Package com.activeviam.risk.starter.cfg.pivot.impl

Class SensiCubeDimensionsConfig

java.lang.Object

com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

@Configuration
public class SensiCubeDimensionsConfig
extends CommonDimensionsConfig

Definition of sensitivities cube dimensions

Field Summary

Fields

Modifier and Type	Field	Description
static String	BOOKING_DIMENSION
static String	BOOKS_HIERARCHY
static String	CURRENCIES_DIMENSION
static String	CURVE_TYPES_HIERARCHY
static String	DESKS_HIERARCHY
static String	DYNAMIC_BUCKETING_DIMENSION
org.springframework.core.env.Environment	env
static String	HAS_LADDERS_HIERARCHY
static String	HAS_LADDERS_LEVEL
static String	HISTORICAL_SET_NAME
static String	LADDER_SHIFT_LEVEL
static String	LADDER_SHIFTS_HIERARCHY
static String	MARKET_DATA_SETS_HIERARCHY
static String	MATURITIES
static String	MATURITY_LEVEL
static String	MONEYNESS_LEVEL
static String	QUALIFIERS_HIERARCHY
static String	RISK_CLASSES_HIERARCHY
static String	RISK_DIMENSION
static String	RISK_FACTOR_CURRENCIES_HIERARCHY
static String	RISK_FACTOR_TYPES_HIERARCHY
static String	RISK_FACTORS_HIERARCHY
static String	RISK_FACTORS_HIERARCHY_2
static String	SCENARIO_SET_HIERARCHY
static String	SENSITIVITIES_DIMENSION
static String	SENSITIVITY_HIERARCHY
static String	SIGNOFF_DIMENSION
static String	STRESSED_SET_NAME
static String	TENOR_LEVEL
static String	TRADES_HIERARCHY

Fields inherited from class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

BOOK_HIERARCHY_HIERARCHY, COUNTERPARTY_COUNTRIES_OF_ADDRESS_HIERARCHY, COUNTERPARTY_COUNTRIES_OF_RISK_HIERARCHY, COUNTERPARTY_DIMENSION, COUNTERPARTY_HIERARCHY_HIERARCHY, COUNTERPARTY_IDS_HIERARCHY, COUNTERPARTY_NAMES_HIERARCHY, COUNTERPARTY_RATINGS_HIERARCHY, COUNTERPARTY_SECTORS_HIERARCHY, DATE_HIERARCHY, DATES_DIMENSION, INSTRUMENT_CLASSES_HIERARCHY, INSTRUMENT_TYPES_HIERARCHY, INSTRUMENTS_DIMENSION, LEGAL_ENTITY_HIERARCHY, LEGAL_ENTITY_HIERARCHY_HIERARCHY, LEVEL, LEVEL_1, LEVEL_10, LEVEL_11, LEVEL_12, LEVEL_13, LEVEL_14, LEVEL_15, LEVEL_2, LEVEL_3, LEVEL_4, LEVEL_5, LEVEL_6, LEVEL_7, LEVEL_8, LEVEL_9, MARKET_DATA_DIMENSION, MATURITY_DATES_HIERARCHY, NOTIONAL_CURRENCIES_HIERARCHY, ORGANISATION_DIMENSION, QUANTILE_2_RANK_DIMENSION, QUANTILE_2_RANK_HIERARCHY, ROUNDING_METHODS_DIMENSION, ROUNDING_METHODS_HIERARCHY, SALES_HIERARCHY, TRADE_ATTRIBUTES_DIMENSION, TRADE_DATES_HIERARCHY, TRADE_VAR_INCLUSION_HIERARCHY, TRADERS_HIERARCHY

Constructor Summary

Constructors

Constructor	Description
SensiCubeDimensionsConfig()

Method Summary

Modifier and Type	Method	Description
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createAggregatedDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createFlatDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createScalarAggregatedDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createScalarDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>	createScalarFlatDimensions()

Methods inherited from class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

getRoundingsDimension

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

env

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

DYNAMIC_BUCKETING_DIMENSION

public static final String DYNAMIC_BUCKETING_DIMENSION

See Also:

