Class VarESCubeDimensionsConfig
- java.lang.Object
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- com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig
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- com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig
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@Configuration public class VarESCubeDimensionsConfig extends CommonDimensionsConfig
Definition of VaR/ES cube dimensions
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Field Summary
Fields Modifier and Type Field Description static String
BOOKING_DIMENSION
static String
BOOKS_HIERARCHY
static String
CALCULATION_ID_HIERARCHY
static String
CURRENCIES_HIERARCHY
static String
CURRENCY_DIMENSION
static String
CURRENCY_LEVEL
static String
CURVE_TYPES_HIERARCHY
static String
DESKS_HIERARCHY
org.springframework.core.env.Environment
env
static String
HISTORICAL_SET_NAME
static String
LIQUIDITY_HORIZONS_HIERARCHY
static String
PERCENTILE_HIERARCHY
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
SCENARIO_ANALYSIS_HIERARCHY
static String
SCENARIO_SET_HIERARCHY
static String
SIGNOFF_DIMENSION
static String
STRESSED_SET_NAME
static String
TRADES_HIERARCHY
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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, MARKET_DATA_SETS_HIERARCHY, 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
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Constructor Summary
Constructors Constructor Description VarESCubeDimensionsConfig()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>
aggregatedDimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Aggregated definition of dimensions for VaR-ES Cube.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()
com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>
dimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Standard definition of dimensions for the VaR-ES Cubecom.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>
flatDimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Flat definition of dimensions for VaR-ES Cube.-
Methods inherited from class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig
getRoundingsDimension
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Field Detail
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env
@Autowired public org.springframework.core.env.Environment env
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RISK_DIMENSION
public static final String RISK_DIMENSION
- See Also:
- Constant Field Values
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BOOKING_DIMENSION
public static final String BOOKING_DIMENSION
- See Also:
- Constant Field Values
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SIGNOFF_DIMENSION
public static final String SIGNOFF_DIMENSION
- See Also:
- Constant Field Values
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CURRENCY_DIMENSION
public static final String CURRENCY_DIMENSION
- See Also:
- Constant Field Values
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SCENARIO_SET_HIERARCHY
public static final String SCENARIO_SET_HIERARCHY
- See Also:
- Constant Field Values
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CALCULATION_ID_HIERARCHY
public static final String CALCULATION_ID_HIERARCHY
- See Also:
- Constant Field Values
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SCENARIO_ANALYSIS_HIERARCHY
public static final String SCENARIO_ANALYSIS_HIERARCHY
- See Also:
- Constant Field Values
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CURRENCIES_HIERARCHY
public static final String CURRENCIES_HIERARCHY
- See Also:
- Constant Field Values
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LIQUIDITY_HORIZONS_HIERARCHY
public static final String LIQUIDITY_HORIZONS_HIERARCHY
- See Also:
- Constant Field Values
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RISK_CLASSES_HIERARCHY
public static final String RISK_CLASSES_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTORS_HIERARCHY
public static final String RISK_FACTORS_HIERARCHY
- See Also:
- Constant Field Values
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BOOKS_HIERARCHY
public static final String BOOKS_HIERARCHY
- See Also:
- Constant Field Values
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DESKS_HIERARCHY
public static final String DESKS_HIERARCHY
- See Also:
- Constant Field Values
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TRADES_HIERARCHY
public static final String TRADES_HIERARCHY
- See Also:
- Constant Field Values
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PERCENTILE_HIERARCHY
public static final String PERCENTILE_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTOR_TYPES_HIERARCHY
public static final String RISK_FACTOR_TYPES_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTOR_CURRENCIES_HIERARCHY
public static final String RISK_FACTOR_CURRENCIES_HIERARCHY
- See Also:
- Constant Field Values
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CURVE_TYPES_HIERARCHY
public static final String CURVE_TYPES_HIERARCHY
- See Also:
- Constant Field Values
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QUALIFIERS_HIERARCHY
public static final String QUALIFIERS_HIERARCHY
- See Also:
- Constant Field Values
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CURRENCY_LEVEL
public static final String CURRENCY_LEVEL
- See Also:
- Constant Field Values
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HISTORICAL_SET_NAME
public static final String HISTORICAL_SET_NAME
- See Also:
- Constant Field Values
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STRESSED_SET_NAME
public static final String STRESSED_SET_NAME
- See Also:
- Constant Field Values
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Method Detail
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createDimensions
@Bean(name="varDimensions") @Profile({"standard","scalar-sensi"}) public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createDimensions()
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createFlatDimensions
@Bean(name="varDimensions") @Profile({"store-import","scalar-sensi-store-import"}) public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createFlatDimensions()
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createAggregatedDimensions
@Bean(name="varDimensions") @Profile({"aggregated-import","scalar-sensi-aggregated-import"}) public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createAggregatedDimensions()
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dimensions
public com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription> dimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Standard definition of dimensions for the VaR-ES Cube- Parameters:
builder
- The cube builder object.- Returns:
- The standard VaR-ES Cube.
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flatDimensions
public com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription> flatDimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Flat definition of dimensions for VaR-ES Cube. Indended for loading store-level exports.- Parameters:
builder
- The builder object.- Returns:
- The flat definition of dimensions.
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aggregatedDimensions
public com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription> aggregatedDimensions(com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions builder)
Aggregated definition of dimensions for VaR-ES Cube. Indended for loading aggregated exports.- Parameters:
builder
- The builder object.- Returns:
- The aggregated definition of dimensions.
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