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

Interface IGreekSensiCubeMeasureConfig

All Known Implementing Classes:

A3DTypeSensiCubeMeasureConfig, AGreekSensiCubeMarketDataMeasureConfig, AGreekSensiCubeMeasureConfig, AGreekSensiCubeMeasureNames, AGreekSensiCubeRestrictedMeasureConfig, AGreekSensiCubeSensiMeasureConfig, AMatrixTypeSensiCubeMeasureConfig, AVectorTypeSensiCubeMeasureConfig, DeltaGreekSensiCubeMeasureConfig, GammaGreekSensiCubeMeasureConfig, VannaGreekSensiCubeMeasureConfig, VegaGreekSensiCubeMeasureConfig, VolgaGreekSensiCubeMeasureConfig

public interface IGreekSensiCubeMeasureConfig

Field Summary

Fields

Modifier and Type	Field	Description
static String	NOT_IMPLEMENTED
static Integer	NUMBER_OF_FALLBACK_DAYS

Method Summary

Modifier and Type	Method	Description
void	buildPnlShiftMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for combined cube measures which shift the dates of the PnL explain measures.
void	buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for restricted measures to be used for store or aggregate reimported data.
void	buildScalarMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for scalar measures.
void	buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for restricted measures to be used for store or aggregate reimported data.
void	buildStandardMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for standard, vectorised Greek measures
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()
PublisherUtils.GreekDimensionType	getGreekTypeDimension()	Number of dimention of this greek

Field Detail

NUMBER_OF_FALLBACK_DAYS

static final Integer NUMBER_OF_FALLBACK_DAYS

NOT_IMPLEMENTED

static final String NOT_IMPLEMENTED

See Also:

Constant Field Values

Method Detail

buildRestrictedMeasures

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

void buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for restricted measures to be used for store or aggregate reimported data.

Parameters:

context - copper context

buildScalarMeasures

void buildScalarMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for scalar measures.

Parameters:

context - copper context

buildStandardMeasures

void buildStandardMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for standard, vectorised Greek measures

Parameters:

context - copper context

buildPnlShiftMeasures

void buildPnlShiftMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for combined cube measures which shift the dates of the PnL explain measures.
Note: this builds the same measures as buildPnlShiftMeasures(ICopperContext)

Parameters:

context - copper context

getGreekRegexp

String getGreekRegexp()

getGreekSensiLadder

String getGreekSensiLadder()

getGreekSensiValues

String getGreekSensiValues()

getGreekSensiLadderValues

String getGreekSensiLadderValues()

getGreekSensiScalarSumTechnical

String getGreekSensiScalarSumTechnical()

getGreekSensiSumTechnical

String getGreekSensiSumTechnical()

getGreekSensiLadderSumTechnical

String getGreekSensiLadderSumTechnical()

getGreekSensiScalarSumTechnicalFiltered

String getGreekSensiScalarSumTechnicalFiltered()

getGreekSensiSumTechnicalFiltered

String getGreekSensiSumTechnicalFiltered()

getGreekSensiLadderSumTechnicalFiltered

String getGreekSensiLadderSumTechnicalFiltered()

getGreekSensiNativeVectorSum

String getGreekSensiNativeVectorSum()

getGreekSensiNativeBucketed

String getGreekSensiNativeBucketed()

getGreekSensiNativeIntermediate

String getGreekSensiNativeIntermediate()

getGreekSensiNative

String getGreekSensiNative()

getGreekSensiCurrentDateMdNativeIntermediateInterpolated

String getGreekSensiCurrentDateMdNativeIntermediateInterpolated()

getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated

String getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated()

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount

String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedCount()

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg

String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedDynAgg()

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass

String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolatedWithoutRiskClass()

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated

String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated()

getGreekSensiCurrentDateMdNativeInterpolated

String getGreekSensiCurrentDateMdNativeInterpolated()

getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount

String getGreekSensiCurrentDateMdFxIntermediateInterpolatedCount()

getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg

String getGreekSensiCurrentDateMdFxIntermediateInterpolatedDynAgg()

getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass

String getGreekSensiCurrentDateMdFxIntermediateInterpolatedWithoutRiskClass()

getGreekSensiCurrentDateMdFxIntermediateInterpolated

String getGreekSensiCurrentDateMdFxIntermediateInterpolated()

getGreekSensiCurrentDateMdFxInterpolated

String getGreekSensiCurrentDateMdFxInterpolated()

getGreekSensiPreviousDateMdNativeInterpolated

String getGreekSensiPreviousDateMdNativeInterpolated()

getGreekSensiPreviousDateMdFxInterpolated

String getGreekSensiPreviousDateMdFxInterpolated()

getGreekSensiNextDateMdNativeIntermediateInterpolated

String getGreekSensiNextDateMdNativeIntermediateInterpolated()

getGreekSensiNextDateMdNativeInterpolated

String getGreekSensiNextDateMdNativeInterpolated()

getGreekSensiNextDateMdFxInterpolated

String getGreekSensiNextDateMdFxInterpolated()

getGreekSensiPnlExplainNativeExpandNextDate

String getGreekSensiPnlExplainNativeExpandNextDate()

getGreekSensiVectorNativeExpand

String getGreekSensiVectorNativeExpand()

getGreekSensiPreviousVectorNativeExpand

String getGreekSensiPreviousVectorNativeExpand()

getGreekSensiLadderNativeExpandTechnical

String getGreekSensiLadderNativeExpandTechnical()

getGreekSensiLadderExpandTechnical

String getGreekSensiLadderExpandTechnical()

getGreekSensiLadderNativeExpand

String getGreekSensiLadderNativeExpand()

getGreekSensiLadderExpand

String getGreekSensiLadderExpand()

getGreekSensiPnlExplain

String getGreekSensiPnlExplain()

getGreekSensiPnlExplainNextDate

String getGreekSensiPnlExplainNextDate()

getGreekSensiPnlExplainNative

String getGreekSensiPnlExplainNative()

getGreekSensiPnlExplainNativeNextDate

String getGreekSensiPnlExplainNativeNextDate()

getGreekSensiPnlExplainNativeIntermediateNextDate

String getGreekSensiPnlExplainNativeIntermediateNextDate()

getGreekSensiRate

String getGreekSensiRate()

getGreekSensiPnlVectorForTaylorVar

String getGreekSensiPnlVectorForTaylorVar()

getGreekSensiPnlVectorForTaylorVarNative

String getGreekSensiPnlVectorForTaylorVarNative()

getGreekSensiTaylorVar

String getGreekSensiTaylorVar()

getGreekSensiPnlSubVectorForTaylorVar

String getGreekSensiPnlSubVectorForTaylorVar()

getGreekSensiPnlSubVectorForTaylorVarWithFx

String getGreekSensiPnlSubVectorForTaylorVarWithFx()

getGreekSensiFolder

String getGreekSensiFolder()

getGreekSensiNativeFolder

String getGreekSensiNativeFolder()

getGreekTaylorVarFolder

String getGreekTaylorVarFolder()

getGreekSensiType

String getGreekSensiType()

This is the type of Greek

Returns:

One value from SensitivitiesConstants

getGreekTypeDimension

PublisherUtils.GreekDimensionType getGreekTypeDimension()

Number of dimention of this greek

Returns:

greek dimension type