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

Class AGreekSensiCubeMeasureNames

java.lang.Object

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

All Implemented Interfaces:

IGreekSensiCubeMeasureConfig

Direct Known Subclasses:

AGreekSensiCubeRestrictedMeasureConfig

public abstract class AGreekSensiCubeMeasureNames
extends Object
implements IGreekSensiCubeMeasureConfig

Field Summary

Fields

Modifier and Type	Field	Description
protected String	asOfDateHierarchy
protected String	asOfDateLevel
protected String	currencyLevel
String	DOUBLE_ARRAY_FORMATTER
String	DOUBLE_FORMATTER
String	DOUBLE_PERCENTAGE_FORMATTER
protected String	fxRiskClass
String	INT_FORMATTER
protected String	ladderAvailabilityLevel
protected String	ladderShiftLevel
protected String[]	marketDataAnalysisLevels
protected String	marketDataSetLevel
protected String	regexp
protected String	riskClassLevel
protected String	riskFactorLevel
protected String	scenarioSetLevel
protected String	sensitivityNameLevel
String	TIMESTAMP_FORMATTER

Fields inherited from interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

NOT_IMPLEMENTED, NUMBER_OF_FALLBACK_DAYS

Constructor Summary

Constructors

Constructor	Description
AGreekSensiCubeMeasureNames(String sensi, String ladderType, String regexp, String currencyLevel, String riskClassLevel, String sensitivityNameLevel, String asOfDateLevel, String asOfDateHierarchy, String riskFactorLevel, String scenarioSetLevel, String marketDataSetLevel, String ladderShiftLevel, String ladderAvailabilityLevel, String[] marketDataAnalysisLevels, String fxRiskClass)	The level specific are given by the constructor

Method Summary

Modifier and Type	Method	Description
String	getGreekRegexp()
String	getGreekSensiCurrentDateMdFxIntermediateInterpolated()
String	getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount()
String	getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg()
String	getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass()
String	getGreekSensiCurrentDateMdFxInterpolated()
String	getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated()
String	getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated()
String	getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount()
String	getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg()
String	getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass()
String	getGreekSensiCurrentDateMdNativeIntermediateInterpolated()
String	getGreekSensiCurrentDateMdNativeInterpolated()
String	getGreekSensiFolder()
String	getGreekSensiLadder()
String	getGreekSensiLadderExpand()
String	getGreekSensiLadderExpandTechnical()
String	getGreekSensiLadderNativeExpand()
String	getGreekSensiLadderNativeExpandTechnical()
String	getGreekSensiLadderSumTechnical()
String	getGreekSensiLadderSumTechnicalFiltered()
String	getGreekSensiLadderValues()
String	getGreekSensiNative()
String	getGreekSensiNativeBucketed()
String	getGreekSensiNativeFolder()
String	getGreekSensiNativeIntermediate()
String	getGreekSensiNativeVectorSum()
String	getGreekSensiNextDateMdFxInterpolated()
String	getGreekSensiNextDateMdNativeIntermediateInterpolated()
String	getGreekSensiNextDateMdNativeInterpolated()
String	getGreekSensiPnlExplain()
String	getGreekSensiPnlExplainNative()
String	getGreekSensiPnlExplainNativeExpandNextDate()
String	getGreekSensiPnlExplainNativeIntermediateNextDate()
String	getGreekSensiPnlExplainNativeNextDate()
String	getGreekSensiPnlExplainNextDate()
String	getGreekSensiPnlSubVectorForTaylorVar()
String	getGreekSensiPnlSubVectorForTaylorVarWithFx()
String	getGreekSensiPnlVectorForTaylorVar()
String	getGreekSensiPnlVectorForTaylorVarNative()
String	getGreekSensiPreviousDateMdFxInterpolated()
String	getGreekSensiPreviousDateMdNativeInterpolated()
String	getGreekSensiPreviousVectorNativeExpand()
String	getGreekSensiRate()
String	getGreekSensiScalarSumTechnical()
String	getGreekSensiScalarSumTechnicalFiltered()
String	getGreekSensiSumTechnical()
String	getGreekSensiSumTechnicalFiltered()
String	getGreekSensiTaylorVar()
String	getGreekSensiType()	This is the type of Greek
String	getGreekSensiValues()
String	getGreekSensiVectorNativeExpand()
String	getGreekTaylorVarFolder()

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.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

buildPnlShiftMeasures, buildRestrictedMeasures, buildScalarMeasures, buildScalarRestrictedMeasures, buildStandardMeasures, getGreekTypeDimension

