Package com.activeviam.risk.ref.cfg.sensi.impl

Class SensiAggregatedDatastoreDescriptionConfig

java.lang.Object

com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

@Configuration
@Profile({"aggregated-import","scalar-sensi-aggregated-import"})
public class SensiAggregatedDatastoreDescriptionConfig
extends Object

Sensitivities stores description

Constructor Summary

Constructors

Constructor	Description
SensiAggregatedDatastoreDescriptionConfig()

Method Summary

Modifier and Type	Method	Description
static com.qfs.desc.IStoreDescription	scalarSensiBaseStoreDescription()
Collection<com.qfs.desc.IStoreDescription>	scalarSensiStoreDescriptions()	Creates all of the stores needed for the scalar sensitivity cube
static com.qfs.desc.IStoreDescription	sensiBaseStoreDescription()	Creates a store for the Trades with have sensitivities.
Collection<com.qfs.desc.IStoreDescription>	sensiStoreDescriptions()	Creates all of the stores needed for the sensitivity cube
static Collection<com.qfs.desc.IReferenceDescription>	sensiStoreReferences()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SensiAggregatedDatastoreDescriptionConfig

public SensiAggregatedDatastoreDescriptionConfig()

Method Detail

sensiBaseStoreDescription

public static com.qfs.desc.IStoreDescription sensiBaseStoreDescription()

Creates a store for the Trades with have sensitivities. Note, this will be populated automatically and not from an external input.

Returns:

Trade store

scalarSensiBaseStoreDescription

public static com.qfs.desc.IStoreDescription scalarSensiBaseStoreDescription()

sensiStoreDescriptions

@Bean(name="sensiStoreDescriptions")
@Profile("aggregated-import")
public Collection<com.qfs.desc.IStoreDescription> sensiStoreDescriptions()

Creates all of the stores needed for the sensitivity cube

Returns:

sensitivity datastores

scalarSensiStoreDescriptions

@Bean(name="sensiStoreDescriptions")
@Profile("scalar-sensi-aggregated-import")
public Collection<com.qfs.desc.IStoreDescription> scalarSensiStoreDescriptions()

Creates all of the stores needed for the scalar sensitivity cube

Returns:

sensitivity datastores

sensiStoreReferences

@Bean
public static Collection<com.qfs.desc.IReferenceDescription> sensiStoreReferences()