Class DeltaGreekSensiCubeMeasureConfig
- java.lang.Object
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeRestrictedMeasureConfig
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.DeltaGreekSensiCubeMeasureConfig
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- All Implemented Interfaces:
IGreekSensiCubeMeasureConfig
@Configuration public class DeltaGreekSensiCubeMeasureConfig extends AVectorTypeSensiCubeMeasureConfig
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Field Summary
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Fields inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig
env
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Fields inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig
moneynessDefaultValue, tenorAndMaturityDefaultValue
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Fields inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig
DEBUG_SUFFIX
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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
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Fields inherited from interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig
NOT_IMPLEMENTED, NUMBER_OF_FALLBACK_DAYS
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Constructor Summary
Constructors Constructor Description DeltaGreekSensiCubeMeasureConfig(String deltaCurrencyLevel, String riskClassLevel, String sensitivityNameLevel, String asOfDateLevel, String asOfDateHierarchy, String riskFactorLevel, String dynamicTenorsHierarchy, String tenorsLabelsLevels, String tenorsDatesLevels, String tenorsFactLevels, String tenorsAnalysisLevel, String regexp, String scenarioSetLevel, String marketDataSetLevel, String ladderShiftsLevel, String ladderAvailabilityLevel, String fxRiskClass)
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Method Summary
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig
dynamicTenorsAndMaturitiesPostProcessor, getGreekTypeDimension, nDimensionMarketDataDebugStringPostProcessor, nDimensionMarketDataPostProcessor, pnlForVaRExplainPostProcessor, scalarMarketDataPostProcessor, scalarPnlForVaRExplainPostProcessor, scalarPnlNextDateExplainPostProcessor, sensiMinimumLevelsPostProcessor, toPillarsExpandDebugStringPostProcessor, toPillarsExpandPostProcessor, toPillarsLadderExpandPostProcessor
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig
buildPnlShiftMeasures, buildScalarMeasures, buildScalarMeasures, buildStandardMeasures, buildStandardMeasures, pnlExplainNextDatePostProcessor
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig
buildNeighbourDateMarketDataMeasures, buildScalarMarketDataMeasures, buildStandardMarketDataMeasures, generateMarketDataDebugStringMeasureName
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeRestrictedMeasureConfig
buildRestrictedMeasures, buildScalarRestrictedMeasures
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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
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Constructor Detail
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DeltaGreekSensiCubeMeasureConfig
public DeltaGreekSensiCubeMeasureConfig(@Value("${delta.currency.level}") String deltaCurrencyLevel, @Value("${risk.class.level}") String riskClassLevel, @Value("${sensitivity.name.level}") String sensitivityNameLevel, @Value("${asofdate.level}") String asOfDateLevel, @Value("${asofdate.hierarchy}") String asOfDateHierarchy, @Value("${risk.factor.level}") String riskFactorLevel, @Value("${dynamic.tenors.hierarchy}") String dynamicTenorsHierarchy, @Value("${tenors.fact.levels.labels}") String tenorsLabelsLevels, @Value("${tenors.fact.levels.dates}") String tenorsDatesLevels, @Value("${tenors.fact.levels}") String tenorsFactLevels, @Value("${tenors.analysis.level}") String tenorsAnalysisLevel, @Value("${sensi.type.delta}") String regexp, @Value("${scenario.set.level}") String scenarioSetLevel, @Value("${market.data.set.level}") String marketDataSetLevel, @Value("${sensi.ladder-shifts.level}") String ladderShiftsLevel, @Value("${sensi.ladder-availability.level}") String ladderAvailabilityLevel, @Value("${risk.class.member.fx}") String fxRiskClass)
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