All Classes Interface Summary Class Summary Enum Summary Exception Summary
Class |
Description |
A3DTypeSensiCubeMeasureConfig |
|
ACopperPostProcessor |
|
ACopperWPostProcessor |
|
ACSVSourceConfig |
|
ActiveMonitorConfig |
ActiveMonitor application configuration.
|
ActiveMonitorDbMigration |
Class with migration utils for ActiveMonitor database.
|
ActiveMonitorExtensionsConfig |
Spring configuration for setting up the resources required
by ActiveMonitor in the ActivePivot server.
|
ActiveMonitorResourcesServerConfig |
Configuration class declaring the static resources files to serve for ActiveMonitor UI application.
|
ActiveMonitorSecurityConfig |
Spring configuration fragment for security in ActiveMonitor sandbox application.
|
ActiveMonitorSecurityConfig.DefaultSecurityConfigurer |
|
ActiveMonitorServerConfig |
ActiveMonitor application configuration
This class imports the Spring configuration classes and defines additional beans.
|
ActivePivotBranchPermissionsManagerConfig |
Configuration of branch permissioning
|
ADataFileWriter |
|
ADbMigration |
Generic class that provides helper methods to migrate hibernate database to newer version.
|
ADbMigration.DbType |
List of considered data types.
|
AddMatDatesColumns |
|
AESPostProcessor<OutputType> |
|
AETGPostProcessor<OutputType> |
|
AFXPostProcessor<T> |
Provides dynamic aggregation of values in multiple currencies,
with conversion into a contextual reference currency.
|
AggregateProviderConfig |
Config class for aggregate providers.
|
AGreekSensiCubeMarketDataMeasureConfig |
|
AGreekSensiCubeMeasureConfig |
|
AGreekSensiCubeMeasureNames |
|
AGreekSensiCubeSensiMeasureConfig |
|
AInterpolation<T,U> |
Interpolation utility
|
AlertWorkflowUnit |
Basic workflow class to work on alerts.
|
AMarketDataPostProcessor<T> |
|
AMarketDataRetrievalService |
|
AMarketDataset<T,U> |
|
AMatrixTypeSensiCubeMeasureConfig |
|
AMaturityConverter |
|
APillarSetOfPillar |
|
APnLBookScalingRestService<T extends PnLBookScalingDTO> |
Abstract implementation of IPnLBookScalingRestService
|
APnLScenarioScalingRestService<T extends PnLVectorScalingDTO> |
Abstract implementation of IPnLScenarioScalingRestService
|
APnlVectorFromRiskSensiPostProcessor<T> |
|
APnLVectorScalingRestService<T extends PnLVectorScalingDTO> |
Abstract implementation of IPnLVectorScalingRestService
|
APnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO> |
Abstract implementation of IPnLVectorSubstitutionRestService
|
AppendD2DDiffPostProcessor |
Post-processor used to append the day-to-day difference value to a measure
|
ApplyShiftPostProcessor |
|
AScalarPnLExplainPostProcessor |
Post-processor used to get PnL approximation for Delta, Gamma and Vega.
|
AScalarTypeSensiCubeMeasureConfig |
This class handles single plot metrics without any maturity or other
|
ASecurityConfig |
Generic implementation for security configuration of a server hosting ActivePivot, or Content
server or ActiveMonitor.
|
ASecurityConfig.AJwtSecurityConfigurer |
Configuration for JWT.
|
ASecurityConfig.AVersionSecurityConfigurer |
Configuration for Version service to allow anyone to access this service
|
ASecurityConfig.AWebSecurityConfigurer |
Common configuration for HttpSecurity .
|
ASensiBookScalingRestService<T extends SensiBookScalingDTO> |
Abstract implementation of ISensiBookScalingRestService
|
ASensiSourceConfig |
|
ASensiVectorScalingRestService<T extends SensiVectorScalingDTO> |
Abstract implementation of ISensiVectorScalingRestService
|
ASensiVectorSubstitutionRestService<T extends SensiVectorSubstitutionDTO> |
Abstract implementation of ISensiVectorSubstitutionRestService
|
AsOfDateNeighbourValuePostProcessor<O> |
Extension of the NeighborValuePostProcessor which uses an IDayToDayDifference
context value to select the AsOfDate to shift to.
|
ATailMeasureCalc |
Abstract base class for ITailMeasureCalc where:
The VaR measure is the element in the sorted vector at position (with interpolation)
The ES measure is average in the sorted vector of the first elements (with partial weighting in the last element).
|
ATenorMaturityAndMoneynessExpand<LeafType,OutputType> |
Abstract post-processor used to expand a sensitivity/ladder along tenors, maturities and moneyness levels
|
AVaEPostProcessor<OutputType> |
|
AVaRPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
|
AVectorTypeSensiCubeMeasureConfig |
|
AWeightedESPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
|
AWeightedETGPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
|
AWeightedVaEPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
|
AWeightedVaRPostProcessor<OutputType> |
This class handles the confidence level and the Calc IF
|
AwsDataFileWriter |
|
AwsDataFileWriterBuilder |
|
AwsLambdaGeneratorTask |
|
AwsLambdaGeneratorTask.Request |
|
AwsLambdaGeneratorTask.Response |
|
BaseFactSeed |
|
BatchEventProcessExecutor |
Implementation of workflow process executor with batch capabilities.
|
BatchWorkflowConfig |
Special Workflow configuration to activate batch processing for workflow executor supporting it.
|
BookHierarchyBuilder |
|
BookHierarchyListener |
|
BookNodeBuilder |
|
BookNodeTreeFilter |
|
BookParentChildDAO |
The BookParentChildDAO service is the main way for the Parent Child Service to access
and change parent child data directly from the datastore.
|
BookParentChildNode |
The BookParentChildNode is an instance of ParentChildNode which provides
a business model for use throughout the parent child service.
|
BookParentChildWhatIfSubmitter |
The BookParentChildWhatIfSubmitter service is the main way for the Parent Child Service to
interact with and submit what-if submissions to the what-if engine.
|
BookSeed |
|
BucketComparator |
Comparator for "Bucket" cube levels.
|
BucketConstants |
|
BucketingUtils |
Helper methods for bucketing
|
BucketType |
|
BusinessDayFollowing |
Implementation of the "following" business day convention
|
BusinessDayModifiedFollowing |
Implementation of the "modified following" business day convention
|
BusinessDayModifiedPrevious |
Implementation of the "modified previous" business day convention
|
BusinessDayNoAdjustment |
Implementation of the "no adjustment" business day convention
|
BusinessDayPrevious |
Implementation of the "previous" business day convention
|
Cardinality |
|
CardinalityBuilder |
|
CashDescription |
|
CashGreekSensiCubeMeasureConfig |
|
CeilVaRRounding |
This class provides ceil rounding calculation formula
|
CenteredQuantile |
This class provides central quantile calculation formula
|
CommonDimensionsConfig |
|
ComponentVaRCalc |
Class containing helper methods for performing Component VaR calculations.
|
CompositeKey |
|
ConstantPP |
|
ConstantZeroPostProcessor |
Returns zero at any location, to allow usage as an underlying measure for analysis hierarchy postprocessors.
|
CookieUtil |
Utility class to configure the cookies.
|
CopperESPostProcessors |
|
CopperETGPostProcessor |
|
CopperToService |
This Copper class exposes the references to the following references :
+ IActivePivot activePivot
+ IDatastoreVersion datastore
+ IQueryCache cache
It should be used with the following syntax :
CopperMeasure m = CopperToService.combine([copper measures]).map((activePivot, datastore, cache, data) -> ...);
it is almost the same syntax as the one used for the vanilla map function except the 3 additional parameters.
|
CopperToService.ICallback |
This is the signature of the lambda function used on the map method
|
CopperToService.ServiceFunction |
|
CopperToService.ServiceOperator |
This class is mainly copied back from the core
Operator with only one operand that returns a new measure of type Types.TYPE_OBJECT .
|
CopperVaEPostProcessor |
|
CopperVaRPostProcessors |
|
CopperWEsPostProcessor |
|
CopperWEtgPostProcessors |
|
CopperWVaEPostProcessors |
|
CopperWVaRPostProcessor |
|
CounterpartyHierarchyBuilder |
The CounterpartyHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make
counterparty node tuples to be stored in a hierarchy datastore.
|
CounterpartyHierarchyListener |
|
CounterpartyNodeBuilder |
The CounterpartyNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make
counterparty nodes.
|
CounterpartyParentChildNode |
Counterparty nodes are only used to generate the counterparty hierarchy datastore
(which requires only parent child fields.)
Because of this, as of now this class does not contain any fields unique from ParentChildNode
though counterparties in the datastore do contain counterparty specific fields.
|
CreateMandateCallable |
|
CubeFilterDefinition |
Implementation for the definition of a filter that will be applied to an export task.
|
CubeLevelDefinition |
Implementation for the definition of a level that will be included in an export task.
|
CubeMeasureDefinition |
Implementation for the definition of a measure that will be included in an export task.
|
CustomParamtersConfig |
|
DataCountPostProcessor |
|
DataGenerator |
Class defining the common traits of Data generator
|
DataGeneratorBuilder<T extends DataGenerator> |
Class used as a builder for the different types of generators using config files
(Mandate generator and TradeAndBookGenerator)
|
DataLoadControllerConfig |
Configure a data load controller.
|
DataLoadControllerFileConfig |
|
DataLoadControllerRestServiceConfig |
Configure a Rest service to allow remote control of data loading in ActivePivot.
|
DataQualityCheck |
|
DataSeed |
|
DatastoreConditionDefinition |
Implementation for the condition objects to be used in a DEE datastore export.
|
DatastoreCustomisations |
Datastore modifications to be performed on the default Accelerator stores.
|
DatastoreCustomisationsConfig |
A configuration class to set the datastore modifications to be performed in the project.
|
DatastoreDescriptionConfig |
The datastore description configuration class
|
DatastoreDescriptionHelper |
|
DatastoreFieldDefinition |
Implementation for the field objects to be used to be used in a DEE datastore export.
|
DatastoreRestStoresSecurityConfig |
Configuration of datastore rest service security
|
DatastoreServiceConfiguration |
Datastore service configuration
|
DateTimeFormatterLocaleConfig |
A Spring configuration class to manage the configuration of the Locale used in DateTimeFormatter calls.
