Package com.activeviam.risk.ref.constants

Class RiskProperties

java.lang.Object

com.activeviam.risk.ref.constants.RiskProperties

public class RiskProperties
extends Object

Class gathering constants corresponding the properties used in configuration files

Field Summary

Fields

Modifier and Type	Field	Description
static String	BOOK_PARENT_CHILD_FILE_PATTERN
static String	BUCKETS_FILE_PATTERN
static String	COUNTERPARTIES_FILE_PATTERN
static String	COUNTERPARTY_PARENT_CHILD_FILE_PATTERN
static String	COUNTRIES_FILE_PATTERN
static String	CSV_AGGREGATED_IMPORT_DATASET
static String	CSV_BUFFER_SIZE
static String	CSV_DATASET
static String	CSV_LINES_TO_SKIP
static String	CSV_PARSER_THREADS
static String	CSV_POLLING_DELAY
static String	CSV_SEPARATOR
static String	CSV_STORE_IMPORT_DATASET
static String	FALSE
static String	FX_RATES_COMMON_CURRENCY
static String	FX_RATES_FILE_PATTERN
static String	LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN
static String	MARKET_DATA_FILE_PATTERN
static String	MARKET_DATA_SETS_FILE_PATTERN
static String	PNL_IMPORT_FILE_PATTERN
static String	PNLS_FILE_PATTERN
static String	QUANTILES_FILE_PATTERN
static String	RISK_FACTOR_MARKET_SHIFTS_FILE_PATTERN
static String	RISK_FACTORS_CATALOGUE_FILE_PATTERN
static String	RISK_LIMITS_FILE_PATTERN
static String	ROUNDING_METHODS_FILE_PATTERN
static String	SCENARIOS_FILE_PATTERN
static String	SENSI_DYN_MATURITIES_FILE_PATTERN
static String	SENSI_DYN_MONEYNESS_FILE_PATTERN
static String	SENSI_DYN_TENORS_FILE_PATTERN
static String	SENSI_FILE_PATTERN
static String	SENSI_IMPORT_FILE_PATTERN
static String	SENSI_LADDER_DATA_FILE_PATTERN
static String	SENSI_MATURITIES_FILE_PATTERN
static String	SENSI_MONEYNESS_FILE_PATTERN
static String	SENSI_TENORS_FILE_PATTERN
static String	SP_PROFILE__AGGREGATED_IMPORT
static String	SP_PROFILE__DATA_NODE
static String	SP_PROFILE__QUERY_NODE
static String	SP_PROFILE__SCALAR_SENSI
static String	SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT
static String	SP_PROFILE__SCALAR_SENSI_STORE_IMPORT
static String	SP_PROFILE__STANDARD
static String	SP_PROFILE__STORE_IMPORT
static String	SPARSE_VECTORS_SENSISTORES
static String	TRADE_ATTRIBUTES_FILE_PATTERN
static String	TRADE_PNLS_FILE_PATTERN
static String	TRUE
static String	VAR_IMPORT_FILE_PATTERN

Constructor Summary

Constructors

Constructor	Description
RiskProperties()

Method Summary

Methods inherited from class java.lang.Object

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

Field Detail

TRUE

public static final String TRUE

See Also:

Constant Field Values

FALSE

public static final String FALSE

See Also:

Constant Field Values

SPARSE_VECTORS_SENSISTORES

public static final String SPARSE_VECTORS_SENSISTORES

See Also:

Constant Field Values

FX_RATES_COMMON_CURRENCY

public static final String FX_RATES_COMMON_CURRENCY

See Also:

Constant Field Values

CSV_PARSER_THREADS

public static final String CSV_PARSER_THREADS

See Also:

Constant Field Values

CSV_BUFFER_SIZE

public static final String CSV_BUFFER_SIZE

See Also:

Constant Field Values

CSV_SEPARATOR

public static final String CSV_SEPARATOR

See Also:

Constant Field Values

CSV_LINES_TO_SKIP

public static final String CSV_LINES_TO_SKIP

See Also:

Constant Field Values

CSV_POLLING_DELAY

public static final String CSV_POLLING_DELAY

See Also:

Constant Field Values

CSV_DATASET

public static final String CSV_DATASET

See Also:

Constant Field Values

CSV_STORE_IMPORT_DATASET

public static final String CSV_STORE_IMPORT_DATASET

See Also:

Constant Field Values

CSV_AGGREGATED_IMPORT_DATASET

public static final String CSV_AGGREGATED_IMPORT_DATASET

See Also:

Constant Field Values

TRADE_PNLS_FILE_PATTERN

public static final String TRADE_PNLS_FILE_PATTERN

See Also:

Constant Field Values

PNLS_FILE_PATTERN

public static final String PNLS_FILE_PATTERN

See Also:

Constant Field Values

TRADE_ATTRIBUTES_FILE_PATTERN

public static final String TRADE_ATTRIBUTES_FILE_PATTERN

See Also:

