Package com.activeviam.risk.core.dates.impl

Class StoreQueryMaturityConverter

java.lang.Object

com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter

All Implemented Interfaces:

IMaturityConverter

public class StoreQueryMaturityConverter
extends Object
implements IMaturityConverter

Implementation of a maturity converter that queries a store for the number of days represented by a tenor. (does not include support for support business day convention or calendar).

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StoreQueryMaturityConverter.StoreDescription

Constructor Summary

Constructors

Constructor	Description
StoreQueryMaturityConverter(Map<BucketType,StoreQueryMaturityConverter.StoreDescription> storeDescriptionMap, IMaturityConverter backupMaturityConverter)

Method Summary

Modifier and Type	Method	Description
protected com.quartetfs.biz.pivot.query.IQueryCache	getQueryCache(com.quartetfs.biz.pivot.IActivePivot pivot)	Return the query cache bound to the current query.
LocalDate	toDate(com.quartetfs.biz.pivot.IActivePivot pivot, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenorOrDate, List<Object> leafCoordinates)	Convert tenorOrDate to a LocalDate.
double	toFraction(com.quartetfs.biz.pivot.IActivePivot pivot, LocalDate asOfDate, BucketType bucketType, String tenorSet, String tenorOrDate, List<Object> leafCoordinates)	Calculate the days between the asOfDate and the tenorOrDate.

Methods inherited from class java.lang.Object

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

Constructor Detail

StoreQueryMaturityConverter

public StoreQueryMaturityConverter(Map<BucketType,StoreQueryMaturityConverter.StoreDescription> storeDescriptionMap,
                                   IMaturityConverter backupMaturityConverter)

Method Detail

getQueryCache

protected com.quartetfs.biz.pivot.query.IQueryCache getQueryCache(com.quartetfs.biz.pivot.IActivePivot pivot)

Return the query cache bound to the current query. This cache contains values that can be shared among post processors involved in a query. The values in this cache are never shared with other queries.

The query cache itself is thread-safe, actually implementing the concurrent map interface.

Parameters:

pivot - ActivePivot instance

Returns:

current query cache, it is never null

toFraction

public double toFraction(com.quartetfs.biz.pivot.IActivePivot pivot,
                         LocalDate asOfDate,
                         BucketType bucketType,
                         String tenorSet,
                         String tenorOrDate,
                         List<Object> leafCoordinates)

Calculate the days between the asOfDate and the tenorOrDate. Extra parameters are required for query-time conversion.

Specified by:

toFraction in interface IMaturityConverter

Parameters:

pivot - The ActivePivot instance.

asOfDate - The initial as-of-date.

tenorSet - The tenor set.

tenorOrDate - The String representation of a tenor or number of days.

leafCoordinates - Leaf coordinates required for query-time conversion.

bucketType - The tenor store.

Returns:

a long representing a number of days

toDate

public LocalDate toDate(com.quartetfs.biz.pivot.IActivePivot pivot,
                        LocalDate asOfDate,
                        BucketType bucketType,
                        String tenorSet,
                        String tenorOrDate,
                        List<Object> leafCoordinates)

Convert tenorOrDate to a LocalDate. Extra parameters are required for query-time conversion. The toFraction method is used to compute the number of days between tenorOrDate and asOfDate. That method returns a double value that is floored so that it represents a long value and not a double.

Specified by:

toDate in interface IMaturityConverter

Parameters:

pivot - The ActivePivot instance.

asOfDate - The initial as-of-date, for use with tenors.

tenorSet - The tenor set.

tenorOrDate - The String representation of a tenor or date.

leafCoordinates - Leaf coordinates required for query-time conversion.

bucketType - The tenor store.

Returns:

The LocalDate represented by tenorOrDate.