Class ScalarMarketDataTuplePublisher<T>
- java.lang.Object
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- com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher<T>
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- Type Parameters:
T
- the class of the tuple publisher
- All Implemented Interfaces:
com.qfs.source.ITuplePublisher<T>
public class ScalarMarketDataTuplePublisher<T> extends Object implements com.qfs.source.ITuplePublisher<T>
Tuple publisher that reads the Market Data tuples and de-vectorises them.
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Constructor Summary
Constructors Constructor Description ScalarMarketDataTuplePublisher(com.qfs.store.IDatastore datastore, String tenorAndMaturityDefaultValue, String moneynessDefaultValue)
Constructor
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Collection<String>
getTargetStores()
Returns the list of stores that will be impacted by publishing, which is the Market Data store in this case.void
publish(com.qfs.source.IStoreMessage<? extends T,?> message, List<Object[]> tuples)
Publish values to the sensi stores and the trade sensi storeString
tupleToString(Object[] tuple)
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Field Detail
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LOGGER
protected static Logger LOGGER
Logger
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Constructor Detail
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ScalarMarketDataTuplePublisher
public ScalarMarketDataTuplePublisher(com.qfs.store.IDatastore datastore, String tenorAndMaturityDefaultValue, String moneynessDefaultValue)
Constructor- Parameters:
datastore
- The datastoretenorAndMaturityDefaultValue
- The default value for tenors and maturitiesmoneynessDefaultValue
- The default value for moneyness
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Method Detail
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publish
public void publish(com.qfs.source.IStoreMessage<? extends T,?> message, List<Object[]> tuples)
Publish values to the sensi stores and the trade sensi store- Specified by:
publish
in interfacecom.qfs.source.ITuplePublisher<T>
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getTargetStores
public Collection<String> getTargetStores()
Returns the list of stores that will be impacted by publishing, which is the Market Data store in this case.- Specified by:
getTargetStores
in interfacecom.qfs.source.ITuplePublisher<T>
- Returns:
- The list of stores impacted.
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