|
DayToDayDifference |
Day-to-day difference context value
|
DayToDayDifferenceTranslator |
Context value translator for rday-to-day differences.
|
DayToDayMetric |
|
DEEConfig |
|
DeltaDescription |
|
DeltaGreekSensiCubeMeasureConfig |
|
DoubleArrayFormatter |
A formatter used to display all the elements in a double array/vector.
|
DynamicMaturitySets |
Maturity set context value.
|
DynamicMaturitySetsTranslator |
Context value translator for dynamic maturity sets.
|
DynamicMoneynessSets |
Maturity set context value.
|
DynamicMoneynessSetsTranslator |
Context value translator for dynamic maturity sets.
|
DynamicTenorsAndMaturitiesPostProcessor |
Postprocessor that dynamically buckets from an input tenor and maturity to the appropriate destination tenors and maturities.
|
DynamicTenorSets |
Tenor set context value.
|
DynamicTenorSetsTranslator |
Context value translator for dynamic tenor sets.
|
EmbeddedActiveMonitorConfig |
Configuration class importing all configuration classes and properties sources required to
integrate ActiveMonitor in this sandbox application, using an ActiveMonitor server
embedded in the current ActivePivot server.
|
EnableMDStringDebug |
Context value used to enable a flag to enable the computation of the market data interpolation debug string
|
EnableMDStringDebugTranslator |
Context value translator for reference currencies.
|
EnvironmentConstants |
Class from various risk environment related constants
|
EnvJsResourceResolver |
|
EqualWeightQuantile |
This class provides equal weight quantile calculation formula
|
ESConfidenceLevel |
ES confidence level context value
|
ESConfidenceLevelTranslator |
Context value translator for ES confidence level.
|
ESConfiguration |
|
ESIndicesPostProcessor |
Computes the indices for a given PnL vector that contribute to the expected shortfall.
|
ESPostProcessor |
Computes expected shortfall, the average of losses greater than the VaR of a given position.
|
ETGConfidenceLevel |
ETG confidence level context value
|
ETGConfidenceLevelTranslator |
Context value translator for ETG confidence level.
|
ETGConfiguration |
|
ETGIndicesPostProcessor |
Computes the indices for a given PnL vector that contribute to the expected tail gain.
|
ETGPostProcessor |
Computes expected tail gain, the average of gains greater than the VaE of a given position.
|
ExclusiveQuantile |
This class provides exclusive quantile calculation formula
|
ExportConstants |
Class containing the constants used for the export functionality.
|
ExportRequestUtils |
Utility methods for the creation of DEE orders.
|
ExportStatus |
Enum for possible states of a requested sign-off data export.
|
ExtendedDatastoreConfig |
|
FieldGenerator |
|
FieldGeneratorWithParameters |
|
FileBuilder |
|
Files |
|
FiltersConstants |
Constants used to define filters in sign-off definition.
|
FloorVaRRounding |
This class provides floor rounding calculation formula
|
FXMarketShiftPostProcessor |
|
FXPostProcessor |
Provides dynamic aggregation of values in multiple currencies,
with conversion into a contextual reference currency.
|
FXRatePostProcessor |
Provides dynamic aggregation of values in multiple currencies,
with conversion into a contextual reference currency.
|
FXRates |
Implementation of IFXRates
|
FXRatesServiceConfig |
The configuration of the FX service
|
FXVectorPostProcessor |
Provides dynamic aggregation of values in multiple currencies,
with conversion into a contextual reference currency.
|
GammaDescription |
|
GammaGreekSensiCubeMeasureConfig |
|
GeneratorArgs |
List of parameters we can pass when running a generator
|
GreekSensiDescriptionConfig |
|
HierarchyBuilder<HB extends HierarchyBuilder<HB>> |
The HierarchyBuilder is an abstract class that provides a way to make
tuples to be stored in a hierarchy based datastore.
|
IBusinessDayCalendar |
Interface to determine if a date is a business day or a holiday.
|
IBusinessDayConvention |
Interface used for rolling dates to get business days.
|
ICsvSourceConfig<I> |
|
ICubeFilterDefinition |
Interface for the definition of a filter that will be applied to an export task.
|
ICubeLevelDefinition |
Interface for the definition of a level that will be included in an export task.
|
ICubeMeasureDefinition |
Interface for the definition of a measure that will be included in an export task.
|
ICustomParameters |
|
ICustomParameters.ILocationFunction |
|
ICustomParametersAware |
|
IDataFileWriter |
|
IDataFileWriterBuilder |
|
IDatastoreConditionDefinition |
Interface for the condition objects to be used when filling in the datastore query XML template.
|
IDatastoreFieldDefinition |
Interface for the field objects to be used when filling in the datastore query XML template.
|
IDateTimeFormatterLocale |
Interface to determine which locale to use in DateTimeFormatter calls.
|
IDayCountConvention |
Interface used for calculating day counts.
