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

Class VaRDatastoreDescriptionConfig

java.lang.Object

com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

@Configuration
@Profile({"standard","scalar-sensi"})
public class VaRDatastoreDescriptionConfig
extends Object

VaR stores descriptions

Field Summary

Fields

Modifier and Type	Field	Description
static String	AS_OF_DATE
static String	BOOK_HIERARCHY__BOOK
static String	BOOK_HIERARCHY__CATEGORY
static String	BOOK_HIERARCHY__DESK
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_1
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_10
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_11
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_12
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_13
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_14
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_15
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_2
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_3
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_4
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_5
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_6
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_7
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_8
static String	BOOK_HIERARCHY__HIERARCHY_LEVEL_9
static int	BOOK_HIERARCHY_STORE_HIERARCHIES
static String	BOOK_HIERARCHY_STORE_NAME
static String	BOOK_PARENT_CHILD__CATEGORY
static String	BOOK_PARENT_CHILD__CHILD
static String	BOOK_PARENT_CHILD__DESK
static String	BOOK_PARENT_CHILD__PARENT
static String	BOOK_PARENT_CHILD_STORE_NAME
static String	BUCKET_BUCKETS
static String	BUCKET_STORE_NAME
static String	COUNTERPARTY__COUNTERPARTY_ID
static String	COUNTERPARTY__COUNTERPARTY_NAME
static String	COUNTERPARTY__COUNTRY_OF_ADDRESS
static String	COUNTERPARTY__COUNTRY_OF_RISK
static String	COUNTERPARTY__RATING
static String	COUNTERPARTY__SECTOR
static String	COUNTERPARTY_HIERARCHY__COUNTERPARTY_ID
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8
static String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9
static int	COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES
static String	COUNTERPARTY_HIERARCHY_STORE_NAME
static String	COUNTERPARTY_PARENT_CHILD__CHILD
static String	COUNTERPARTY_PARENT_CHILD__PARENT
static String	COUNTERPARTY_PARENT_CHILD_STORE_NAME
static String	COUNTERPARTY_STORE_NAME
static String	COUNTERPARTY_TO_COUNTRY_ADDRESS
static String	COUNTERPARTY_TO_COUNTRY_RISK
static String	COUNTRY__COUNTRY
static String	COUNTRY__COUNTRY_CODE
static String	COUNTRY__LATITUDE
static String	COUNTRY__LONGITUDE
static String	COUNTRY__REGION
static String	COUNTRY__SUB_REGION
static String	COUNTRY_STORE_NAME
static String	DATE_FIELD_FORMAT
protected org.springframework.core.env.Environment	env
static String	FX_RATE__BASE_CCY
static String	FX_RATE__COUNTER_CCY
static String	FX_RATE__RATE
static String	FX_RATE__RISK_FACTOR_ID
static String	FX_RATE__TERM
static String	FX_RATE_STORE_NAME
static String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1
static String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2
static String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3
static String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4
static String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5
static String	LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY
static int	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES
static String	LEGAL_ENTITY_HIERARCHY_STORE_NAME
static String	LEGAL_ENTITY_PARENT_CHILD__CHILD
static String	LEGAL_ENTITY_PARENT_CHILD__PARENT
static String	LEGAL_ENTITY_PARENT_CHILD_STORE_NAME
static int	NUM_HASH_PARTITIONS
static String	QUANTILES__QUANTILE
static String	QUANTILES__QUANTILE_NAME
static String	QUANTILES_STORE_NAME
static String	RISK_FACTORS
static String	RISK_FACTORS__CURVE_TYPE
static String	RISK_FACTORS__QUALIFIER
static String	RISK_FACTORS__RISK_CLASS
static String	RISK_FACTORS__RISK_FACTOR_CCY
static String	RISK_FACTORS__RISK_FACTOR_ID
static String	RISK_FACTORS__RISK_FACTOR_TYPE
static String	RISK_LIMIT__BOOK
static String	RISK_LIMIT__CCY
static String	RISK_LIMIT__ES_97_5_LIMIT
static String	RISK_LIMIT__VAR_99_LIMIT
static String	RISK_LIMIT_STORE_NAME
static String	ROUNDING__ROUNDING__METHOD
static String	ROUNDING__ROUNDING_METHOD_NAME
static String	ROUNDING_METHODS_STORE_NAME
static String	SCENARIO__INDEX
static String	SCENARIO__SCENARIO
static String	SCENARIO__SCENARIO_SET
static String	SCENARIO_STORE_NAME
static String	STORE_DATE_FIELD_FORMAT
static String	TRADE_ATTRIBUTES__BOOK
static String	TRADE_ATTRIBUTES__COUNTERPARTY_ID
static String	TRADE_ATTRIBUTES__INSTRUMENT_CLASS
static String	TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE
static String	TRADE_ATTRIBUTES__INSTRUMENT_TYPE
static String	TRADE_ATTRIBUTES__LEGAL_ENTITY
static String	TRADE_ATTRIBUTES__MATURITY_DATE
static String	TRADE_ATTRIBUTES__NOTIONAL
static String	TRADE_ATTRIBUTES__NOTIONAL_CCY
static String	TRADE_ATTRIBUTES__SALES
static String	TRADE_ATTRIBUTES__TRADE_DATE
static String	TRADE_ATTRIBUTES__TRADE_ID
static String	TRADE_ATTRIBUTES__TRADER
static String	TRADE_ATTRIBUTES__VAR_INCLUSION
static String	TRADE_ATTRIBUTES_STORE_NAME
static String	TRADE_PNL__CALCULATION_ID
static String	TRADE_PNL__CCY
static String	TRADE_PNL__DOMAIN_1
static String	TRADE_PNL__LIQUIDITY_HORIZON
static String	TRADE_PNL__PNL_VECTOR
static String	TRADE_PNL__RISK_CLASS
static String	TRADE_PNL__RISK_FACTOR
static String	TRADE_PNL__SCENARIO_SET
static String	TRADE_PNL__SENSITIVITY_NAME
static String	TRADE_PNL__TRADE_ID
static String	TRADE_PNL_STORE_NAME

