Package com.activeviam.risk.ref.rest.services.impl

Class APnLBookSubstitutionRestService<T extends SignOffPnLBookSubstitutionDTO>

java.lang.Object

com.activeviam.risk.ref.rest.services.impl.APnLBookSubstitutionRestService<T>

All Implemented Interfaces:

IPnLBookSubstitutionRestService<T>

Direct Known Subclasses:

SignOffPnLBookSubstitutionRestService

public abstract class APnLBookSubstitutionRestService<T extends SignOffPnLBookSubstitutionDTO>
extends Object
implements IPnLBookSubstitutionRestService<T>

Field Summary

Fields

Modifier and Type	Field	Description
protected com.qfs.store.IDatastore	datastore

Constructor Summary

Constructors

Constructor	Description
APnLBookSubstitutionRestService(com.qfs.store.IDatastore datastore)

Method Summary

Modifier and Type	Method	Description
com.qfs.condition.ICondition	generateTradeCondition(PnLVectorSubstitutionDTO dto)	Generate the ICondition used to retrieve the data corresponding to the book to scale
Set<String>	getPreviousAsOfDates(com.qfs.condition.ICondition condition)	Retrieve the set of previous as of dates for a given ICondition
javax.ws.rs.core.Response	getPreviousBookAsOfDates(String book, String asOfDate)
Map<String,com.qfs.vector.IVector>	getPreviousDayVectors(PnLVectorSubstitutionDTO dto)	Retrieve the PnL vectors for previous day
LocalDate	parseAsOfDate(String asOfDate)	Parse the as of date string representation into a LocalDate

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.activeviam.risk.ref.rest.services.IPnLBookSubstitutionRestService

submitBooks

Field Detail

datastore

protected com.qfs.store.IDatastore datastore

Constructor Detail

APnLBookSubstitutionRestService

public APnLBookSubstitutionRestService(com.qfs.store.IDatastore datastore)

Method Detail

generateTradeCondition

public com.qfs.condition.ICondition generateTradeCondition(PnLVectorSubstitutionDTO dto)

Generate the ICondition used to retrieve the data corresponding to the book to scale

Parameters:

dto - the DTO

Returns:

ICondition

getPreviousDayVectors

public Map<String,com.qfs.vector.IVector> getPreviousDayVectors(PnLVectorSubstitutionDTO dto)

Retrieve the PnL vectors for previous day

Parameters:

dto - the DTO

Returns:

A map with the risk factor as key and the PnL vector as value

getPreviousAsOfDates

public Set<String> getPreviousAsOfDates(com.qfs.condition.ICondition condition)

Retrieve the set of previous as of dates for a given ICondition

Parameters:

condition - the ICondition

Returns:

the set of as of dates

getPreviousBookAsOfDates

public javax.ws.rs.core.Response getPreviousBookAsOfDates(String book,
                                                          String asOfDate)

Specified by:

getPreviousBookAsOfDates in interface IPnLBookSubstitutionRestService<T extends SignOffPnLBookSubstitutionDTO>

parseAsOfDate

public LocalDate parseAsOfDate(String asOfDate)

Parse the as of date string representation into a LocalDate

Parameters:

asOfDate - string representation of the as of date

Returns:

LocalDate