static com.activeviam.desc.build.ICanStartBuildingMeasures.BuildablePostProcessorBuilder |
AMarketDataPostProcessor.getPostProcessorDescription(com.activeviam.desc.build.ICanStartBuildingMeasures builder,
String plugInKey,
String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
BucketType[] bucketTypes,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String[] sourceTenorsLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
One axis flavor
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
Two axis flavor
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
DynamicTenorsAndMaturitiesPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String dynamicMoneynessHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
String[] sourceMoneynessLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
BucketType inputMoneynessBucketType,
BucketType dynamicMoneynessBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl,
String formatter,
String folder) |
Three axis flavor
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
MarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String dateInfo,
String sensitivityName,
BucketType[] bucketTypes,
String marketDataStoreName,
String sensitivityNameLevelInfo,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
PnlVectorFromCrossRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
PnlVectorFromRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarMarketDataPostProcessor.getPostProcessorDescription(String measureName,
String underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[][] levels,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
BucketType[] bucketTypes,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier,
String formatter,
String folder) |
This will create a PP configuration
|
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarPnlVectorFromCrossRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel1,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
BucketType[] bucketTypes,
String[][] datesLevel,
String ladderAvailabilityLevel,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
ScalarPnlVectorFromRiskSensiPostProcessor.getPostProcessorDescription(String measureName,
String sensiValueMeasure,
String sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
BucketType[] bucketTypes,
String[][] datesLevel,
String ladderAvailabilityLevel,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorExpandStringDebug.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String tenorLevel,
BucketType bucketType,
String sensitivityNameLvl,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessLadderExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
String asOfDateLevel,
String riskClassLevel,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
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static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> |
TenorMaturityAndMoneynessStringDebugExpand.getPostProcessorDescription(String measureName,
String underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl,
String formatter,
String folder) |
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static com.activeviam.copper.api.CopperPostProcessor |
AMarketDataPostProcessor.measure(String plugInKey,
com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
BucketType[] bucketTypes,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String[] sourceTenorsLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
One axis flavor
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static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
Two axis flavor
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static com.activeviam.copper.api.CopperMeasure |
DynamicTenorsAndMaturitiesPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String sensiType,
String dynamicTenorHierarchy,
String dynamicMaturityHierarchy,
String dynamicMoneynessHierarchy,
String[] sourceTenorsLevel,
String[] sourceMaturitiesLevel,
String[] sourceMoneynessLevel,
BucketType inputTenorsBucketType,
BucketType dynamicTenorsBucketType,
BucketType inputMaturitiesBucketType,
BucketType dynamicMaturitiesBucketType,
BucketType inputMoneynessBucketType,
BucketType dynamicMoneynessBucketType,
String tenorAndMaturityDefaultValue,
String asOfDateLevel,
String sensitivityNameLvl) |
Three axis flavor
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static com.activeviam.copper.api.CopperPostProcessor |
MarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String dateInfo,
String sensitivityName,
BucketType[] bucketTypes,
String marketDataStoreName,
String sensitivityNameLevelInfo,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
PnlVectorFromCrossRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes) |
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static com.activeviam.copper.api.CopperMeasure |
PnlVectorFromRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String[] tenorAnalysisLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
String ladderAvailabilityLevel,
BucketType[] bucketTypes) |
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static com.activeviam.copper.api.CopperMeasure |
ScalarMarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures,
String asOfDateLevel,
String marketDataSetLevel,
String riskFactorLevel,
String riskClassLevel,
String[][] levels,
String dateInfo,
String sensitivityName,
String marketDataStoreName,
BucketType[] bucketTypes,
Boolean interpolation,
IMarketDataRetrievalService.MarketType typeOfMarketData,
String interpolationDebugStringIdentifier) |
This will create a PP configuration
|
static com.activeviam.copper.api.CopperMeasure |
ScalarPnlVectorFromCrossRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel1,
String riskFactorLevel2,
String riskClassLevel,
String sensitivityNameLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
BucketType[] bucketTypes,
String[][] datesLevel,
String ladderAvailabilityLevel) |
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static com.activeviam.copper.api.CopperMeasure |
ScalarPnlVectorFromRiskSensiPostProcessor.measure(com.activeviam.copper.api.CopperMeasure sensiValueMeasure,
com.activeviam.copper.api.CopperMeasure sensiLadderMeasure,
String asOfDateLevel,
String riskFactorLevel,
String riskClassLevel,
String sensitivityNameLevel,
String scenarioLevel,
String marketDataSetLevel,
String sensitivityName,
BucketType[] bucketTypes,
String[][] datesLevel,
String ladderAvailabilityLevel) |
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static com.activeviam.copper.api.CopperMeasure |
TenorExpandStringDebug.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String tenorLevel,
BucketType bucketType,
String sensitivityNameLvl) |
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static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
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static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessLadderExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
String asOfDateLevel,
String riskClassLevel,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
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static com.activeviam.copper.api.CopperMeasure |
TenorMaturityAndMoneynessStringDebugExpand.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure,
String[] levels,
BucketType[] bucketTypes,
String sensitivityNameLvl) |
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protected void |
DynamicTenorsAndMaturitiesPostProcessor.putBucketMapsInQueryCache(BucketType bucketType,
LocalDate asOfDate,
String sensitivityName,
Map<String,Set<MaturityPillarsDTO>> bucketMap) |
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protected Map<String,Set<MaturityPillarsDTO>> |
DynamicTenorsAndMaturitiesPostProcessor.retrieveBucketMap(BucketType bucketType,
LocalDate asOfDate,
String sensitivityName) |
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