Constructor Summary

Constructors

Constructor	Description
VaRDatastoreDescriptionConfig()

Method Summary

Modifier and Type	Method	Description
static com.qfs.desc.IStoreDescription	bookHierarchyStoreDescription()
static com.qfs.desc.IStoreDescription	bookParentChildStoreDescription()
static com.qfs.desc.IStoreDescription	bucketStoreDescription()
static com.qfs.desc.IStoreDescription	counterpartyHierarchyStoreDescription()
static com.qfs.desc.IStoreDescription	counterpartyParentChildStoreDescription()
static com.qfs.desc.IStoreDescription	counterpartyStoreDescription()
static com.qfs.desc.IStoreDescription	countryStoreDescription()
static com.qfs.desc.IStoreDescription	fxRateStoreDescription()
static com.qfs.desc.IStoreDescription	legalEntityHierarchyStoreDescription()
static com.qfs.desc.IStoreDescription	legalEntityParentChildStoreDescription()
static com.qfs.desc.IStoreDescription	quantilesStoreDescription()
static com.qfs.desc.IStoreDescription	riskFactorsCatalogueStoreDescription()	Creates a store for the Risk Factor Catalogue
static com.qfs.desc.IStoreDescription	riskLimitStoreDescription()
static com.qfs.desc.IStoreDescription	roundingStoreDescription()
static com.qfs.desc.IStoreDescription	scenarioStoreDescription()
static com.qfs.desc.IStoreDescription	tradeAttributesStoreDescription()
static com.qfs.desc.IStoreDescription	tradeStoreDescription()
static Collection<com.qfs.desc.IStoreDescription>	varStoreDescriptions()
static Collection<com.qfs.desc.IReferenceDescription>	varStoreReferences()

Methods inherited from class java.lang.Object

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

Field Detail

env

@Autowired
protected org.springframework.core.env.Environment env

NUM_HASH_PARTITIONS

public static final int NUM_HASH_PARTITIONS

AS_OF_DATE

public static final String AS_OF_DATE

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Constant Field Values

DATE_FIELD_FORMAT

public static final String DATE_FIELD_FORMAT

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Constant Field Values

STORE_DATE_FIELD_FORMAT

public static final String STORE_DATE_FIELD_FORMAT

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Constant Field Values

BOOK_HIERARCHY_STORE_HIERARCHIES

public static final int BOOK_HIERARCHY_STORE_HIERARCHIES

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Constant Field Values

LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES

public static final int LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES

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Constant Field Values

COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES

public static final int COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES

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Constant Field Values

TRADE_PNL_STORE_NAME

public static final String TRADE_PNL_STORE_NAME

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Constant Field Values

TRADE_PNL__TRADE_ID

public static final String TRADE_PNL__TRADE_ID

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Constant Field Values

TRADE_PNL__SCENARIO_SET

public static final String TRADE_PNL__SCENARIO_SET

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Constant Field Values

TRADE_PNL__CALCULATION_ID

public static final String TRADE_PNL__CALCULATION_ID

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Constant Field Values

TRADE_PNL__RISK_FACTOR

public static final String TRADE_PNL__RISK_FACTOR

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Constant Field Values

TRADE_PNL__RISK_CLASS

public static final String TRADE_PNL__RISK_CLASS

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Constant Field Values

TRADE_PNL__SENSITIVITY_NAME

public static final String TRADE_PNL__SENSITIVITY_NAME

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Constant Field Values

TRADE_PNL__LIQUIDITY_HORIZON

public static final String TRADE_PNL__LIQUIDITY_HORIZON

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Constant Field Values

TRADE_PNL__CCY

public static final String TRADE_PNL__CCY

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Constant Field Values

TRADE_PNL__PNL_VECTOR

public static final String TRADE_PNL__PNL_VECTOR

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Constant Field Values

TRADE_PNL__DOMAIN_1

public static final String TRADE_PNL__DOMAIN_1

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Constant Field Values

TRADE_ATTRIBUTES_STORE_NAME

public static final String TRADE_ATTRIBUTES_STORE_NAME

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Constant Field Values

TRADE_ATTRIBUTES__TRADE_ID

public static final String TRADE_ATTRIBUTES__TRADE_ID

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Constant Field Values

TRADE_ATTRIBUTES__BOOK

public static final String TRADE_ATTRIBUTES__BOOK

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Constant Field Values

TRADE_ATTRIBUTES__LEGAL_ENTITY

public static final String TRADE_ATTRIBUTES__LEGAL_ENTITY

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Constant Field Values

TRADE_ATTRIBUTES__COUNTERPARTY_ID

public static final String TRADE_ATTRIBUTES__COUNTERPARTY_ID

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Constant Field Values

TRADE_ATTRIBUTES__NOTIONAL

public static final String TRADE_ATTRIBUTES__NOTIONAL

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Constant Field Values

TRADE_ATTRIBUTES__NOTIONAL_CCY

public static final String TRADE_ATTRIBUTES__NOTIONAL_CCY

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Constant Field Values

TRADE_ATTRIBUTES__TRADER

public static final String TRADE_ATTRIBUTES__TRADER

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Constant Field Values

TRADE_ATTRIBUTES__SALES

public static final String TRADE_ATTRIBUTES__SALES

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TRADE_ATTRIBUTES__INSTRUMENT_CLASS

public static final String TRADE_ATTRIBUTES__INSTRUMENT_CLASS

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Constant Field Values

TRADE_ATTRIBUTES__INSTRUMENT_TYPE

public static final String TRADE_ATTRIBUTES__INSTRUMENT_TYPE

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Constant Field Values

TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE

public static final String TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE

