Class ScalarPnlVectorFromCrossRiskSensiPostProcessor
- 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<com.qfs.vector.IVector,com.qfs.vector.IVector>
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- com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
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- com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor
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- com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor
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- 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
@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class, key="ScalarPnlVectorFromCrossRiskSensiPostProcessor") public class ScalarPnlVectorFromCrossRiskSensiPostProcessor extends ScalarPnlVectorFromRiskSensiPostProcessor
- See Also:
- Serialized Form
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Nested Class Summary
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Nested classes/interfaces inherited from class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
APnlVectorFromRiskSensiPostProcessor.Coordinate
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Field Summary
Fields Modifier and Type Field Description protected boolean
interpolate
static String
PLUGIN_KEY
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor
DATE_LEVELS, TENOR_AND_MATURITY_DEFAULT_VALUE
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
BUCKET_TYPES, bucketTypes, dateLevel, formulaProvider, inputSelector, MARKET_SHIFT_STORE, MARKETSHIFT_STORE_DATAFIELDS, marketShiftStore, marketShiftStoreDataFields, maturityConverter, riskClassLevel, riskFactorLevel, SCENARIO_LEVEL, scenarioLevel, sensiRealName, SENSITIVITY_ORDER
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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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Fields inherited from interface com.activeviam.risk.core.services.IInputSelectorAware
PROPERTY_NAME
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Fields inherited from interface com.activeviam.risk.core.dates.IMaturityConverterAware
PROPERTY_NAME
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Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor
DEFAULT_PARTITIONING_ON_RANGE_LEVELS
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Fields inherited from interface com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware
PROPERTY_NAME
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Constructor Summary
Constructors Constructor Description ScalarPnlVectorFromCrossRiskSensiPostProcessor(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 protected com.qfs.vector.IVector
evaluateLeaf(com.quartetfs.biz.pivot.ILocation iLocation, Object[] underlyingMeasures)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String sensiValueMeasure, String sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel1, String riskFactorLevel2, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, String formatter, String folder, boolean interpolate)
String
getType()
void
init(Properties properties)
static com.activeviam.copper.api.CopperMeasure
measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure, com.activeviam.copper.api.CopperMeasure sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel1, String riskFactorLevel2, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, boolean interpolate)
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor
getPostProcessorDescription, measure
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
setInputSelector, setMaturityConverter, setPnLExplainFormulaProvider
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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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Field Detail
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PLUGIN_KEY
public static final String PLUGIN_KEY
- See Also:
- Constant Field Values
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interpolate
protected boolean interpolate
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Constructor Detail
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ScalarPnlVectorFromCrossRiskSensiPostProcessor
public ScalarPnlVectorFromCrossRiskSensiPostProcessor(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 sensiValueMeasure, String sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel1, String riskFactorLevel2, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, String formatter, String folder, boolean interpolate)
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measure
public static com.activeviam.copper.api.CopperMeasure measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure, com.activeviam.copper.api.CopperMeasure sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel1, String riskFactorLevel2, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, boolean interpolate)
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getType
public String getType()
- Specified by:
getType
in interfacecom.quartetfs.fwk.types.IExtendedPluginValue
- Overrides:
getType
in classScalarPnlVectorFromRiskSensiPostProcessor
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init
public void init(Properties properties) throws com.quartetfs.fwk.QuartetException
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IPostProcessor<com.qfs.vector.IVector>
- Overrides:
init
in classScalarPnlVectorFromRiskSensiPostProcessor
- Throws:
com.quartetfs.fwk.QuartetException
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evaluateLeaf
protected com.qfs.vector.IVector evaluateLeaf(com.quartetfs.biz.pivot.ILocation iLocation, Object[] underlyingMeasures)
- Overrides:
evaluateLeaf
in classScalarPnlVectorFromRiskSensiPostProcessor
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