Field Detail

regexp

protected final String regexp

sensitivityNameLevel

protected final String sensitivityNameLevel

asOfDateLevel

protected final String asOfDateLevel

currencyLevel

protected final String currencyLevel

asOfDateHierarchy

protected final String asOfDateHierarchy

marketDataSetLevel

protected final String marketDataSetLevel

riskClassLevel

protected final String riskClassLevel

riskFactorLevel

protected final String riskFactorLevel

scenarioSetLevel

protected final String scenarioSetLevel

ladderShiftLevel

protected final String ladderShiftLevel

ladderAvailabilityLevel

protected final String ladderAvailabilityLevel

marketDataAnalysisLevels

protected final String[] marketDataAnalysisLevels

fxRiskClass

protected final String fxRiskClass

DOUBLE_FORMATTER

@Value("${cube.format.double}")
public String DOUBLE_FORMATTER

DOUBLE_PERCENTAGE_FORMATTER

@Value("${cube.format.percent}")
public String DOUBLE_PERCENTAGE_FORMATTER

INT_FORMATTER

@Value("${cube.format.integer}")
public String INT_FORMATTER

TIMESTAMP_FORMATTER

@Value("${cube.format.date}")
public String TIMESTAMP_FORMATTER

DOUBLE_ARRAY_FORMATTER

@Value("${cube.format.array}")
public String DOUBLE_ARRAY_FORMATTER

Constructor Detail

AGreekSensiCubeMeasureNames

public AGreekSensiCubeMeasureNames(String sensi,
                                   String ladderType,
                                   String regexp,
                                   String currencyLevel,
                                   String riskClassLevel,
                                   String sensitivityNameLevel,
                                   String asOfDateLevel,
                                   String asOfDateHierarchy,
                                   String riskFactorLevel,
                                   String scenarioSetLevel,
                                   String marketDataSetLevel,
                                   String ladderShiftLevel,
                                   String ladderAvailabilityLevel,
                                   String[] marketDataAnalysisLevels,
                                   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

scenarioSetLevel - scenario set level

marketDataSetLevel - market data set level

ladderShiftLevel - ladder shift level

ladderAvailabilityLevel - ladder availability level

marketDataAnalysisLevels - analysis levels needed for market data (if required)

fxRiskClass - the FX risk classs

Method Detail

getGreekRegexp

public String getGreekRegexp()

Specified by:

getGreekRegexp in interface IGreekSensiCubeMeasureConfig

getGreekSensiType

public String getGreekSensiType()

Description copied from interface: IGreekSensiCubeMeasureConfig

This is the type of Greek

Specified by:

getGreekSensiType in interface IGreekSensiCubeMeasureConfig

Returns:

One value from SensitivitiesConstants

getGreekSensiLadder

public String getGreekSensiLadder()

Specified by:

getGreekSensiLadder in interface IGreekSensiCubeMeasureConfig

getGreekSensiValues

public String getGreekSensiValues()

Specified by:

getGreekSensiValues in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderValues

public String getGreekSensiLadderValues()

Specified by:

getGreekSensiLadderValues in interface IGreekSensiCubeMeasureConfig

getGreekSensiScalarSumTechnical

public String getGreekSensiScalarSumTechnical()

Specified by:

getGreekSensiScalarSumTechnical in interface IGreekSensiCubeMeasureConfig

getGreekSensiSumTechnical

public String getGreekSensiSumTechnical()

Specified by:

getGreekSensiSumTechnical in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderSumTechnical

public String getGreekSensiLadderSumTechnical()

Specified by:

getGreekSensiLadderSumTechnical in interface IGreekSensiCubeMeasureConfig

getGreekSensiScalarSumTechnicalFiltered

public String getGreekSensiScalarSumTechnicalFiltered()

Specified by:

getGreekSensiScalarSumTechnicalFiltered in interface IGreekSensiCubeMeasureConfig

getGreekSensiSumTechnicalFiltered

public String getGreekSensiSumTechnicalFiltered()

Specified by:

getGreekSensiSumTechnicalFiltered in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderSumTechnicalFiltered

public String getGreekSensiLadderSumTechnicalFiltered()

Specified by:

getGreekSensiLadderSumTechnicalFiltered in interface IGreekSensiCubeMeasureConfig

getGreekSensiNativeVectorSum

public String getGreekSensiNativeVectorSum()

Specified by:

getGreekSensiNativeVectorSum in interface IGreekSensiCubeMeasureConfig

getGreekSensiNativeBucketed

public String getGreekSensiNativeBucketed()

Specified by:

getGreekSensiNativeBucketed in interface IGreekSensiCubeMeasureConfig

getGreekSensiNativeIntermediate

public String getGreekSensiNativeIntermediate()

Specified by:

getGreekSensiNativeIntermediate in interface IGreekSensiCubeMeasureConfig

getGreekSensiNative

public String getGreekSensiNative()

Specified by:

getGreekSensiNative in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateInterpolated

public String getGreekSensiCurrentDateMdNativeIntermediateInterpolated()

Specified by:

getGreekSensiCurrentDateMdNativeIntermediateInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated

public String getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated()

Specified by:

getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount

public String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount()

Specified by:

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg

public String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg()

Specified by:

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass

public String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass()

Specified by:

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated

public String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated()

Specified by:

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeInterpolated

public String getGreekSensiCurrentDateMdNativeInterpolated()