Constant Field Values

FX_RATES_FILE_PATTERN

public static final String FX_RATES_FILE_PATTERN

See Also:

Constant Field Values

SCENARIOS_FILE_PATTERN

public static final String SCENARIOS_FILE_PATTERN

See Also:

Constant Field Values

BOOK_PARENT_CHILD_FILE_PATTERN

public static final String BOOK_PARENT_CHILD_FILE_PATTERN

See Also:

Constant Field Values

LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN

public static final String LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN

See Also:

Constant Field Values

COUNTERPARTY_PARENT_CHILD_FILE_PATTERN

public static final String COUNTERPARTY_PARENT_CHILD_FILE_PATTERN

See Also:

Constant Field Values

COUNTERPARTIES_FILE_PATTERN

public static final String COUNTERPARTIES_FILE_PATTERN

See Also:

Constant Field Values

COUNTRIES_FILE_PATTERN

public static final String COUNTRIES_FILE_PATTERN

See Also:

Constant Field Values

RISK_LIMITS_FILE_PATTERN

public static final String RISK_LIMITS_FILE_PATTERN

See Also:

Constant Field Values

BUCKETS_FILE_PATTERN

public static final String BUCKETS_FILE_PATTERN

See Also:

Constant Field Values

RISK_FACTOR_MARKET_SHIFTS_FILE_PATTERN

public static final String RISK_FACTOR_MARKET_SHIFTS_FILE_PATTERN

See Also:

Constant Field Values

SENSI_FILE_PATTERN

public static final String SENSI_FILE_PATTERN

See Also:

Constant Field Values

SENSI_TENORS_FILE_PATTERN

public static final String SENSI_TENORS_FILE_PATTERN

See Also:

Constant Field Values

SENSI_MATURITIES_FILE_PATTERN

public static final String SENSI_MATURITIES_FILE_PATTERN

See Also:

Constant Field Values

SENSI_MONEYNESS_FILE_PATTERN

public static final String SENSI_MONEYNESS_FILE_PATTERN

See Also:

Constant Field Values

SENSI_DYN_TENORS_FILE_PATTERN

public static final String SENSI_DYN_TENORS_FILE_PATTERN

See Also:

Constant Field Values

SENSI_DYN_MATURITIES_FILE_PATTERN

public static final String SENSI_DYN_MATURITIES_FILE_PATTERN

See Also:

Constant Field Values

SENSI_DYN_MONEYNESS_FILE_PATTERN

public static final String SENSI_DYN_MONEYNESS_FILE_PATTERN

See Also:

Constant Field Values

RISK_FACTORS_CATALOGUE_FILE_PATTERN

public static final String RISK_FACTORS_CATALOGUE_FILE_PATTERN

See Also:

Constant Field Values

MARKET_DATA_FILE_PATTERN

public static final String MARKET_DATA_FILE_PATTERN

See Also:

Constant Field Values

SENSI_LADDER_DATA_FILE_PATTERN

public static final String SENSI_LADDER_DATA_FILE_PATTERN

See Also:

Constant Field Values

MARKET_DATA_SETS_FILE_PATTERN

public static final String MARKET_DATA_SETS_FILE_PATTERN

See Also:

Constant Field Values

ROUNDING_METHODS_FILE_PATTERN

public static final String ROUNDING_METHODS_FILE_PATTERN

See Also:

Constant Field Values

QUANTILES_FILE_PATTERN

public static final String QUANTILES_FILE_PATTERN

See Also:

Constant Field Values

VAR_IMPORT_FILE_PATTERN

public static final String VAR_IMPORT_FILE_PATTERN

See Also:

Constant Field Values

PNL_IMPORT_FILE_PATTERN

public static final String PNL_IMPORT_FILE_PATTERN

See Also:

Constant Field Values

SENSI_IMPORT_FILE_PATTERN

public static final String SENSI_IMPORT_FILE_PATTERN

See Also:

Constant Field Values

SP_PROFILE__DATA_NODE

public static final String SP_PROFILE__DATA_NODE

See Also:

Constant Field Values

SP_PROFILE__QUERY_NODE

public static final String SP_PROFILE__QUERY_NODE

See Also:

Constant Field Values

SP_PROFILE__STANDARD

public static final String SP_PROFILE__STANDARD

See Also:

Constant Field Values

SP_PROFILE__AGGREGATED_IMPORT

public static final String SP_PROFILE__AGGREGATED_IMPORT

See Also:

Constant Field Values

SP_PROFILE__STORE_IMPORT

public static final String SP_PROFILE__STORE_IMPORT

See Also:

Constant Field Values

SP_PROFILE__SCALAR_SENSI

public static final String SP_PROFILE__SCALAR_SENSI

See Also:

Constant Field Values

SP_PROFILE__SCALAR_SENSI_STORE_IMPORT

public static final String SP_PROFILE__SCALAR_SENSI_STORE_IMPORT

See Also:

Constant Field Values

SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT

public static final String SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT

See Also:

Constant Field Values

Constructor Detail

RiskProperties

public RiskProperties()