|
IDayToDayDifference |
Context value storing a day-to-day difference
|
IDynamicMaturitySets |
|
IDynamicMoneynessSets |
|
IDynamicTenorSets |
|
IEnableMDStringDebug |
Context value used to enable a flag to enable the computation of the market data interpolation debug string
|
IESConfidenceLevel |
ES confidence level context value
|
IETGConfidenceLevel |
ETG confidence level context value
|
IFXRates |
Interface for retrieving FX rates.
|
IFXRatesAware |
|
IGreekDescription |
|
IGreekSensiCubeMeasureConfig |
|
IInputSelector |
|
IInputSelectorAware |
|
IInterpolation<T,U> |
Defines an interpolation utility
|
IInterpolationConfiguration |
|
IJdbcSourceConfig |
|
IMarketDataRetrievalService |
|
IMarketDataRetrievalService.IPillar |
One pillar
|
IMarketDataRetrievalService.IPillarSet |
This interface describes an set of pillar allong an axis
|
IMarketDataRetrievalService.MarketType |
The returned type of the market data
|
IMarketDataRetrievalServiceAware |
|
IMarketDataset<T,U> |
This interface is used by th market data service in order to manipulate underlying data
|
IMaturityConverter |
Interface for custom maturity/date conversions.
|
IMaturityConverterAware |
|
IMDXQueryFiller |
Interface for the object containing required details for an MDX query.
|
ImportDatastoreDescriptionConfig |
The datastore description configuration class
|
IncrementalESPostProcessor |
Computes incremental ES, a measure of the change in the ES of a parent portfolio should a
sub-portfolio be removed from it.
|
IncrementalETGPostProcessor |
Computes incremental ETG, a measure of the change in the ETG of a parent portfolio should a
sub-portfolio be removed from it.
|
IncrementalMeasureConfig |
Helper methods for the definition of VaR and ES measures
|
IncrementalMeasureConfig.TriConsumer<K,V,S> |
|
IncrementalVaEPostProcessor |
Computes incremental VaE, a measure of the change in the VaE of a parent portfolio should a
sub-portfolio be removed from it.
|
IncrementalVaRPostProcessor |
Computes incremental VaR, a measure of the change in the VaR of a parent portfolio should a
sub-portfolio be removed from it.
|
InitialActiveMonitorConfig |
Initial ActiveMonitor configuration
|
InitialDataLoadConfig |
Configure the initial data load for the IDataLoadController , which takes place at application startup.
|
InitialMonitorLoadingCondition |
|
InitialRepositoryConfig |
The initial repository configuration.
|
InMemoryUserDetailsManagerBuilder |
An In-memory UserDetailsService builder which can be used without
AuthenticationManagerBuilder contrary to InMemoryUserDetailsManagerConfigurer .
|
InputSelector |
|
InputSelectorConfig |
A Spring configuration class to manage the configuration of the ladder input selector.
|
IntegerArrayFormatter |
A formatter used to display all the elements in a integer array/vector.
|
InterpolationConfiguration |
|
InterpolationDouble |
This class defines methods to interpolate double
|
InterpolationVector |
|
InvokeBranchRelease |
|
IPercentileBuckets |
|
IPnLBookScalingRestService<T extends PnLBookScalingDTO> |
Interface for PnL book scaling RESTful service
|
IPnLEndIndex |
|
IPnLExplainFormulaProvider |
|
IPnLExplainFormulaProviderAware |
|
IPnLScenarioScalingRestService<T extends PnLVectorScalingDTO> |
Interface for PnL scenario scaling RESTful service
|
IPnLStartIndex |
|
IPnLVectorScalingRestService<T extends PnLVectorScalingDTO> |
Interface for PnL vector scaling RESTful service
|
IPnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO> |
Interface for PnL vector substitution RESTful service
|
IReferenceCurrency |
Context value storing a reference currency.
|
IReferenceLevelContextVal |
|
ISensiBookScalingRestService<T extends SensiBookScalingDTO> |
Interface for PnL sensitivitiy book scaling RESTful service
|
ISensiVectorScalingRestService<T extends SensiVectorScalingDTO> |
Interface for sensitivity vector scaling RESTful service
|
ISensiVectorSubstitutionRestService<T extends SensiVectorSubstitutionDTO> |
Interface for sensitivity vector substitution RESTful service
|
IServiceContext |
This interface is used to pass parameters to the called services
|
ISignOffRestService |
Interface for the RESTful service used for sign-off operations
|
ISignOffService |
|
ISourceConfig<I,E> |
Extension of ISource for use with the data load controller.
|
ISpringEnvAware |
This will allow to batch inject the environment
|
ITailMeasureCalc |
Functions for calculating tail measures.
|
ITailMeasureCalc.CalcType |
|
ITailMeasureCalcAware |
Marker interface for post-processor that expect an implementation of ITailMeasureCalc to be injected.
|
ITenorAndMaturityDefaultValueAware |
Interface for retrieving the default value for tenors and maturities
|
ITenorConverter |
Interface used for converting tenors to dates.
|
ITenorUtil |
|
ITenorUtilAware |
|
IVaEConfidenceLevel |
VaE confidence level context value
|
IVaRConfidenceLevel |
VaR confidence level context value
|
IVaRQuantile |
Function to provide formula for VaR quantile.