Specified by:

getGreekSensiCurrentDateMdNativeInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount

public String getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount()

Specified by:

getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg

public String getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg()

Specified by:

getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass

public String getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass()

Specified by:

getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxIntermediateInterpolated

public String getGreekSensiCurrentDateMdFxIntermediateInterpolated()

Specified by:

getGreekSensiCurrentDateMdFxIntermediateInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxInterpolated

public String getGreekSensiCurrentDateMdFxInterpolated()

Specified by:

getGreekSensiCurrentDateMdFxInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdNativeInterpolated

public String getGreekSensiPreviousDateMdNativeInterpolated()

Specified by:

getGreekSensiPreviousDateMdNativeInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdFxInterpolated

public String getGreekSensiPreviousDateMdFxInterpolated()

Specified by:

getGreekSensiPreviousDateMdFxInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNativeIntermediateInterpolated

public String getGreekSensiNextDateMdNativeIntermediateInterpolated()

Specified by:

getGreekSensiNextDateMdNativeIntermediateInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNativeInterpolated

public String getGreekSensiNextDateMdNativeInterpolated()

Specified by:

getGreekSensiNextDateMdNativeInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdFxInterpolated

public String getGreekSensiNextDateMdFxInterpolated()

Specified by:

getGreekSensiNextDateMdFxInterpolated in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNativeExpandNextDate

public String getGreekSensiPnlExplainNativeExpandNextDate()

Specified by:

getGreekSensiPnlExplainNativeExpandNextDate in interface IGreekSensiCubeMeasureConfig

getGreekSensiVectorNativeExpand

public String getGreekSensiVectorNativeExpand()

Specified by:

getGreekSensiVectorNativeExpand in interface IGreekSensiCubeMeasureConfig

getGreekSensiPreviousVectorNativeExpand

public String getGreekSensiPreviousVectorNativeExpand()

Specified by:

getGreekSensiPreviousVectorNativeExpand in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderNativeExpandTechnical

public String getGreekSensiLadderNativeExpandTechnical()

Specified by:

getGreekSensiLadderNativeExpandTechnical in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderExpandTechnical

public String getGreekSensiLadderExpandTechnical()

Specified by:

getGreekSensiLadderExpandTechnical in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderNativeExpand

public String getGreekSensiLadderNativeExpand()

Specified by:

getGreekSensiLadderNativeExpand in interface IGreekSensiCubeMeasureConfig

getGreekSensiLadderExpand

public String getGreekSensiLadderExpand()

Specified by:

getGreekSensiLadderExpand in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplain

public String getGreekSensiPnlExplain()

Specified by:

getGreekSensiPnlExplain in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNextDate

public String getGreekSensiPnlExplainNextDate()

Specified by:

getGreekSensiPnlExplainNextDate in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNative

public String getGreekSensiPnlExplainNative()

Specified by:

getGreekSensiPnlExplainNative in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNativeNextDate

public String getGreekSensiPnlExplainNativeNextDate()

Specified by:

getGreekSensiPnlExplainNativeNextDate in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNativeIntermediateNextDate

public String getGreekSensiPnlExplainNativeIntermediateNextDate()

Specified by:

getGreekSensiPnlExplainNativeIntermediateNextDate in interface IGreekSensiCubeMeasureConfig

getGreekSensiRate

public String getGreekSensiRate()

Specified by:

getGreekSensiRate in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlVectorForTaylorVar

public String getGreekSensiPnlVectorForTaylorVar()

Specified by:

getGreekSensiPnlVectorForTaylorVar in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlVectorForTaylorVarNative

public String getGreekSensiPnlVectorForTaylorVarNative()

Specified by:

getGreekSensiPnlVectorForTaylorVarNative in interface IGreekSensiCubeMeasureConfig

getGreekSensiTaylorVar

public String getGreekSensiTaylorVar()

Specified by:

getGreekSensiTaylorVar in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlSubVectorForTaylorVar

public String getGreekSensiPnlSubVectorForTaylorVar()

Specified by:

getGreekSensiPnlSubVectorForTaylorVar in interface IGreekSensiCubeMeasureConfig

getGreekSensiPnlSubVectorForTaylorVarWithFx

public String getGreekSensiPnlSubVectorForTaylorVarWithFx()

Specified by:

getGreekSensiPnlSubVectorForTaylorVarWithFx in interface IGreekSensiCubeMeasureConfig

getGreekSensiFolder

public String getGreekSensiFolder()

Specified by:

getGreekSensiFolder in interface IGreekSensiCubeMeasureConfig

getGreekSensiNativeFolder

public String getGreekSensiNativeFolder()

Specified by:

getGreekSensiNativeFolder in interface IGreekSensiCubeMeasureConfig

getGreekTaylorVarFolder

public String getGreekTaylorVarFolder()

Specified by:

getGreekTaylorVarFolder in interface IGreekSensiCubeMeasureConfig