Class AGreekSensiCubeRestrictedMeasureConfig
- java.lang.Object
-
- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
-
- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeRestrictedMeasureConfig
-
- All Implemented Interfaces:
IGreekSensiCubeMeasureConfig
- Direct Known Subclasses:
AGreekSensiCubeSensiMeasureConfig
public abstract class AGreekSensiCubeRestrictedMeasureConfig extends AGreekSensiCubeMeasureNames
-
-
Field Summary
Fields Modifier and Type Field Description org.springframework.core.env.Environment
env
-
Fields inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
asOfDateHierarchy, asOfDateLevel, currencyLevel, DOUBLE_ARRAY_FORMATTER, DOUBLE_FORMATTER, DOUBLE_PERCENTAGE_FORMATTER, fxRiskClass, INT_FORMATTER, ladderAvailabilityLevel, ladderShiftLevel, marketDataAnalysisLevels, marketDataSetLevel, regexp, riskClassLevel, riskFactorLevel, scenarioSetLevel, sensitivityNameLevel, 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 AGreekSensiCubeRestrictedMeasureConfig(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
All Methods Instance Methods Concrete Methods Modifier and Type Method Description void
buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for restricted measures to be used for store or aggregate reimported data.void
buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for scalar restricted measures to be used for store or aggregate reimported data.-
Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
getGreekRegexp, getGreekSensiCurrentDateMdFxIntermediateInterpolated, getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount, getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg, getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass, getGreekSensiCurrentDateMdFxInterpolated, getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated, getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated, getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount, getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg, getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass, getGreekSensiCurrentDateMdNativeIntermediateInterpolated, getGreekSensiCurrentDateMdNativeInterpolated, getGreekSensiFolder, getGreekSensiLadder, getGreekSensiLadderExpand, getGreekSensiLadderExpandTechnical, getGreekSensiLadderNativeExpand, getGreekSensiLadderNativeExpandTechnical, getGreekSensiLadderSumTechnical, getGreekSensiLadderSumTechnicalFiltered, getGreekSensiLadderValues, getGreekSensiNative, getGreekSensiNativeBucketed, getGreekSensiNativeFolder, getGreekSensiNativeIntermediate, getGreekSensiNativeVectorSum, getGreekSensiNextDateMdFxInterpolated, getGreekSensiNextDateMdNativeIntermediateInterpolated, getGreekSensiNextDateMdNativeInterpolated, getGreekSensiPnlExplain, getGreekSensiPnlExplainNative, getGreekSensiPnlExplainNativeExpandNextDate, getGreekSensiPnlExplainNativeIntermediateNextDate, getGreekSensiPnlExplainNativeNextDate, getGreekSensiPnlExplainNextDate, getGreekSensiPnlSubVectorForTaylorVar, getGreekSensiPnlSubVectorForTaylorVarWithFx, getGreekSensiPnlVectorForTaylorVar, getGreekSensiPnlVectorForTaylorVarNative, getGreekSensiPreviousDateMdFxInterpolated, getGreekSensiPreviousDateMdNativeInterpolated, getGreekSensiPreviousVectorNativeExpand, getGreekSensiRate, getGreekSensiScalarSumTechnical, getGreekSensiScalarSumTechnicalFiltered, getGreekSensiSumTechnical, getGreekSensiSumTechnicalFiltered, getGreekSensiTaylorVar, getGreekSensiType, getGreekSensiValues, getGreekSensiVectorNativeExpand, 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, buildScalarMeasures, buildStandardMeasures, getGreekTypeDimension
-
-
-
-
Constructor Detail
-
AGreekSensiCubeRestrictedMeasureConfig
public AGreekSensiCubeRestrictedMeasureConfig(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 typeladderType
- ladder typeregexp
- regular expression for sensitivity typecurrencyLevel
- currency levelriskClassLevel
- risk class levelsensitivityNameLevel
- sensitivity name levelasOfDateLevel
- as of date levelasOfDateHierarchy
- as of date hierarchyriskFactorLevel
- risk factor levelscenarioSetLevel
- scenario set levelmarketDataSetLevel
- level containing the market data set levelladderShiftLevel
- ladder shift levelladderAvailabilityLevel
- ladder availability levelmarketDataAnalysisLevels
- analysis levels needed for market data (if required)fxRiskClass
- the FX risk class
-
-
Method Detail
-
buildRestrictedMeasures
public void buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for restricted measures to be used for store or aggregate reimported data.- Parameters:
context
- copper context
-
buildScalarRestrictedMeasures
public void buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for scalar restricted measures to be used for store or aggregate reimported data.- Parameters:
context
- copper context
-
-