Class ScalarMarketDataTuplePublisher<T>

  • 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.
    • Field Detail

      • LOGGER

        protected static Logger LOGGER
        Logger
    • Constructor Detail

      • ScalarMarketDataTuplePublisher

        public ScalarMarketDataTuplePublisher​(com.qfs.store.IDatastore datastore,
                                              String tenorAndMaturityDefaultValue,
                                              String moneynessDefaultValue)
        Constructor
        Parameters:
        datastore - The datastore
        tenorAndMaturityDefaultValue - The default value for tenors and maturities
        moneynessDefaultValue - The default value for moneyness
    • Method Detail

      • 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 interface com.qfs.source.ITuplePublisher<T>
      • tupleToString

        public String tupleToString​(Object[] tuple)
      • 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 interface com.qfs.source.ITuplePublisher<T>
        Returns:
        The list of stores impacted.