|
IVaRRounding |
Function to provide formula for VaR rounding.
|
IVaRTimePeriod |
VaR confidence level context value
|
IWeightedTailMeasureCalc |
Functions for calculating weighted tail measures.
|
IWeightedTailMeasureCalc.CalcType |
|
IWeightedTailMeasureCalcAware |
|
IWeightedVaRLambda |
Weighted VaR lambda context value
|
KpiMonitorBuilder |
Syntactic shortcut builder to create standard monitors over KPIs with MDX queries.
|
LadderDisplay |
Returns the valid ladder measure at the given location, between the shift expanded value and the vector.
|
LadderShiftsAnalysisHierarchy |
|
LadderUtils |
Helper methods used for sensitivity ladder calculations.
|
LegacyTenorConverter |
|
LegalEntityHierarchyBuilder |
The LegalEntityHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make
legal entity node tuples to be stored in a hierarchy datastore.
|
LegalEntityHierarchyListener |
|
LegalEntityNodeBuilder |
The LegalEntityNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make
legal entity nodes.
|
LegalEntityParentChildNode |
Legal entity nodes are only used to generate the legal entity hierarchy datastore
(which requires only parent child fields.)
Because of this, as of now this class does not contain any fields unique from ParentChildNode
though legal entities in the datastore do contain legal entity specific fields.
|
LimitsPostProcessor |
|
LimitsStatusPostProcessor |
|
Lists |
|
LocalContentServiceConfig |
Spring configuration of the Content Service backed by a local Content Server.
|
LocalDataFileWriter |
|
LocalDataFileWriterBuilder |
|
LocationFormatterForQuantiles |
This class provides a formatter for quantile technical names
|
LocationFormatterForRounding |
This class provides a formatter for rounding technical names
|
LoggingConfiguration |
java.util.logging configuration class with the following features:
Define independently the log levels of the main ActivePivot components
Define both a console handler and a file handler
Apply the QFS formatter to enrich log records with the current thread
and the current user.
|
MandateGenerator |
|
MandateGeneratorBuilder |
|
MandatePojo |
|
MandatePojo |
|
MarketData |
|
MarketDataDates |
|
MarketDataDebugStringPostProcessor |
Post-processor used to get market data debug string for market data interpoaltion
|
MarketDataDynamicAggregationPostProcessor |
|
MarketDataPostProcessor |
Abstract Post-processor used to get market data for current and previous date values.
|
MarketDataRetrievalService |
|
MarketDataRetrievalServiceConfig |
|
MarketPrice |
|
MarketRiskCatalogConfig |
|
MathFunctions |
|
MathFunctions.Metric |
|
MaturityConverterConfig |
|
MaturityPillarsDTO |
DTO for maturity pillars, holding a pillar and it's respective number of days.
|
MdxEventFormatter |
An utility which help to retrieve Mdx based information from a monitor and an event.
|
MdxMessagingConfiguration |
|
MDXQueryFiller |
Implementation of the filler object for an MDX query to be used in the cube export template.
|
MeasureConstants |
|
MessengerDefinitionConfig |
|
MetricConfiguration |
|
MetricConfiguration.MetricKind |
|
MigrationException |
The runtime exception that is thrown when an issue occurs at the
migration of hibernate database.
|
ModifiedPillarSetOfPillar |
This class is used to modify the equals function of the pillar ...
|
MonitorEventWorkflowUnit |
|
MonitorWorkflowUnit |
|
MRACombinedCube |
|
NotionalPostProcessor |
Computes the notional value without double-counting.
|
ObjectArrayFormatter |
A formatter used to display all the elements in a object array/vector.
|
ParameterWorkflowUnit |
Unit managing workflows changing parameter workflows.
|
ParametricVaEPostProcessor |
Computes the parametric VaE for a given PnL vector and confidence level.
|
ParametricVaRPostProcessor |
Computes the parametric VaR for a given PnL vector and confidence level.
|
ParentChildListenersConfig |
|
ParentChildNode<PCN extends ParentChildNode<?>> |
This class is being both used the model for the data map for out datastore
and also the model for mapping our data to JSON.
|
ParentChildNodeBuilder<PCN,HB extends ParentChildNodeBuilder<PCN,HB>> |
The ParentChildNodeBuilder is an abstract class that provides a way to make node objects that have
a parent child structure.
|
ParentChildNodeTreeFilter<Node extends ParentChildNode<?>> |
The interface for node tree filters.
|
ParentChildRestfulService |
|
ParentChildService |
The ParentChildService is the main entry way and API for the entire Parent Child back end
service.
|
ParentChildServiceConfig |
The beans defined here provide various services for the Parent Child
Widget to save and make changes to pre-existing hierarchies
in the datastore.
|
ParentChildWhatIfDefinition |
This WhatIf definition is used by the Parent Child Service to iterate over
stores that contain parent child like nodes and make changes to them.
|
ParentChildWhatIfException |
A simple exception type used by the Parent Child Service to indicate
there was an issue when persisting parent child trees on the WhatIf engine.
|
ParentHierarchyListener<P extends ParentChildNode<P>,H extends HierarchyBuilder<H>> |
Listen for changes to a ParentChild store and builds up a corresponding Hierarchy store.