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Constant Field Values

TRADE_ATTRIBUTES__TRADE_DATE

public static final String TRADE_ATTRIBUTES__TRADE_DATE

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Constant Field Values

TRADE_ATTRIBUTES__MATURITY_DATE

public static final String TRADE_ATTRIBUTES__MATURITY_DATE

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Constant Field Values

TRADE_ATTRIBUTES__VAR_INCLUSION

public static final String TRADE_ATTRIBUTES__VAR_INCLUSION

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Constant Field Values

FX_RATE_STORE_NAME

public static final String FX_RATE_STORE_NAME

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Constant Field Values

FX_RATE__BASE_CCY

public static final String FX_RATE__BASE_CCY

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Constant Field Values

FX_RATE__COUNTER_CCY

public static final String FX_RATE__COUNTER_CCY

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Constant Field Values

FX_RATE__TERM

public static final String FX_RATE__TERM

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Constant Field Values

FX_RATE__RATE

public static final String FX_RATE__RATE

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Constant Field Values

FX_RATE__RISK_FACTOR_ID

public static final String FX_RATE__RISK_FACTOR_ID

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Constant Field Values

SCENARIO_STORE_NAME

public static final String SCENARIO_STORE_NAME

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Constant Field Values

SCENARIO__SCENARIO_SET

public static final String SCENARIO__SCENARIO_SET

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Constant Field Values

SCENARIO__INDEX

public static final String SCENARIO__INDEX

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Constant Field Values

SCENARIO__SCENARIO

public static final String SCENARIO__SCENARIO

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Constant Field Values

BOOK_PARENT_CHILD_STORE_NAME

public static final String BOOK_PARENT_CHILD_STORE_NAME

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Constant Field Values

BOOK_PARENT_CHILD__CHILD

public static final String BOOK_PARENT_CHILD__CHILD

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Constant Field Values

BOOK_PARENT_CHILD__PARENT

public static final String BOOK_PARENT_CHILD__PARENT

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Constant Field Values

BOOK_PARENT_CHILD__DESK

public static final String BOOK_PARENT_CHILD__DESK

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Constant Field Values

BOOK_PARENT_CHILD__CATEGORY

public static final String BOOK_PARENT_CHILD__CATEGORY

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Constant Field Values

BOOK_HIERARCHY_STORE_NAME

public static final String BOOK_HIERARCHY_STORE_NAME

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Constant Field Values

BOOK_HIERARCHY__BOOK

public static final String BOOK_HIERARCHY__BOOK

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Constant Field Values

BOOK_HIERARCHY__DESK

public static final String BOOK_HIERARCHY__DESK

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Constant Field Values

BOOK_HIERARCHY__CATEGORY

public static final String BOOK_HIERARCHY__CATEGORY

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_1

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_1

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_2

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_2

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_3

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_3

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BOOK_HIERARCHY__HIERARCHY_LEVEL_4

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_4

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BOOK_HIERARCHY__HIERARCHY_LEVEL_5

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_5

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_6

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_6

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_7

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_7

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_8

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_8

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_9

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_9

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_10

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_10

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_11

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_11

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_12

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_12

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_13

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_13

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_14

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_14

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Constant Field Values

BOOK_HIERARCHY__HIERARCHY_LEVEL_15

public static final String BOOK_HIERARCHY__HIERARCHY_LEVEL_15

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Constant Field Values

LEGAL_ENTITY_PARENT_CHILD_STORE_NAME

public static final String LEGAL_ENTITY_PARENT_CHILD_STORE_NAME

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Constant Field Values

LEGAL_ENTITY_PARENT_CHILD__CHILD

public static final String LEGAL_ENTITY_PARENT_CHILD__CHILD

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Constant Field Values

LEGAL_ENTITY_PARENT_CHILD__PARENT

public static final String LEGAL_ENTITY_PARENT_CHILD__PARENT

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Constant Field Values

LEGAL_ENTITY_HIERARCHY_STORE_NAME

public static final String LEGAL_ENTITY_HIERARCHY_STORE_NAME

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY

public static final String LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1

public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2

public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3

public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4

public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4

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Constant Field Values

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5

public static final String LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5

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Constant Field Values

COUNTERPARTY_PARENT_CHILD_STORE_NAME

public static final String COUNTERPARTY_PARENT_CHILD_STORE_NAME

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Constant Field Values

COUNTERPARTY_PARENT_CHILD__CHILD

public static final String COUNTERPARTY_PARENT_CHILD__CHILD

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Constant Field Values

COUNTERPARTY_PARENT_CHILD__PARENT

public static final String COUNTERPARTY_PARENT_CHILD__PARENT

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Constant Field Values

COUNTERPARTY_HIERARCHY_STORE_NAME

public static final String COUNTERPARTY_HIERARCHY_STORE_NAME

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Constant Field Values

COUNTERPARTY_HIERARCHY__COUNTERPARTY_ID

public static final String COUNTERPARTY_HIERARCHY__COUNTERPARTY_ID

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9

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Constant Field Values

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10

public static final String COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10

