Class PnLValuesPostProcessor
- 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.ABasicPostProcessor<String>
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- com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor
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- All Implemented Interfaces:
com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware
,com.quartetfs.biz.pivot.postprocessing.IBasicPostProcessor<String>
,com.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
,com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<String>
,com.quartetfs.biz.pivot.postprocessing.IPostProcessor<String>
,com.quartetfs.fwk.types.IExtendedPluginValue
,Serializable
@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class, key="PnLValuesPostProcessor") public class PnLValuesPostProcessor extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
Returns the values in the PnL vector that corresponds to the indices passed as inputs- Author:
- ActiveViam
- See Also:
- Serialized Form
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected static class
PnLValuesPostProcessor.ThreadLocalDecimalFormat
Thread local wrapped number format.
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Field Summary
Fields Modifier and Type Field Description protected PnLValuesPostProcessor.ThreadLocalDecimalFormat
decimalFormat
static String
FORMATTER_PATTERN
protected String
formatterPattern
static String
PLUGIN_KEY
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Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor
BASIC_POST_PROCESSOR_PREFETCHER, isPartitionedOnRangeLevels
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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 PnLValuesPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description String
evaluate(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
Calculates the VaR indices for a given PnL vector.static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String indicesMeasure, String pnlVectorMeasure, String formatterPattern, String folder)
String
getType()
void
init(Properties properties)
static com.activeviam.copper.api.CopperMeasure
measure(com.activeviam.copper.api.CopperMeasure indicesMeasure, com.activeviam.copper.api.CopperMeasure pnlVectorMeasure, String formatterPattern)
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Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor
checkPrefetchers, compute, computePrefetchFilter, createPrefetchers, createProcedure, evaluate, initializeUnderlyingMeasures, reduce, 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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Field Detail
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PLUGIN_KEY
public static final String PLUGIN_KEY
- See Also:
- Constant Field Values
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decimalFormat
protected transient PnLValuesPostProcessor.ThreadLocalDecimalFormat decimalFormat
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FORMATTER_PATTERN
public static final String FORMATTER_PATTERN
- See Also:
- Constant Field Values
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formatterPattern
protected String formatterPattern
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Constructor Detail
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PnLValuesPostProcessor
public PnLValuesPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Detail
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getPostProcessorDescription
public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription(String measureName, String indicesMeasure, String pnlVectorMeasure, String formatterPattern, String folder)
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measure
public static com.activeviam.copper.api.CopperMeasure measure(com.activeviam.copper.api.CopperMeasure indicesMeasure, com.activeviam.copper.api.CopperMeasure pnlVectorMeasure, String formatterPattern)
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init
public void init(Properties properties) throws com.quartetfs.fwk.QuartetException
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IPostProcessor<String>
- Overrides:
init
in classcom.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
- Throws:
com.quartetfs.fwk.QuartetException
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evaluate
public String evaluate(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
Calculates the VaR indices for a given PnL vector. Takes one underlying measure:- The PnL vector.
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getType
public String getType()
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