|
PartitionedCache |
|
PercentileAnalysisHierarchy |
|
PercentileBuckets |
|
PercentileBucketsTranslator |
|
PeriodActualTenorConverter |
|
PillarSetOfPillar |
|
PillarSetOfPillar.Pillar |
|
PillarSetOfPillarTwo |
|
PillarSetOfPillarTwo.Pillar |
|
PnLAggregatedDatastoreDescriptionConfig |
|
PnLBookScalingDTO |
|
PnLBookScalingRestService |
|
PnLBookSubstitutionDTO |
|
PnlCubeConfig |
|
PnlCubeDimensionsConfig |
|
PnlCubeMeasuresConfig |
Definition of PnL measures
|
PnLDatastoreDescriptionConfig |
|
PnLDistributionPostProcessor |
|
PnLEndIndex |
|
PnLEndIndexTranslator |
|
PnLExplainCrossPostProcessor |
Post-processor used to get PnL approximation for Delta, Gamma and Vega.
|
PnLExplainFormulaProvider |
|
PnLExplainFormulaProviderConfig |
|
PnLExplainPostProcessor |
Post-processor used to get PnL approximation for Delta, Gamma and Vega.
|
PnLFlatDatastoreDescriptionConfig |
|
PnLImportSchemaDescriptionConfig |
|
PnLImportSourceConfig |
|
PnLScenarioScalingRestService |
|
PnLSchemaDescriptionConfig |
|
PnLSourceConfig |
|
PnLStartIndex |
|
PnLStartIndexTranslator |
|
PnLValuesPostProcessor |
Returns the values in the PnL vector that corresponds to the indices passed as inputs
|
PnLValuesPostProcessor.ThreadLocalDecimalFormat |
Thread local wrapped number format.
|
PnLVectorData |
|
PnlVectorFromCrossRiskSensiPostProcessor |
|
PnlVectorFromRiskSensiPostProcessor |
This postprocessor will compute an elementary PNL vector for a specific riskFactor and risk class
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PnLVectorScalingDTO |
Base class for PnL Vector scaling DTOs
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PnLVectorScalingRestService |
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PnLVectorSubstitutionDTO |
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PnLVectorSubstitutionRestService |
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PnLVectorSubstitutionWhatIfDefinition |
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PostProcessorUtils |
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ProductControlDatastoreCustomisations |
Datastore modifications to be performed on the default Accelerator stores.
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ProductControlMeasuresConfig |
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PropertiesOutput |
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PseudoRandomGenerator<T> |
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PublisherUtils |
Utils for publishers.
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PublisherUtils.GreekDimensionType |
This will define which decode function will be called
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QFSFormatter |
Simple log record formatter that logs the user authenticated
with the current thread, and the name of that thread.
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Random |
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ReadOnlySparseVector |
Read-only IVector implementation of a view of an underlying IVector who contains a special,
compact, representation of an allegedly-sparse vector.
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ReadOnlySparseVector.ReadOnlySparseVectorBinding |
Custom binding to use more efficient custom ReadOnlySparseVector methods for aggregation methods:
plus, minus and copyFrom.
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ReadOnlySparseVector.SparseRandomAccessVector |
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ReferenceCurrency |
Reference currency context value.
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ReferenceCurrencyTranslator |
Context value translator for reference currencies.
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ReferenceLevelContextVal |
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ReferenceLevelLocationShift |
Evaluate the underlying measure at the reference level.
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ReferenceLevelTranslator |
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RegexpFilteringPostProcessor<OutputType> |
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RelativePnLPostProcessor |
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RemoteActiveMonitorConfig |
Configuration class importing all configuration classes and properties sources required to
integrate ActiveMonitor in this sandbox application, using a external ActiveMonitor server.
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RemoteContentServiceConfig |
Spring configuration of the Content Service backed by a remote Content Server.
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RemoveDifferentValues |
This aggregator is intended to merge identical values into a single one.
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RemoveDifferentValues.History |
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RepositoryDbMigration |
Class with migration utils for Repository database.
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RiskActiveMonitorAppConfig |
This defines all beans that can only be set in a client project and that are required by the
application.
This includes: task assigner, database configuration, ...
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RiskActiveMonitorApplication |
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RiskActiveMonitorDatasourceBuilder |
This is an example of how to implement a custom data source for ActiveMonitor databases.
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RiskConfigProperties |
Properties used in MRA config
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RiskConstants |
Helper class defining property driven constants.
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RiskCorsFilterConfig |
Spring configuration for CORS filter for the application.
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RiskDatastoreServicesConfig |
Wrapper around the datastore service
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RiskFactorSeed |
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RiskInjectionsConfig |
Configuration custom injection beans
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RiskManagerConfig |
An IActivePivotManagerDescriptionConfig that creates the ActivePivot manager
description for the Market Risk Accelerator
application.
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RiskPostProcessorConfig |
Configuration of the operations performed after the initialisation of th ActivePivot manager
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RiskProperties |
Class gathering constants corresponding the properties used in configuration files
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RiskResourcesConfig |
A Spring configuration which loads various configuration files from the resources
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RiskSignOffParentConfig |
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RiskStarterApplication |
SpringBoot starter class for ActivePivot
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RiskStarterConfig |
Generic Spring configuration of the ActivePivot application.
