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

Class TenorMaturityAndMoneynessStringDebugExpand

  • All Implemented Interfaces:
    ITenorUtilAware, 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="TENOR_MATURITY_MONEYNESS_DEBUG_STRING_EXPAND")
public class TenorMaturityAndMoneynessStringDebugExpand
extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
implements ITenorUtilAware
    Post-processor used to expand a sensitivity along tenors and maturities levels
    See Also:
    Serialized Form

    • Nested Class Summary

      • Nested classes/interfaces inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.BasicPostProcessorPrefetcher, com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.TransformationProcedure

    • Field Summary

      Fields 
      Modifier and Type Field Description
      static String BUCKET_TYPES  
      protected BucketType[] bucketTypes  
      static String LABELS_PROPERTY  
      protected List<com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo> levelInfo  
      static String PLUGIN_KEY  
      static String SENSITIVITY_NAME_LEVEL  
      protected ITenorUtil tenorUtil  

      • Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        BASIC_POST_PROCESSOR_PREFETCHER, isPartitionedOnRangeLevels

      • 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.IPartitionedPostProcessor

        DEFAULT_PARTITIONING_ON_RANGE_LEVELS

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

        CONTINUOUS_QUERY_HANDLER_KEYS, IS_PARTITIONED_ON_RANGE_LEVELS_PROPERTY, SEPARATOR, UNDERLYING_MEASURES

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      String evaluate​(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
      There is only one underlying measure here: the String[] that we want to expand.
      static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,​com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription​(String measureName, String underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl, String formatter, String folder)  
      String getType()  
      void init​(Properties properties)
      Three custom properties need to be present in the configuration of the post-processor: BUCKET_TYPES: its value is the string representing the bucket types, e.g.
      "TENOR_INPUT,MATURITY_INPUT,MONEYNESS_INPUT" LABELS_PROPERTY: its value is the string representing the labels, e.g.
      "Tenor@Tenors@Risk,Maturity@Maturities@Risk,Moneyness@Moneyness@Risk" SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
      "SensitivityName@Sensitivity@Sensitivities" On top of those custom properties the analysisLevels property needs to be defined for the tenor level since that level is part of an analysis hierarchy, e.g.
      "Tenor@Tenors@Risk"
      static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl)  
      void setTenorUtil​(ITenorUtil tenorUtil)
      Set the implementation of ITenorUtil

      • Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        checkPrefetchers, compute, computePrefetchFilter, createPrefetchers, createProcedure, evaluate, initializeUnderlyingMeasures, reduce, 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

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

        getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

    • Constructor Detail

      • TenorMaturityAndMoneynessStringDebugExpand

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

    • Method Detail

      • getPostProcessorDescription

        public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,​com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription​(String measureName,
                                                                                                                                                              String underlyingMeasure,
                                                                                                                                                              String[] levels,
                                                                                                                                                              BucketType[] bucketTypes,
                                                                                                                                                              String sensitivityNameLvl,
                                                                                                                                                              String formatter,
                                                                                                                                                              String folder)

      • measure

        public static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
                                                              String[] levels,
                                                              BucketType[] bucketTypes,
                                                              String sensitivityNameLvl)

      • init

        public void init​(Properties properties)
          throws com.quartetfs.fwk.QuartetException
        Three custom properties need to be present in the configuration of the post-processor:
        • BUCKET_TYPES: its value is the string representing the bucket types, e.g.
          "TENOR_INPUT,MATURITY_INPUT,MONEYNESS_INPUT"
        • LABELS_PROPERTY: its value is the string representing the labels, e.g.
          "Tenor@Tenors@Risk,Maturity@Maturities@Risk,Moneyness@Moneyness@Risk"
        • SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
          "SensitivityName@Sensitivity@Sensitivities"
        On top of those custom properties the analysisLevels property needs to be defined for the tenor level since that level is part of an analysis hierarchy, e.g.
        "Tenor@Tenors@Risk"
        Specified by:
        init in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
        Specified by:
        init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<String>
        Overrides:
        init in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
        Throws:
        com.quartetfs.fwk.QuartetException

      • getType

        public String getType()
        Specified by:
        getType in interface com.quartetfs.fwk.types.IExtendedPluginValue

      • evaluate

        public String evaluate​(com.quartetfs.biz.pivot.ILocation leafLocation,
                       Object[] underlyingMeasures)
        There is only one underlying measure here: the String[] that we want to expand.
        Specified by:
        evaluate in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
        Specified by:
        evaluate in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>