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

Class APnlVectorFromRiskSensiPostProcessor

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<com.qfs.vector.IVector,com.qfs.vector.IVector>

com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

All Implemented Interfaces:

IMaturityConverterAware, IInputSelectorAware, IPnLExplainFormulaProviderAware, 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

Direct Known Subclasses:

PnlVectorFromRiskSensiPostProcessor, ScalarPnlVectorFromRiskSensiPostProcessor

public abstract class APnlVectorFromRiskSensiPostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>
implements IMaturityConverterAware, IPnLExplainFormulaProviderAware, IInputSelectorAware

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
protected static class	APnlVectorFromRiskSensiPostProcessor.Coordinate

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	BUCKET_TYPES
protected BucketType[]	bucketTypes
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	dateLevel
protected IPnLExplainFormulaProvider	formulaProvider
protected IInputSelector	inputSelector
static String	MARKET_SHIFT_STORE
static String	MARKETSHIFT_STORE_DATAFIELDS
protected String	marketShiftStore
protected String[]	marketShiftStoreDataFields
protected IMaturityConverter	maturityConverter
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	riskClassLevel
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	riskFactorLevel
static String	SCENARIO_LEVEL
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	scenarioLevel
protected String	sensiRealName
static String	SENSITIVITY_ORDER
static String	TENOR_AND_MATURITY_DEFAULT_VALUE
protected String	tenorAndMaturityDefaultValue

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.IInputSelectorAware

PROPERTY_NAME

Fields inherited from interface com.activeviam.risk.core.dates.IMaturityConverterAware

PROPERTY_NAME

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

DEFAULT_PARTITIONING_ON_RANGE_LEVELS

Fields inherited from interface com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware

PROPERTY_NAME

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

Method Summary

Modifier and Type	Method	Description
void	init(Properties properties)
void	setInputSelector(IInputSelector selector)	Set the implementation of IInputSelector
void	setMaturityConverter(IMaturityConverter maturityConverter)	Set the implementation of IMaturityConverter
void	setPnLExplainFormulaProvider(IPnLExplainFormulaProvider formulaProvider)	Set the implementation of IPnLExplainFormulaProvider

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

createLeafEvaluationProcedure, evaluateLeaf, 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.fwk.types.IExtendedPluginValue

getType

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

getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

Field Detail

MARKET_SHIFT_STORE

public static final String MARKET_SHIFT_STORE

See Also:

Constant Field Values

MARKETSHIFT_STORE_DATAFIELDS

public static final String MARKETSHIFT_STORE_DATAFIELDS

See Also:

Constant Field Values

BUCKET_TYPES

public static final String BUCKET_TYPES

See Also:

Constant Field Values

SCENARIO_LEVEL

public static final String SCENARIO_LEVEL

See Also:

Constant Field Values

SENSITIVITY_ORDER

public static final String SENSITIVITY_ORDER

See Also:

Constant Field Values

TENOR_AND_MATURITY_DEFAULT_VALUE

public static final String TENOR_AND_MATURITY_DEFAULT_VALUE

See Also:

Constant Field Values

marketShiftStore

protected String marketShiftStore

marketShiftStoreDataFields

protected String[] marketShiftStoreDataFields

bucketTypes

protected BucketType[] bucketTypes

maturityConverter

protected IMaturityConverter maturityConverter

dateLevel

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

riskFactorLevel

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

scenarioLevel

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

riskClassLevel

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

formulaProvider

protected IPnLExplainFormulaProvider formulaProvider

inputSelector

protected IInputSelector inputSelector

sensiRealName

protected String sensiRealName

tenorAndMaturityDefaultValue

protected String tenorAndMaturityDefaultValue

Constructor Detail

APnlVectorFromRiskSensiPostProcessor

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

Constructor

Parameters:

name - The name of the post-processor

creationContext - The creation context of this post-processor.

Method Detail

init

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

Specified by:

init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<com.qfs.vector.IVector>

Overrides:

init in class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>

Throws:

com.quartetfs.fwk.QuartetException

setMaturityConverter

public void setMaturityConverter(IMaturityConverter maturityConverter)

Description copied from interface: IMaturityConverterAware

Set the implementation of IMaturityConverter

Specified by:

setMaturityConverter in interface IMaturityConverterAware

Parameters:

maturityConverter - the implementation of IMaturityConverter

setPnLExplainFormulaProvider

public void setPnLExplainFormulaProvider(IPnLExplainFormulaProvider formulaProvider)

Description copied from interface: IPnLExplainFormulaProviderAware

Set the implementation of IPnLExplainFormulaProvider

Specified by:

setPnLExplainFormulaProvider in interface IPnLExplainFormulaProviderAware

Parameters:

formulaProvider - the implementation of IPnLExplainFormulaProvider

setInputSelector

public void setInputSelector(IInputSelector selector)

Description copied from interface: IInputSelectorAware

Set the implementation of IInputSelector

Specified by:

setInputSelector in interface IInputSelectorAware

Parameters:

selector - the implementation of IInputSelector