Constant Field Values

CURRENCIES_DIMENSION

public static final String CURRENCIES_DIMENSION

See Also:

Constant Field Values

LADDER_SHIFTS_HIERARCHY

public static final String LADDER_SHIFTS_HIERARCHY

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Constant Field Values

LADDER_SHIFT_LEVEL

public static final String LADDER_SHIFT_LEVEL

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Constant Field Values

HAS_LADDERS_HIERARCHY

public static final String HAS_LADDERS_HIERARCHY

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Constant Field Values

HAS_LADDERS_LEVEL

public static final String HAS_LADDERS_LEVEL

See Also:

Constant Field Values

BOOKING_DIMENSION

public static final String BOOKING_DIMENSION

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Constant Field Values

DESKS_HIERARCHY

public static final String DESKS_HIERARCHY

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Constant Field Values

BOOKS_HIERARCHY

public static final String BOOKS_HIERARCHY

See Also:

Constant Field Values

TRADES_HIERARCHY

public static final String TRADES_HIERARCHY

See Also:

Constant Field Values

RISK_DIMENSION

public static final String RISK_DIMENSION

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Constant Field Values

RISK_CLASSES_HIERARCHY

public static final String RISK_CLASSES_HIERARCHY

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Constant Field Values

RISK_FACTORS_HIERARCHY

public static final String RISK_FACTORS_HIERARCHY

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Constant Field Values

RISK_FACTORS_HIERARCHY_2

public static final String RISK_FACTORS_HIERARCHY_2

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Constant Field Values

TENOR_LEVEL

public static final String TENOR_LEVEL

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Constant Field Values

MATURITY_LEVEL

public static final String MATURITY_LEVEL

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Constant Field Values

MONEYNESS_LEVEL

public static final String MONEYNESS_LEVEL

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Constant Field Values

RISK_FACTOR_TYPES_HIERARCHY

public static final String RISK_FACTOR_TYPES_HIERARCHY

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Constant Field Values

RISK_FACTOR_CURRENCIES_HIERARCHY

public static final String RISK_FACTOR_CURRENCIES_HIERARCHY

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Constant Field Values

CURVE_TYPES_HIERARCHY

public static final String CURVE_TYPES_HIERARCHY

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Constant Field Values

QUALIFIERS_HIERARCHY

public static final String QUALIFIERS_HIERARCHY

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Constant Field Values

SENSITIVITIES_DIMENSION

public static final String SENSITIVITIES_DIMENSION

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Constant Field Values

SENSITIVITY_HIERARCHY

public static final String SENSITIVITY_HIERARCHY

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Constant Field Values

SCENARIO_SET_HIERARCHY

public static final String SCENARIO_SET_HIERARCHY

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Constant Field Values

SIGNOFF_DIMENSION

public static final String SIGNOFF_DIMENSION

See Also:

Constant Field Values

MATURITIES

public static final String MATURITIES

See Also:

Constant Field Values

HISTORICAL_SET_NAME

public static final String HISTORICAL_SET_NAME

See Also:

Constant Field Values

STRESSED_SET_NAME

public static final String STRESSED_SET_NAME

See Also:

Constant Field Values

MARKET_DATA_SETS_HIERARCHY

public static final String MARKET_DATA_SETS_HIERARCHY

See Also:

Constant Field Values

Constructor Detail

SensiCubeDimensionsConfig

public SensiCubeDimensionsConfig()

Method Detail

createDimensions

@Bean(name="sensiDimensions")
@Profile("standard")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createDimensions()

createFlatDimensions

@Bean(name="sensiDimensions")
@Profile("store-import")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createFlatDimensions()

createAggregatedDimensions

@Bean(name="sensiDimensions")
@Profile("aggregated-import")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createAggregatedDimensions()

createScalarDimensions

@Bean(name="sensiDimensions")
@Profile("scalar-sensi")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarDimensions()

createScalarFlatDimensions

@Bean(name="sensiDimensions")
@Profile("scalar-sensi-store-import")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarFlatDimensions()

createScalarAggregatedDimensions

@Bean(name="sensiDimensions")
@Profile("scalar-sensi-aggregated-import")
public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarAggregatedDimensions()