Class MarketDataDynamicAggregationPostProcessor
- java.lang.Object
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- com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<OutputType>
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- com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<LeafType,OutputType>
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- com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<OutputType,OutputType>
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- com.quartetfs.biz.pivot.postprocessing.impl.DynamicAggregationPostProcessor<Double>
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- com.activeviam.risk.core.postprocessor.impl.MarketDataDynamicAggregationPostProcessor
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- All Implemented Interfaces:
com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware
,com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<Double>
,com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>
,com.quartetfs.fwk.types.IExtendedPluginValue
,Serializable
public class MarketDataDynamicAggregationPostProcessor extends com.quartetfs.biz.pivot.postprocessing.impl.DynamicAggregationPostProcessor<Double>
- See Also:
- Serialized Form
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Field Summary
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Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.DynamicAggregationPostProcessor
PLUGIN_KEY
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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
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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
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Constructor Summary
Constructors Constructor Description MarketDataDynamicAggregationPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static com.activeviam.copper.api.CopperMeasure
measure(String underlyingMeasure, String riskClassLevel, String[] analysisLevels)
This post-processor computes the dynamic aggregation of market data using the risk class level as leaf level.protected static String
toStringList(String[] levels)
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Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.DynamicAggregationPostProcessor
evaluateLeaf, getType, handleNoEvaluator, init
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Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor
createLeafEvaluationProcedure, evaluateLeaf
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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
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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
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Constructor Detail
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MarketDataDynamicAggregationPostProcessor
public MarketDataDynamicAggregationPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Detail
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measure
public static com.activeviam.copper.api.CopperMeasure measure(String underlyingMeasure, String riskClassLevel, String[] analysisLevels)
This post-processor computes the dynamic aggregation of market data using the risk class level as leaf level. It is a technical measure meant to be used as an intermediate measure since it is not meaningful to aggregate market data.- Parameters:
underlyingMeasure
- The measure used as underlyingriskClassLevel
- The risk class levelanalysisLevels
- The analysis levels on which the metric should be propagated- Returns:
- The distinct count on risk class
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