Summary

      Constructors 
      Constructor Description
      FXMarketShiftPostProcessor​(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)  

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      Object evaluate​(com.quartetfs.biz.pivot.ILocation location, Object[] objects)  
      String getType()  
      void init​(Properties properties)  
      static com.activeviam.copper.api.CopperMeasure measure​(String asOfDateLevel, String marketDataSetLevel, String currencyLevel, String scenarioSetLevel, String riskFactorLevel, String[] analysisLevels)
      This will return a Market shift vector that represent the risk of FX
      void setFxRates​(IFXRates fxRates)  
      protected static String toStringList​(String[] levels)  

      • Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        checkPrefetchers, compute, computePrefetchFilter, createPrefetchers, createProcedure, evaluate, initializeUnderlyingMeasures, reduce, setPartitioningLevels, supportsAnalysisLevels

      • Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor

        addContextDependency, checkInterruption, checkOutputType, computeNamePath, computeOutputType, createEvaluator, expandResult, getActivePivot, getContext, getContextDependencies, getContinuousQueryHandlerKeys, getCurrentMeasure, getDatastoreVersion, getDerivedContextDependencies, getExpansionProcedure, getGenericOutputType, getMeasuresProvider, getName, getOutputType, getOutputTypeFromGenericClassParameter, getOutputTypeFromProperties, getPrefetchers, getProperties, getQueryCache, getTypeFromClass, handleCircularDependency, handleNotSupportedAnalysisLevels, handleUnknownUnderlyingMeasure, hideEvaluator, initializeContinuousQueryHandlerKeys, removeAnalysisLevelsFromFilter, restrictLocationAnalysisLevels, retrieveAnalysisLevelsToExpand, retrieveNamedPrefetchAggregatesWithAnalysisLevels, retrievePrefetchAggregates, retrievePrefetchAggregatesWithAnalysisLevels, setAggregatedMeasureName, toString

      • Methods inherited from interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor

        getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

    • Constructor Detail

      • FXMarketShiftPostProcessor

        public FXMarketShiftPostProcessor​(String name,
                                  com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)

    • Method Detail

      • toStringList

        protected static String toStringList​(String[] levels)

      • measure

        public static com.activeviam.copper.api.CopperMeasure measure​(String asOfDateLevel,
                                                              String marketDataSetLevel,
                                                              String currencyLevel,
                                                              String scenarioSetLevel,
                                                              String riskFactorLevel,
                                                              String[] analysisLevels)
        This will return a Market shift vector that represent the risk of FX
        Parameters:
        asOfDateLevel - The level of the current date
        marketDataSetLevel - The market data set level
        currencyLevel - The foreign currency level
        scenarioSetLevel - The scenario set level
        riskFactorLevel - The risk factor level
        analysisLevels - The level on which the metric should be propagated
        Returns:
        A vector of market shifts

      • init

        public void init​(Properties properties)
          throws com.quartetfs.fwk.QuartetException
        Specified by:
        init in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<Object>
        Specified by:
        init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Object>
        Overrides:
        init in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Object>
        Throws:
        com.quartetfs.fwk.QuartetException

      • evaluate

        public Object evaluate​(com.quartetfs.biz.pivot.ILocation location,
                       Object[] objects)
        Specified by:
        evaluate in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<Object>
        Specified by:
        evaluate in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Object>

      • getType

        public String getType()
        Specified by:
        getType in interface com.quartetfs.fwk.types.IExtendedPluginValue