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

Class FXVectorPostProcessor

java.lang.Object

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

com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<LeafType,OutputType>

com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<Type,Type>

com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor<com.qfs.vector.IVector>

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

All Implemented Interfaces:

IFXRatesAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<com.qfs.vector.IVector>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<com.qfs.vector.IVector>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable

@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="FXVectorPostProcessor")
public class FXVectorPostProcessor
extends AFXPostProcessor<com.qfs.vector.IVector>

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

Author:

ActiveViam

See Also:

Serialized Form

Nested Class Summary

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

com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor.TransformationProcedure

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

com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor.DynamicAggregationPostProcessorPrefetcher

Field Summary

Fields

Modifier and Type	Field	Description
static String	PLUGIN_KEY

Fields inherited from class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

asOfDateLevelInfo, currencyLevelInfo, DATE_INFO, dateInfo, DEFAULT_MAX_FALLBACK_DAYS, fxRates, marketDataSetLevelInfo, MAX_FALLBACK_DAYS, maxFallbackDays, PREFERRED_CURRENCY_PROPERTY, preferredCurrency

Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor

AGGREGATION_FUNCTION, aggregationFunction, DYNAMIC_AGGREGATION_POST_PROCESSOR_PREFETCHER, hierarchiesInfo, isPartitionedOnRangeLevels, LEAF_LEVELS, LEAF_TYPE, leafLevelsInfo, leafType, partitioningLevelsInfo

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

Method Summary

Modifier and Type	Method	Description
protected com.qfs.vector.IVector	evaluateLeaf(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>	getPostProcessorDescription(String measureName, String underlyingMeasure, String asOfDateLevel, String marketDataSetLevel, String currencyLevel, String folder)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>	getPostProcessorDescription(String measureName, String underlyingMeasure, String asOfDateLevel, String marketDataSetLevel, String currencyLevel, String dateInfo, String folder)
String	getType()
static com.activeviam.copper.api.CopperMeasure	measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String asOfDateLevel, String marketDataSetLevel, String currencyLevel)	This post processor converts the underlying measure from foreign currency to domestic currency
static com.activeviam.copper.api.CopperMeasure	measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String asOfDateLevel, String marketDataSetLevel, String currencyLevel, String dateInfo)

Methods inherited from class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

getRate, getRate, getRate, init, setFxRates, stepDate

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor

createLeafEvaluationProcedure, evaluateLeaf

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor

checkLeafType, checkPrefetchers, compute, computeLeafType, computeLeafTypeFromGenericType, computePartitioningLevels, computePrefetchFilter, createAggregationFunction, createPrefetchers, getAggregationFunction, getHierarchiesInfo, getLeafLevelsInfo, getLeafType, getTypeFromLiteralType, handleNoLeafLevel, initializeLeafLevels, initializeUnderlyingMeasures, reduce, reduceLeavesAndContribute, retrieveLeaves, 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

Constructor Detail

FXVectorPostProcessor

public FXVectorPostProcessor(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 underlyingMeasure,
                                                                                                                                                              String asOfDateLevel,
                                                                                                                                                              String marketDataSetLevel,
                                                                                                                                                              String currencyLevel,
                                                                                                                                                              String folder)

getPostProcessorDescription

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

measure

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

This post processor converts the underlying measure from foreign currency to domestic currency

Parameters:

underlyingMeasure - The measure in foreign currency

asOfDateLevel - The current date

marketDataSetLevel - Level containing the market data set level

currencyLevel - The foreign currency

Returns:

The measure in domestic currency

measure

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

getType

public String getType()

evaluateLeaf

protected com.qfs.vector.IVector evaluateLeaf(com.quartetfs.biz.pivot.ILocation leafLocation,
                                              Object[] underlyingMeasures)

Specified by:

evaluateLeaf in class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>