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

Class VaRFlatDatastoreDescriptionConfig

java.lang.Object

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

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

VaR stores descriptions

Field Summary

Fields

Modifier and Type	Field	Description
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__TERM
static String	QUANTILES__QUANTILE
static String	QUANTILES__QUANTILE_NAME
static String	QUANTILES_STORE_NAME
static String	ROUNDING__ROUNDING__METHOD
static String	ROUNDING__ROUNDING_METHOD_NAME
static String	ROUNDING_METHODS_STORE_NAME

Constructor Summary

Constructors

Constructor	Description
VaRFlatDatastoreDescriptionConfig()

Method Summary

Modifier and Type	Method	Description
static com.qfs.desc.IStoreDescription	baseStoreDescription()	Creates a flat store that matches the result of the mandate export.
static com.qfs.desc.IStoreDescription	fxRateStoreDescription()
static com.qfs.desc.IStoreDescription	quantilesStoreDescription()
static com.qfs.desc.IStoreDescription	roundingStoreDescription()
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

FX_RATE__BASE_CCY

public static final String FX_RATE__BASE_CCY

See Also:

Constant Field Values

FX_RATE__COUNTER_CCY

public static final String FX_RATE__COUNTER_CCY

See Also:

Constant Field Values

FX_RATE__TERM

public static final String FX_RATE__TERM

See Also:

Constant Field Values

FX_RATE__RATE

public static final String FX_RATE__RATE

See Also:

Constant Field Values

ROUNDING_METHODS_STORE_NAME

public static final String ROUNDING_METHODS_STORE_NAME

See Also:

Constant Field Values

ROUNDING__ROUNDING__METHOD

public static final String ROUNDING__ROUNDING__METHOD

See Also:

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

See Also:

Constant Field Values

Constructor Detail

VaRFlatDatastoreDescriptionConfig

public VaRFlatDatastoreDescriptionConfig()

Method Detail

baseStoreDescription

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

Creates a flat store that matches the result of the mandate export. Key fields are based on the levels included in the export MDX (namely, the lowest level of every hierarchy).

Returns:

The flat store structure that matches the exported file.

fxRateStoreDescription

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

roundingStoreDescription

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

quantilesStoreDescription

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

varStoreDescriptions

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

varStoreReferences

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