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

Class SensiTradeStoreTuplePublisher<T>

java.lang.Object

com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher<T>

Type Parameters:

T - the class of the tuple publisher

All Implemented Interfaces:

com.qfs.source.ITuplePublisher<T>

public class SensiTradeStoreTuplePublisher<T>
extends Object
implements com.qfs.source.ITuplePublisher<T>

Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store

Field Summary

Fields

Modifier and Type	Field	Description
protected static Logger	LOGGER	Logger

Constructor Summary

Constructors

Constructor	Description
SensiTradeStoreTuplePublisher(com.qfs.store.IDatastore datastore, String sensiStore, org.springframework.core.env.Environment env, Map<String,Integer> translatorTupleFields, Function<String,String> findGreekTypeBean, Map<String,IGreekDescription> greekDescription, ITenorUtil tenorUtil, String tenorAndMaturityDefaultValue, String moneynessDefaultValue)	Constructor

Method Summary

Modifier and Type	Method	Description
Collection<String>	getTargetStores()	Returns the list of stores that will be impacted by publishing, which is the Sensi Trade base 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 store
String	sensitivityTupleToString(Object[] tuple)

Methods inherited from class java.lang.Object

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

Field Detail

LOGGER

protected static Logger LOGGER

Logger

Constructor Detail

SensiTradeStoreTuplePublisher

public SensiTradeStoreTuplePublisher(com.qfs.store.IDatastore datastore,
                                     String sensiStore,
                                     org.springframework.core.env.Environment env,
                                     Map<String,Integer> translatorTupleFields,
                                     Function<String,String> findGreekTypeBean,
                                     Map<String,IGreekDescription> greekDescription,
                                     ITenorUtil tenorUtil,
                                     String tenorAndMaturityDefaultValue,
                                     String moneynessDefaultValue)

Constructor

Parameters:

datastore - The datastore

sensiStore - the sensitivities store

env - The Spring environment

translatorTupleFields - The fields in the incoming tuples and their indexes.

tenorUtil - tenor util

findGreekTypeBean - find greek type bean

greekDescription - greek description

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>

getTargetStores

public Collection<String> getTargetStores()

Returns the list of stores that will be impacted by publishing, which is the Sensi Trade base store in this case.

Specified by:

getTargetStores in interface com.qfs.source.ITuplePublisher<T>

Returns:

The list of stores impacted.

sensitivityTupleToString

public String sensitivityTupleToString(Object[] tuple)