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

Class ApplyShiftPostProcessor

  • All Implemented Interfaces:
    com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, 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="ApplyShiftPostProcessor")
public class ApplyShiftPostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<com.qfs.vector.IVector>
    See Also:
    Serialized Form

    • Field Summary

      Fields 
      Modifier and Type Field Description
      static String PLUGIN_KEY  

      • 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.IPostProcessor

        CONTINUOUS_QUERY_HANDLER_KEYS, IS_PARTITIONED_ON_RANGE_LEVELS_PROPERTY, SEPARATOR, UNDERLYING_MEASURES

    • Constructor Summary

      Constructors 
      Constructor Description
      ApplyShiftPostProcessor​(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
      void compute​(com.quartetfs.biz.pivot.ILocation location, com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever)  
      String getType()  
      void init​(Properties properties)  
      static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure underlyingMeasure, com.activeviam.copper.api.CopperMeasure shiftMeasure, String riskclassLevel, String fxClass, String riskFactorLevel)
      This will apply an fx shift to a pnl vector

      • 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, initializeUnderlyingMeasures, removeAnalysisLevelsFromFilter, restrictLocationAnalysisLevels, retrieveAnalysisLevelsToExpand, retrieveNamedPrefetchAggregatesWithAnalysisLevels, retrievePrefetchAggregates, retrievePrefetchAggregatesWithAnalysisLevels, setAggregatedMeasureName, supportsAnalysisLevels, toString

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

        setPartitioningLevels

    • Constructor Detail

      • ApplyShiftPostProcessor

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

    • Method Detail

      • measure

        public static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                              com.activeviam.copper.api.CopperMeasure shiftMeasure,
                                                              String riskclassLevel,
                                                              String fxClass,
                                                              String riskFactorLevel)
        This will apply an fx shift to a pnl vector
        Parameters:
        underlyingMeasure - the pnl vector
        shiftMeasure - the FX shift
        riskclassLevel - the level of the risk class
        fxClass - the member of the risk class level that holds the fx risk
        riskFactorLevel - the level corresponding to the risk factor
        Returns:
        the shifted vector

      • 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.AAdvancedPostProcessor<com.qfs.vector.IVector>
        Throws:
        com.quartetfs.fwk.QuartetException

      • getType

        public String getType()

      • compute

        public void compute​(com.quartetfs.biz.pivot.ILocation location,
                    com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever)
             throws com.quartetfs.fwk.QuartetException
        Throws:
        com.quartetfs.fwk.QuartetException