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Constant Field Values

COUNTERPARTY_STORE_NAME

public static final String COUNTERPARTY_STORE_NAME

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Constant Field Values

COUNTERPARTY__COUNTERPARTY_ID

public static final String COUNTERPARTY__COUNTERPARTY_ID

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Constant Field Values

COUNTERPARTY__COUNTERPARTY_NAME

public static final String COUNTERPARTY__COUNTERPARTY_NAME

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Constant Field Values

COUNTERPARTY__RATING

public static final String COUNTERPARTY__RATING

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Constant Field Values

COUNTERPARTY__SECTOR

public static final String COUNTERPARTY__SECTOR

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Constant Field Values

COUNTERPARTY__COUNTRY_OF_ADDRESS

public static final String COUNTERPARTY__COUNTRY_OF_ADDRESS

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Constant Field Values

COUNTERPARTY__COUNTRY_OF_RISK

public static final String COUNTERPARTY__COUNTRY_OF_RISK

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Constant Field Values

COUNTRY_STORE_NAME

public static final String COUNTRY_STORE_NAME

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Constant Field Values

COUNTRY__COUNTRY_CODE

public static final String COUNTRY__COUNTRY_CODE

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Constant Field Values

COUNTRY__REGION

public static final String COUNTRY__REGION

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Constant Field Values

COUNTRY__SUB_REGION

public static final String COUNTRY__SUB_REGION

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Constant Field Values

COUNTRY__COUNTRY

public static final String COUNTRY__COUNTRY

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Constant Field Values

COUNTRY__LATITUDE

public static final String COUNTRY__LATITUDE

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Constant Field Values

COUNTRY__LONGITUDE

public static final String COUNTRY__LONGITUDE

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Constant Field Values

RISK_LIMIT_STORE_NAME

public static final String RISK_LIMIT_STORE_NAME

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Constant Field Values

RISK_LIMIT__BOOK

public static final String RISK_LIMIT__BOOK

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Constant Field Values

RISK_LIMIT__CCY

public static final String RISK_LIMIT__CCY

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Constant Field Values

RISK_LIMIT__VAR_99_LIMIT

public static final String RISK_LIMIT__VAR_99_LIMIT

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Constant Field Values

RISK_LIMIT__ES_97_5_LIMIT

public static final String RISK_LIMIT__ES_97_5_LIMIT

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Constant Field Values

BUCKET_STORE_NAME

public static final String BUCKET_STORE_NAME

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Constant Field Values

BUCKET_BUCKETS

public static final String BUCKET_BUCKETS

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Constant Field Values

RISK_FACTORS

public static final String RISK_FACTORS

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Constant Field Values

RISK_FACTORS__RISK_FACTOR_ID

public static final String RISK_FACTORS__RISK_FACTOR_ID

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Constant Field Values

RISK_FACTORS__RISK_CLASS

public static final String RISK_FACTORS__RISK_CLASS

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Constant Field Values

RISK_FACTORS__QUALIFIER

public static final String RISK_FACTORS__QUALIFIER

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Constant Field Values

RISK_FACTORS__RISK_FACTOR_TYPE

public static final String RISK_FACTORS__RISK_FACTOR_TYPE

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Constant Field Values

RISK_FACTORS__RISK_FACTOR_CCY

public static final String RISK_FACTORS__RISK_FACTOR_CCY

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Constant Field Values

RISK_FACTORS__CURVE_TYPE

public static final String RISK_FACTORS__CURVE_TYPE

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Constant Field Values

ROUNDING_METHODS_STORE_NAME

public static final String ROUNDING_METHODS_STORE_NAME

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Constant Field Values

ROUNDING__ROUNDING__METHOD

public static final String ROUNDING__ROUNDING__METHOD

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Constant Field Values

ROUNDING__ROUNDING_METHOD_NAME

public static final String ROUNDING__ROUNDING_METHOD_NAME

See Also:

Constant Field Values

QUANTILES_STORE_NAME

public static final String QUANTILES_STORE_NAME

See Also:

Constant Field Values

QUANTILES__QUANTILE

public static final String QUANTILES__QUANTILE

See Also:

Constant Field Values

QUANTILES__QUANTILE_NAME

public static final String QUANTILES__QUANTILE_NAME

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Constant Field Values

COUNTERPARTY_TO_COUNTRY_ADDRESS

public static final String COUNTERPARTY_TO_COUNTRY_ADDRESS

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Constant Field Values

COUNTERPARTY_TO_COUNTRY_RISK

public static final String COUNTERPARTY_TO_COUNTRY_RISK

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Constant Field Values

Constructor Detail

VaRDatastoreDescriptionConfig

public VaRDatastoreDescriptionConfig()

Method Detail

tradeStoreDescription

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

tradeAttributesStoreDescription

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

fxRateStoreDescription

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

scenarioStoreDescription

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

bookParentChildStoreDescription

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

bookHierarchyStoreDescription

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

legalEntityParentChildStoreDescription

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

legalEntityHierarchyStoreDescription

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

counterpartyParentChildStoreDescription

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

counterpartyHierarchyStoreDescription

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

counterpartyStoreDescription

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

countryStoreDescription

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

riskLimitStoreDescription

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

bucketStoreDescription

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

roundingStoreDescription

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

quantilesStoreDescription

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

riskFactorsCatalogueStoreDescription

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

Creates a store for the Risk Factor Catalogue

Returns:

Risk Factor Catalogue store

varStoreDescriptions

@Bean
public static Collection<com.qfs.desc.IStoreDescription> varStoreDescriptions()

varStoreReferences

@Bean
@DependsOn("datastoreCustomisations")
public static Collection<com.qfs.desc.IReferenceDescription> varStoreReferences()