Package com.activeviam.risk.starter.cfg.pivot.builders.sensi

Class A3DTypeSensiCubeMeasureConfig

    • Field Detail

      • tenorsFactLevels

        protected final String tenorsFactLevels

      • maturitiesFactLevels

        protected final String maturitiesFactLevels

      • moneynessFactLevels

        protected final String moneynessFactLevels

      • tenorsAnalysisLevel

        protected final String tenorsAnalysisLevel

      • maturitiesAnalysisLevel

        protected final String maturitiesAnalysisLevel

      • moneynessAnalysisLevel

        protected final String moneynessAnalysisLevel

      • env

        @Autowired
public org.springframework.core.env.Environment env

    • Constructor Detail

      • A3DTypeSensiCubeMeasureConfig

        public A3DTypeSensiCubeMeasureConfig​(String sensi,
                                     String ladderType,
                                     String regexp,
                                     String currencyLevel,
                                     String riskClassLevel,
                                     String sensitivityNameLevel,
                                     String asOfDateLevel,
                                     String asOfDateHierarchy,
                                     String riskFactorLevel,
                                     String dynamicTenorsHierarchy,
                                     String dynamicMaturitiesHierarchy,
                                     String dynamicMoneynessHierarchy,
                                     String tenorsFactLevels,
                                     String maturitiesFactLevels,
                                     String moneynessFactLevels,
                                     String tenorsLabelsLevels,
                                     String maturitiesLabelsLevels,
                                     String moneynessLabelsLevels,
                                     String tenorsDatesLevels,
                                     String maturitiesDatesLevels,
                                     String moneynessDatesLevels,
                                     String tenorsAnalysisLevel,
                                     String maturitiesAnalysisLevel,
                                     String moneynessAnalysisLevel,
                                     String scenarioSetLevel,
                                     String marketDataSetLevel,
                                     String ladderShiftLevel,
                                     String ladderAvailabilityLevel,
                                     String fxRiskClass)
        The level specific are given by the constructor
        Parameters:
        sensi - sensitivity type
        ladderType - ladder type
        regexp - regular expression for sensitivity type
        currencyLevel - currency level
        riskClassLevel - risk class level
        sensitivityNameLevel - sensitivity name level
        asOfDateLevel - as of date level
        asOfDateHierarchy - as of date hierarchy
        riskFactorLevel - risk factor level
        dynamicTenorsHierarchy - dynamic tenors hierarchy
        dynamicMaturitiesHierarchy - dynamic maturities hierarchy
        dynamicMoneynessHierarchy - dynamic moneyness hierarchy
        tenorsFactLevels - tenors fact levels
        maturitiesFactLevels - maturities fact levels
        moneynessFactLevels - moneyness fact
        tenorsLabelsLevels - tenor labels levels
        maturitiesLabelsLevels - maturities labels levels
        moneynessLabelsLevels - moneyness labels levels
        tenorsDatesLevels - tenors dates levels
        maturitiesDatesLevels - maturities dates levels
        moneynessDatesLevels - moneyness dates levels
        tenorsAnalysisLevel - tenors analysis level
        maturitiesAnalysisLevel - maturities analysis level
        moneynessAnalysisLevel - moneyness analysis level
        scenarioSetLevel - scenario set level
        marketDataSetLevel - level containing the market data set level
        ladderShiftLevel - ladder shift level
        ladderAvailabilityLevel - ladder availability level
        fxRiskClass - the FX risk class