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RiskTaskAssigner |
Risk task assigner.
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RiskWhatIfWorkflow |
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RiskWorkflowConfig |
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RoundEvenVaRRounding |
This class provides round even rounding calculation formula
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RoundingQuantilesMaps |
This class provides the maps for rounding/quantile technical and user friendly names
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RoundVaRRounding |
This class provides rounding calculation formula
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RowGenerator |
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RuntimeData<U> |
This class is used to avoid the numerous runtime parameters to be transmitted during recursive calls
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ScalarMarketDataPostProcessor |
Post-processor used to get market data values for current and previous dates.
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ScalarMarketDataRetrievalService |
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ScalarMarketDataTuplePublisher<T> |
Tuple publisher that reads the Market Data tuples and de-vectorises them.
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ScalarPnLExplainCrossPostProcessor |
Post-processor used to get PnL approximation for Delta, Gamma and Vega.
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ScalarPnLExplainPostProcessor |
Post-processor used to get PnL approximation for Delta, Gamma and Vega.
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ScalarPnlVectorFromCrossRiskSensiPostProcessor |
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ScalarPnlVectorFromRiskSensiPostProcessor |
This postprocessor will compute an elementary PNL vector for a specific riskFactor and risk class
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ScalarSensiSourceConfig |
Sensitivities source config
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ScalarSensiTradeStoreTuplePublisher<T> |
Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store
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ScalarVaRPostProcessor |
Computes the VaR for a given PnL vector and confidence level.
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ScenarioNamePostProcessor |
Queries the datastore and returns the scenario names for an array of indices.
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ScenariosExpand |
Expand the values of the PnL vector along the 'scenario' analysis hierarchy.
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ScopeCondition |
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ScopeCondition |
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SecurityConfig |
Security configuration
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SecurityConfig.ActivePivotSecurityConfigurer |
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SecurityConfig.ContentServerSecurityConfigurer |
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SecurityConfig.MRDInMemoryDownloadLinkConsumerSecurityConfigurer |
Make sure the InMemoryDownloadLinkConsumerRestServicesConfig REST API is available without authentication.
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SeedBag |
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SeedBagBuilder |
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SensiAggregatedDatastoreDescriptionConfig |
Sensitivities stores description
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SensiBookScalingDTO |
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SensiBookScalingRestService |
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SensiBookSubstitutionDTO |
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SensiCubeConfig |
Configuration of sensitivities cube
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SensiCubeDimensionsConfig |
Definition of sensitivities cube dimensions
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SensiCubeMeasuresConfig |
Definition of sensitivities measures
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SensiDatastoreDescriptionConfig |
Sensitivities stores description
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SensiFlatDatastoreDescriptionConfig |
Sensitivities stores description
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SensiImportSchemaDescriptionConfig |
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SensiImportSourceConfig |
Sensitivities source config
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SensiLadderExpand |
Returns the sensitivity vector for a particular sensitivity ladder shift.
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SensiSchemaDescriptionConfig |
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SensiSourceConfig |
Sensitivities source config
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SensiSubstitutionWhatIfDefinition |
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SensitivitiesConstants |
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SensitivityType |
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SensitivityVector |
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SensitivityVectorBuilder |
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SensitivityVectorBuilder.SensiVectorType |
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SensiTradeStoreTuplePublisher<T> |
Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store
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SensiValueCalculator |
Column calculator used to determine the sensi value from an exported mandate file.
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SensiVectorScalingDTO |
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SensiVectorScalingRestService |
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SensiVectorSubstitutionDTO |
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SensiVectorSubstitutionRestService |
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ServiceContext |
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SignOffProcessKey |
This class is used to carry the process definition name and asOfDate
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SignOffRestService |
RESTful service used for sign-off operations
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SignOffRestServiceConfig |
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SignOffService |
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SimpleCSVGeneratorFromSeeds |
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SimpleCSVGeneratorFromSeeds.Args |
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SimpleCSVGeneratorFromSeeds.PathParameterValidator |
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SimpleCsvSourceConfig<I> |
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SimpleDayCount |
Simple implementation of the day count between two dates.
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SimpleJdbcSourceConfig |
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SimpleMaturityConverter |
Implementation of a maturity converter using fixed day count convention and tenor conversion
(does not include support for support business day convention or calendar).
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SimpleSourceConfig<I,E> |
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SimpleSourceConfig.ITopicConfig<I> |
A Message Channel Factory for a topic.
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SinglePillarOnPillarSet |
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SmileTenorConverter |
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SourcePatternsConfig |
Config class for source file patterns.
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SparseVectorCommitTimeUpdater |
Listen for changes to a specified datastore and it's field.
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StaticResourcesHandler |
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StoreFieldNames |
List of field names used in datastore definition
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StoreNames |
List of store names
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StoreQueryMaturityConverter |
Implementation of a maturity converter that queries a store for the number of days represented by a tenor.
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StoreQueryMaturityConverter.StoreDescription |
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StoreUtils |
Helper methods used for datastore operations
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StringArrayFormatter |
A formatter used to display all the elements in a string array/vector.
