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

Class ASensiBookSubstitutionRestService<T extends SignOffSensiBookSubstitutionDTO>

java.lang.Object

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

All Implemented Interfaces:

ISensiBookSubstitutionRestService<T>

Direct Known Subclasses:

SignOffSensiBookSubstitutionRestService

public abstract class ASensiBookSubstitutionRestService<T extends SignOffSensiBookSubstitutionDTO>
extends Object
implements ISensiBookSubstitutionRestService<T>

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
ASensiBookSubstitutionRestService(com.qfs.store.IDatastore datastore, String sensiStore)

Method Summary

Modifier and Type	Method	Description
com.qfs.condition.ICondition	generateSensiCondition(SensiVectorSubstitutionDTO dto, String regexp)	Generate the ICondition used to retrieve the data corresponding to the sensitivities to substitute
javax.ws.rs.core.Response	getPreviousAsOfDates(String tradeId, String asOfDate, String riskFactor)	RESTFul call to retrieve the previous as of dates for a given set of criteria
Map<String,Object>	getPreviousDayVectors(SensiVectorSubstitutionDTO dto)	Retrieve the sensitivities 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.ISensiBookSubstitutionRestService

submitBooks

Field Detail

datastore

protected com.qfs.store.IDatastore datastore

sensiStore

protected String sensiStore

Constructor Detail

ASensiBookSubstitutionRestService

public ASensiBookSubstitutionRestService(com.qfs.store.IDatastore datastore,
                                         String sensiStore)

Method Detail

generateSensiCondition

public com.qfs.condition.ICondition generateSensiCondition(SensiVectorSubstitutionDTO dto,
                                                           String regexp)

Generate the ICondition used to retrieve the data corresponding to the sensitivities to substitute

Parameters:

dto - the DTO

regexp - type of the sensitivuty

Returns:

ICondition

getPreviousDayVectors

public Map<String,Object> getPreviousDayVectors(SensiVectorSubstitutionDTO dto)

Retrieve the sensitivities 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 javax.ws.rs.core.Response getPreviousAsOfDates(String tradeId,
                                                      String asOfDate,
                                                      String riskFactor)

RESTFul call to retrieve the previous as of dates for a given set of criteria

Parameters:

tradeId - the tradeId

asOfDate - the asOfDate

riskFactor - the riskFactor

Returns:

Response

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