Class ScalarPnlVectorFromRiskSensiPostProcessor
- 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
-
- com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor
-
- 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:
ScalarPnlVectorFromCrossRiskSensiPostProcessor
@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class, key="ScalarPnlVectorFromRiskSensiPostProcessor") public class ScalarPnlVectorFromRiskSensiPostProcessor extends APnlVectorFromRiskSensiPostProcessor
This postprocessor will compute an elementary PNL vector for a specific riskFactor and risk class- See Also:
- Serialized Form
-
-
Nested Class Summary
-
Nested classes/interfaces inherited from class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
APnlVectorFromRiskSensiPostProcessor.Coordinate
-
-
Field Summary
Fields Modifier and Type Field Description static String
DATE_LEVELS
protected boolean
interpolate
static String
PLUGIN_KEY
static String
TENOR_AND_MATURITY_DEFAULT_VALUE
-
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
-
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
-
-
Constructor Summary
Constructors Constructor Description ScalarPnlVectorFromRiskSensiPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
Constructor
-
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 riskFactorLevel, 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 riskFactorLevel, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, boolean interpolate)
-
Methods inherited from class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor
setInputSelector, setMaturityConverter, setPnLExplainFormulaProvider
-
Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor
createLeafEvaluationProcedure, 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
-
-
-
-
Field Detail
-
PLUGIN_KEY
public static final String PLUGIN_KEY
- See Also:
- Constant Field Values
-
DATE_LEVELS
public static final String DATE_LEVELS
- See Also:
- Constant Field Values
-
TENOR_AND_MATURITY_DEFAULT_VALUE
public static final String TENOR_AND_MATURITY_DEFAULT_VALUE
- See Also:
- Constant Field Values
-
interpolate
protected boolean interpolate
-
-
Constructor Detail
-
ScalarPnlVectorFromRiskSensiPostProcessor
public ScalarPnlVectorFromRiskSensiPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
Constructor- Parameters:
name
- The name of the post-processorcreationContext
- Thecreation context
of this post-processor.
-
-
Method Detail
-
getPostProcessorDescription
public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription(String measureName, String sensiValueMeasure, String sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, String formatter, String folder, boolean interpolate)
-
measure
public static com.activeviam.copper.api.CopperMeasure measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure, com.activeviam.copper.api.CopperMeasure sensiLadderMeasure, String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String scenarioLevel, String sensitivityName, BucketType[] bucketTypes, String tenorAndMaturityDefaultValue, String[][] datesLevel, String ladderAvailabilityLevel, String marketShiftStoreName, String[] marketShiftStoreDataFields, boolean interpolate)
-
getType
public String getType()
-
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 classAPnlVectorFromRiskSensiPostProcessor
- Throws:
com.quartetfs.fwk.QuartetException
-
evaluateLeaf
protected com.qfs.vector.IVector evaluateLeaf(com.quartetfs.biz.pivot.ILocation iLocation, Object[] underlyingMeasures)
- Specified by:
evaluateLeaf
in classcom.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>
-
-