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SubVectorPostProcessor |
This post processor is intended to add Vectors that are provided in several underlying measures
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SumVectorPostProcessor |
This post processor is intended to add Vectors that are provided in several underlying measures
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TailMeasureCalc |
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TailMeasureCalcConfig |
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TenorConverter30360 |
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TenorExpandStringDebug |
Post-processor used to expand a sensitivity measure along the tenor hierarchy
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TenorIndexCalculator |
Column calculator used to compute the tenor index
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TenorMaturityAndMoneynessExpand |
Abstract post-processor used to expand a sensitivity vector along tenors, maturities and moneyness levels
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TenorMaturityAndMoneynessLadderExpand |
Abstract post-processor used to expand a sensitivity ladder along tenors, maturities and moneyness levels
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TenorMaturityAndMoneynessStringDebugExpand |
Post-processor used to expand a sensitivity along tenors and maturities levels
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TenorUtils |
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TenorUtils.StoreDescription |
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ThetaDescription |
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ThetaGreekSensiCubeMeasureConfig |
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TopicConfig<I> |
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TopPostProcessor |
A post-processor that goes "up" along a hierarchy to fetch the value of its underlying measure for parent (or
higher level) members.
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TradeAndBookGenerator |
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TradeBookGeneratorBuilder |
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TradeSeed |
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Triplet |
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UnderlyingMeasureSelectorPostProcessor |
Returns the valid measure at the given location, between the tenor expansion or the dynamically bucketed value.
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UpdateParameterWorkflowUnit |
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USDateTimeFormatterLocale |
The US Locale for DateTimeFormatter calls.
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UTCTimestampFormatter |
Custom formatter used for UTC timestamps
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VaEConfidenceLevel |
VaE confidence level
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VaEConfidenceLevelTranslator |
Context value translator for VaE confidence level.
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VaEConfiguration |
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VaEIndicesPostProcessor |
Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
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VaEPostProcessor |
Computes the VaE for a given PnL vector and confidence level.
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VannaDescription |
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VannaGreekSensiCubeMeasureConfig |
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VaRAggregatedDatastoreDescriptionConfig |
VaR stores descriptions
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VaRConfidenceLevel |
VaR confidence level
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VaRConfidenceLevelTranslator |
Context value translator for VaR confidence level.
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VaRConfiguration |
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VaRDatastoreDescriptionConfig |
VaR stores descriptions
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VarESCubeConfig |
Definition of VaR/ES cube
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VarESCubeDimensionsConfig |
Definition of VaR/ES cube dimensions
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VarESCubeKpisConfig |
Definition of VaR/ES KPIs
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VarESCubeMeasureBuilders |
Helper methods for the definition of VaR and ES measures
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VarESCubeMeasuresConfig |
Definition of VaR/ES measures
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VaRFlatDatastoreDescriptionConfig |
VaR stores descriptions
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VaRImportSchemaDescriptionConfig |
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VaRImportSourceConfig |
VaR source configuration
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VaRIndicesPostProcessor |
Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
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VaRPostProcessor |
Computes the VaR for a given PnL vector and confidence level.
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VaRSchemaDescriptionConfig |
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VaRSourceConfig |
VaR source configuration
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VaRSubVectorPostProcessor |
Generates a sub-vector based on indices from context values.
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VaRTimePeriod |
VaR confidence level
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VaRTimePeriodTranslator |
Context value translator for VaR confidence level.
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VectorAggregationPostProcessor |
Aggregates a vector.
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VectorIndexScalingWhatIfDefinition |
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VectorMetricPostProcessor |
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VectorScalingWhatIfDefinition |
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VegaDescription |
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VegaGreekSensiCubeMeasureConfig |
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VolgaDescription |
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VolgaGreekSensiCubeMeasureConfig |
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WeightedESConfiguration |
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WeightedESIndicesPostProcessor |
Computes the ES index (or indices if we are interpolating) for a given PnL vector and confidence level.
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WeightedESPostProcessor |
Computes the weighted ES for a given PnL vector and confidence level.
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WeightedETGConfiguration |
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WeightedETGIndicesPostProcessor |
Computes the ETG index (or indices if we are interpolating) for a given PnL vector and confidence level.
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WeightedETGPostProcessor |
Computes the weighted ETG for a given PnL vector and confidence level.
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WeightedTailMeasureCalc |
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WeightedVaEConfiguration |
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WeightedVaEIndicesPostProcessor |
Computes the VaE index (or indices if we are interpolating) for a given PnL vector and confidence level.
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WeightedVaEPostProcessor |
Computes the weighted VaE for a given PnL vector and confidence level.
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WeightedVaRConfiguration |
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WeightedVaRIndicesPostProcessor |
Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.
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WeightedVaRLambda |
Weighted VaR lambda context value
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WeightedVaRLambdaTranslator |
Context value translator for weighted VaR lambda value.
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WeightedVaRPostProcessor |
Computes the weighted VaR for a given PnL vector and confidence level.
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WeightedVaRRounding |
This class provides wighted rounding calculation formula
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WhatIfConfig |
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WhatIfConflictManager |
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WhatIfRestConfig |
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WhatIfSecurityManager |
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