Class SensiFlatDatastoreDescriptionConfig
- java.lang.Object
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- com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig
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@Configuration @Profile({"store-import","scalar-sensi-store-import"}) public class SensiFlatDatastoreDescriptionConfig extends Object
Sensitivities stores description
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Field Summary
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Constructor Summary
Constructors Constructor Description SensiFlatDatastoreDescriptionConfig()
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods 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 cubestatic 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 cubestatic Collection<com.qfs.desc.IReferenceDescription>
sensiStoreReferences()
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Field Detail
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STORE_DATE_FIELD_FORMAT
public static final String STORE_DATE_FIELD_FORMAT
- See Also:
- Constant Field Values
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SENSI__DOMAIN_1
public static final String SENSI__DOMAIN_1
- See Also:
- Constant Field Values
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NUM_HASH_PARTITIONS
public static final int NUM_HASH_PARTITIONS
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BOOK_HIERARCHY__BOOK
public static final String BOOK_HIERARCHY__BOOK
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__DESK
public static final String BOOK_HIERARCHY__DESK
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_1
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_1
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_2
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_2
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_3
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_3
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_4
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_4
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_5
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_5
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_6
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_6
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_7
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_7
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_8
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_8
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_9
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_9
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_10
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_10
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_11
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_11
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_12
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_12
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_13
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_13
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_14
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_14
- See Also:
- Constant Field Values
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BOOK_HIERARCHY__HIERARCHY_LEVEL_15
public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_15
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY
public static final String LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1
public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2
public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3
public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4
public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4
- See Also:
- Constant Field Values
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LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5
public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9
- See Also:
- Constant Field Values
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COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10
public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10
- See Also:
- Constant Field Values
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COUNTERPARTY__COUNTERPARTY_NAME
public static final String COUNTERPARTY__COUNTERPARTY_NAME
- See Also:
- Constant Field Values
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Method Detail
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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
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scalarSensiBaseStoreDescription
public static com.qfs.desc.IStoreDescription scalarSensiBaseStoreDescription()
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sensiStoreDescriptions
@Bean(name="sensiStoreDescriptions") @Profile("store-import") public Collection<com.qfs.desc.IStoreDescription> sensiStoreDescriptions()
Creates all of the stores needed for the sensitivity cube- Returns:
- sensitivity datastores
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scalarSensiStoreDescriptions
@Bean(name="sensiStoreDescriptions") @Profile("scalar-sensi-store-import") public Collection<com.qfs.desc.IStoreDescription> scalarSensiStoreDescriptions()
Creates all of the stores needed for the scalar sensitivity cube- Returns:
- sensitivity datastores
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sensiStoreReferences
@Bean public static Collection<com.qfs.desc.IReferenceDescription> sensiStoreReferences()
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