Package com.activeviam.risk.starter.cfg.impl

Class MaturityConverterConfig

java.lang.Object

com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

@Configuration
public class MaturityConverterConfig
extends Object

A Spring configuration class to manage the configuration of the maturity converter (IMaturityConverter), along with the implementations of IDayCountConvention and ITenorConverter.

Configuration options are supported:

• Maturity converters (selected by Spring bean qualifier, implementing IMaturityConverter). Currently available values are "legacy" and "simple" .
• choose the day count convention (by Spring bean qualifier). Currently available values are "A/360", "A/365F", and "A/365".

Field Summary

Fields

Modifier and Type	Field	Description
static String	DAY_COUNT_A_360	Spring Bean qualifier for A/360 day count.
static String	DAY_COUNT_A_365	Spring Bean qualifier for A/365 day count.
static String	DAY_COUNT_A_365_FIXED	Spring Bean qualifier for A/365F day count.
static String	MATURITY_CONVERTER_LEGACY	Spring Bean qualifier for legacy maturity converter.
static String	MATURITY_CONVERTER_SIMPLE	Spring Bean qualifier for simple maturity converter.
static String	TENOR_SET_DEFAULT	The default tenor set.

Constructor Summary

Constructors

Constructor	Description
MaturityConverterConfig()

Method Summary

Modifier and Type	Method	Description
IMaturityConverter	maturityConverter()
IMaturityConverter	storeBackedMaturityConverter()	This will instantiate the duration service based on the pillar store.
ITenorUtil	tenorUtil()

Methods inherited from class java.lang.Object

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

Field Detail

MATURITY_CONVERTER_LEGACY

public static final String MATURITY_CONVERTER_LEGACY

Spring Bean qualifier for legacy maturity converter. Interface: IMaturityConverter, Qualifier: "legacy"

See Also:

Constant Field Values

MATURITY_CONVERTER_SIMPLE

public static final String MATURITY_CONVERTER_SIMPLE

Spring Bean qualifier for simple maturity converter. Interface: IMaturityConverter, Qualifier: "simple"

See Also:

Constant Field Values

DAY_COUNT_A_365

public static final String DAY_COUNT_A_365

Spring Bean qualifier for A/365 day count. Interface: IDayCountConvention, Qualifier: "A/365"

See Also:

Constant Field Values

DAY_COUNT_A_365_FIXED

public static final String DAY_COUNT_A_365_FIXED

Spring Bean qualifier for A/365F day count. Interface: IDayCountConvention, Qualifier: "A/365F"

See Also:

Constant Field Values

DAY_COUNT_A_360

public static final String DAY_COUNT_A_360

Spring Bean qualifier for A/360 day count. Interface: IDayCountConvention, Qualifier: "A/360"

See Also:

Constant Field Values

TENOR_SET_DEFAULT

public static final String TENOR_SET_DEFAULT

The default tenor set.

See Also:

Constant Field Values

Constructor Detail

MaturityConverterConfig

public MaturityConverterConfig()

Method Detail

storeBackedMaturityConverter

@Bean(name="maturityConverter")
@Profile({"standard","aggregated-import","store-import"})
public IMaturityConverter storeBackedMaturityConverter()

This will instantiate the duration service based on the pillar store. It will default to the simpleMaturityConverter() so the convention must be the same between the two converters, or else you will have some discrepancies in the duration calculation.

Returns:

maturity converter

maturityConverter

@Bean(name="maturityConverter")
@Profile({"scalar-sensi","scalar-sensi-store-import","scalar-sensi-aggregated-import"})
public IMaturityConverter maturityConverter()

tenorUtil

@Bean
public ITenorUtil tenorUtil()