Interface IInputSelector

  • All Known Implementing Classes:
    InputSelector

    public interface IInputSelector
    • Method Detail

      • getFormulaInput

        String getFormulaInput​(String sensitivityName)
        Returns the configured input for the PnLExplain or TaylorVaR calculations. The "formula.input" property should take the following case-insensitive values: "formula.input.vanna=SENSI-ONLY" "formula.input.delta=LADDER-ONLY" "formula.input.gamma="LADDER-FIRST" An empty property, or no setting, should default to "LADDER-FIRST", which will attempt to calculate the input from the sensitivity ladder or revert to the standard sensitivity if the ladder does not exist.
        Parameters:
        sensitivityName - The name of the sensitivity.
        Returns:
        The formula input property.
      • hasSecondOrderLadder

        boolean hasSecondOrderLadder​(String sensitivityName)
        Returns whether the sensitivity ladder is second order, depending on the sensitivity name.
        Parameters:
        sensitivityName - The sensitivity name.
        Returns:
        True if the sensitivity ladder is second order, false otherwise.