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

Class FXRatePostProcessor

java.lang.Object

com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<OutputType>

com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Double>

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

All Implemented Interfaces:

IFXRatesAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IBasicPostProcessor<Double>, com.quartetfs.biz.pivot.postprocessing.IEvaluator<Double>, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<Double>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable

@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="FXRatePostProcessor")
public class FXRatePostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Double>
implements IFXRatesAware

Provides dynamic aggregation of values in multiple currencies, with conversion into a contextual reference currency.

Author:

ActiveViam

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
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	asOfDateLevelInfo
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	currencyLevelInfo
protected IFXRates	fxRates
static String	KEY_LEAF_LEVELS
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	marketDataSetLevelInfo
static String	PLUGIN_KEY
static String	PREFERRED_CURRENCY_PROPERTY
protected String	preferredCurrency

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.activeviam.risk.core.services.IFXRatesAware

PROPERTY_NAME

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
FXRatePostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)

Method Summary

Modifier and Type	Method	Description
Double	evaluate(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>	getPostProcessorDescription(String measureName, String asOfDateLevel, String marketDataSetLevel, String currencyLevel, String formatter, String folder)
static Double	getRate(com.quartetfs.biz.pivot.query.IQueryCache queryCache, com.qfs.store.IDatastoreVersion datastore, IFXRates fxRates, LocalDate date, String currency, String refCurrency, com.quartetfs.biz.pivot.IActivePivot activePivot, List<Object> leafCoordinates, String marketDataSet)
protected Double	getRate(LocalDate date, String currency, String refCurrency, List<Object> leafCoordinates, String marketDataSet)
String	getType()
void	init(Properties properties)	This post-processor requires one property to be specified in its definition: The leafLevels property of ABaseDynamicAggregationPostProcessor specifying the leaf levels at which this post-processor will be evaluated, in this case the AsOfDate and Currency levels. The optional preferredCurrency property can be used fix the output of this post-processor to a specific currency, overriding the currency specified by the IReferenceCurrency context value.
static com.activeviam.copper.api.CopperMeasure	measure(String asOfDateLevel, String marketDataSetLevel, String currencyLevel)	This postprocessor returns the current fx rate for a foreign currency
void	setFxRates(IFXRates fxRates)

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 class java.lang.Object

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

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

getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

Field Detail

PLUGIN_KEY

public static final String PLUGIN_KEY

See Also:

Constant Field Values

KEY_LEAF_LEVELS

public static final String KEY_LEAF_LEVELS

See Also:

Constant Field Values

PREFERRED_CURRENCY_PROPERTY

public static final String PREFERRED_CURRENCY_PROPERTY

See Also:

Constant Field Values

asOfDateLevelInfo

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo asOfDateLevelInfo

currencyLevelInfo

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo currencyLevelInfo

marketDataSetLevelInfo

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo marketDataSetLevelInfo

preferredCurrency

protected String preferredCurrency

fxRates

protected IFXRates fxRates

Constructor Detail

FXRatePostProcessor

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

Method Detail

getPostProcessorDescription

public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription(String measureName,
                                                                                                                                                              String asOfDateLevel,
                                                                                                                                                              String marketDataSetLevel,
                                                                                                                                                              String currencyLevel,
                                                                                                                                                              String formatter,
                                                                                                                                                              String folder)

measure

public static com.activeviam.copper.api.CopperMeasure measure(String asOfDateLevel,
                                                              String marketDataSetLevel,
                                                              String currencyLevel)

This postprocessor returns the current fx rate for a foreign currency

Parameters:

asOfDateLevel - The current date

marketDataSetLevel - The market data set level

currencyLevel - The foreign currency

Returns:

The fx rate to the local currency

init

public void init(Properties properties)
          throws com.quartetfs.fwk.QuartetException

This post-processor requires one property to be specified in its definition:

• The leafLevels property of ABaseDynamicAggregationPostProcessor specifying the leaf levels at which this post-processor will be evaluated, in this case the AsOfDate and Currency levels.

The optional preferredCurrency property can be used fix the output of this post-processor to a specific currency, overriding the currency specified by the IReferenceCurrency context value.

Specified by:

init in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<Double>

Specified by:

init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>

Overrides:

init in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Double>

Throws:

com.quartetfs.fwk.QuartetException

getType

public String getType()

Specified by:

getType in interface com.quartetfs.fwk.types.IExtendedPluginValue

evaluate

public Double evaluate(com.quartetfs.biz.pivot.ILocation location,
                       Object[] underlyingMeasures)

Specified by:

evaluate in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<Double>

Specified by:

evaluate in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<Double>

getRate

protected Double getRate(LocalDate date,
                         String currency,
                         String refCurrency,
                         List<Object> leafCoordinates,
                         String marketDataSet)

getRate

public static Double getRate(com.quartetfs.biz.pivot.query.IQueryCache queryCache,
                             com.qfs.store.IDatastoreVersion datastore,
                             IFXRates fxRates,
                             LocalDate date,
                             String currency,
                             String refCurrency,
                             com.quartetfs.biz.pivot.IActivePivot activePivot,
                             List<Object> leafCoordinates,
                             String marketDataSet)

setFxRates

public void setFxRates(IFXRates fxRates)

Specified by:

setFxRates in interface IFXRatesAware