Uses of Interface
com.activeviam.risk.core.dates.IMaturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.core.dates
Methods in com.activeviam.risk.core.dates with parameters of type IMaturityConverter Modifier and Type Method Description void
IMaturityConverterAware. setMaturityConverter(IMaturityConverter maturityConverter)
Set the implementation ofIMaturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.core.dates.impl
Classes in com.activeviam.risk.core.dates.impl that implement IMaturityConverter Modifier and Type Class Description class
AMaturityConverter
class
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).class
StoreQueryMaturityConverter
Implementation of a maturity converter that queries a store for the number of days represented by a tenor.Constructors in com.activeviam.risk.core.dates.impl with parameters of type IMaturityConverter Constructor Description StoreQueryMaturityConverter(Map<BucketType,StoreQueryMaturityConverter.StoreDescription> storeDescriptionMap, IMaturityConverter backupMaturityConverter)
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Uses of IMaturityConverter in com.activeviam.risk.core.postprocessor.impl
Fields in com.activeviam.risk.core.postprocessor.impl declared as IMaturityConverter Modifier and Type Field Description protected IMaturityConverter
DynamicTenorsAndMaturitiesPostProcessor. maturityConverter
Methods in com.activeviam.risk.core.postprocessor.impl with parameters of type IMaturityConverter Modifier and Type Method Description void
DynamicTenorsAndMaturitiesPostProcessor. setMaturityConverter(IMaturityConverter maturityConverter)
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Uses of IMaturityConverter in com.activeviam.risk.core.services
Methods in com.activeviam.risk.core.services with parameters of type IMaturityConverter Modifier and Type Method Description double
IMarketDataRetrievalService.IPillarSet. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
Compute the number of days corresponding to this pillar -
Uses of IMaturityConverter in com.activeviam.risk.core.utils
Methods in com.activeviam.risk.core.utils with parameters of type IMaturityConverter Modifier and Type Method Description protected double
APillarSetOfPillar. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, LocalDate date, Object pillar)
double
ModifiedPillarSetOfPillar. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
double
PillarSetOfPillar. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
double
PillarSetOfPillarTwo. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
double
SinglePillarOnPillarSet. getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
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Uses of IMaturityConverter in com.activeviam.risk.ref.cfg.impl
Fields in com.activeviam.risk.ref.cfg.impl declared as IMaturityConverter Modifier and Type Field Description protected IMaturityConverter
RiskPostProcessorConfig. maturityConverter
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Uses of IMaturityConverter in com.activeviam.risk.ref.services.impl
Constructors in com.activeviam.risk.ref.services.impl with parameters of type IMaturityConverter Constructor Description MarketDataRetrievalService(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration, double defaultValue)
ScalarMarketDataRetrievalService(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration, double defaultValue, String tenorAndMaturityDefaultValue, String moneynessDefaultValue)
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Uses of IMaturityConverter in com.activeviam.risk.ref.services.impl.marketdataretrieval
Fields in com.activeviam.risk.ref.services.impl.marketdataretrieval declared as IMaturityConverter Modifier and Type Field Description protected IMaturityConverter
AInterpolation. maturityConverter
Constructors in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IMaturityConverter Constructor Description AInterpolation(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration)
InterpolationDouble(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration)
InterpolationVector(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration)
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Uses of IMaturityConverter in com.activeviam.risk.starter.cfg.impl
Methods in com.activeviam.risk.starter.cfg.impl that return IMaturityConverter Modifier and Type Method Description IMaturityConverter
MaturityConverterConfig. maturityConverter()
IMaturityConverter
MaturityConverterConfig. storeBackedMaturityConverter()
This will instantiate the duration service based on the pillar store.Methods in com.activeviam.risk.starter.cfg.impl with parameters of type IMaturityConverter Modifier and Type Method Description IMarketDataRetrievalService
MarketDataRetrievalServiceConfig. marketDataRetrievalService(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration)
IMarketDataRetrievalService
MarketDataRetrievalServiceConfig. scalarMarketDataRetrievalService(IMaturityConverter maturityConverter, IInterpolationConfiguration interpolationConfiguration)
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Uses of IMaturityConverter in com.activeviam.risk.starter.cfg.pivot.builders.sensi
Constructors in com.activeviam.risk.starter.cfg.pivot.builders.sensi with parameters of type IMaturityConverter Constructor Description ThetaGreekSensiCubeMeasureConfig(String deltaCurrencyLevel, String riskClassLevel, String sensitivityNameLevel, String asOfDateLevel, String asOfDateHierarchy, String regexp, String scenarioSetLevel, String marketDataSetLevel, String ladderShiftsLevel, String ladderAvailabilityLevel, String tradeMaturityDateLevel, String fxRiskClass, String defaultMaturity, IMaturityConverter maturityConverter)
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