Package com.activeviam.risk.core.postprocessor.impl

Class APnlVectorFromRiskSensiPostProcessor<T>

java.lang.Object

com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<OutputT>

com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<LeafType,OutputType>

com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>

com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor<T>

All Implemented Interfaces:

ICustomParametersAware, IInputSelectorAware, IMarketDataRetrievalServiceAware, IPnLExplainFormulaProviderAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<com.qfs.vector.IVector>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<com.qfs.vector.IVector>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable

Direct Known Subclasses:

PnlVectorFromRiskSensiPostProcessor, ScalarPnlVectorFromRiskSensiPostProcessor

public abstract class APnlVectorFromRiskSensiPostProcessor<T>
extends com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>
implements IPnLExplainFormulaProviderAware, IInputSelectorAware, ICustomParametersAware, IMarketDataRetrievalServiceAware

See Also:

Serialized Form

Nested Class Summary

Nested classes/interfaces inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor

com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor.TransformationProcedure

Nested classes/interfaces inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor

com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor.DynamicAggregationPostProcessorPrefetcher

Field Summary

Fields

Modifier and Type	Field	Description
static String	BUCKET_TYPES
protected BucketType[]	bucketTypes
protected ICustomParameters	customParameters
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	dateLevel
protected String	debugId
static String	IDENTIFIER
protected IInputSelector	inputSelector
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	ladderAvailabilityLevelInfo
protected ICustomParameters.ILocationFunction	locationFunction
protected IMarketDataRetrievalService	marketDataRetrievalService
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	marketDataSetLevelInfo
protected IPnLExplainFormulaProvider	pnLExplainFormulaProvider
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	riskClassLevel
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	riskFactorLevel
static String	SCENARIO_LEVEL
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	scenarioLevel
static String	SENSITIVITY_ORDER
protected String	sensitivityKind
protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo	sensitivityNameLevel

Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor

AGGREGATION_FUNCTION, aggregationFunction, DYNAMIC_AGGREGATION_POST_PROCESSOR_PREFETCHER, hierarchiesInfo, isPartitionedOnRangeLevels, LEAF_LEVELS, LEAF_TYPE, leafLevelsInfo, leafType, partitioningLevelsInfo

Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor

aggregatedMeasureName, ANALYSIS_LEVELS_PROPERTY, analysisLevelsToExpand, continuousQueryHandlerKeys, derivedContextDependencies, evaluator, EVALUATOR, explicitContextDependencies, logger, measuresProvider, name, OUTPUT_TYPE, outputType, pivot, prefetchers, PRINT_TIMINGS, printTimings, properties, underlyingMeasures

Fields inherited from interface com.activeviam.risk.core.services.ICustomParametersAware

PROPERTY_NAME

Fields inherited from interface com.activeviam.risk.core.services.IInputSelectorAware

PROPERTY_NAME

Fields inherited from interface com.activeviam.risk.core.services.IMarketDataRetrievalServiceAware

PROPERTY_NAME

Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor

DEFAULT_PARTITIONING_ON_RANGE_LEVELS

Fields inherited from interface com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware

PROPERTY_NAME

Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor

CONTINUOUS_QUERY_HANDLER_KEYS, IS_PARTITIONED_ON_RANGE_LEVELS_PROPERTY, SEPARATOR, UNDERLYING_MEASURES

Constructor Summary

Constructors

Constructor	Description
APnlVectorFromRiskSensiPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)	Constructor

Method Summary

Modifier and Type	Method	Description
protected abstract com.qfs.vector.IVector	evaluate(com.quartetfs.biz.pivot.ILocation location, T sensi, com.qfs.vector.IVector sensiLadder, LocalDate date, String riskFactor, String scenario, String marketDataSet, String riskClass, String sensitivityName, List<Object> leafCoordinates, boolean useLadder, String debugKey)
protected com.qfs.vector.IVector	evaluateLeaf(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
void	init(Properties properties)
void	setCustomParameters(ICustomParameters customParameters)
void	setInputSelector(IInputSelector selector)	Set the implementation of IInputSelector
void	setMarketDataRetrievalService(IMarketDataRetrievalService marketDataRetrievalService)	Set the implementation of IMarketDataRetrievalService
void	setPnLExplainFormulaProvider(IPnLExplainFormulaProvider pnLExplainFormulaProvider)	Set the implementation of IPnLExplainFormulaProvider

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor

createLeafEvaluationProcedure, evaluateLeaf

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor

checkLeafType, checkPrefetchers, compute, computeLeafType, computeLeafTypeFromGenericType, computePartitioningLevels, computePrefetchFilter, createAggregationFunction, createPrefetchers, getAggregationFunction, getHierarchiesInfo, getLeafLevelsInfo, getLeafType, getTypeFromLiteralType, handleNoLeafLevel, initializeLeafLevels, initializeUnderlyingMeasures, reduce, reduceLeavesAndContribute, retrieveLeaves, setPartitioningLevels, supportsAnalysisLevels

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor

addContextDependency, checkInterruption, checkOutputType, computeNamePath, computeOutputType, createEvaluator, expandResult, getActivePivot, getContext, getContextDependencies, getContinuousQueryHandlerKeys, getCurrentMeasure, getDatastoreVersion, getDerivedContextDependencies, getExpansionProcedure, getGenericOutputType, getMeasuresProvider, getName, getOutputType, getOutputTypeFromGenericClassParameter, getOutputTypeFromProperties, getPrefetchers, getProperties, getQueryCache, getTypeFromClass, handleCircularDependency, handleNotSupportedAnalysisLevels, handleUnknownUnderlyingMeasure, hideEvaluator, initializeContinuousQueryHandlerKeys, removeAnalysisLevelsFromFilter, restrictLocationAnalysisLevels, retrieveAnalysisLevelsToExpand, retrieveNamedPrefetchAggregatesWithAnalysisLevels, retrievePrefetchAggregates, retrievePrefetchAggregatesWithAnalysisLevels, setAggregatedMeasureName, toString

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.quartetfs.fwk.types.IExtendedPluginValue

getType

Methods inherited from interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor

getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

Field Detail

BUCKET_TYPES

public static final String BUCKET_TYPES

See Also:

Constant Field Values

SCENARIO_LEVEL

public static final String SCENARIO_LEVEL

See Also:

Constant Field Values

SENSITIVITY_ORDER

public static final String SENSITIVITY_ORDER

See Also:

Constant Field Values

IDENTIFIER

public static final String IDENTIFIER

See Also:

Constant Field Values

bucketTypes

protected BucketType[] bucketTypes

dateLevel

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo dateLevel

riskFactorLevel

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo riskFactorLevel

scenarioLevel

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo scenarioLevel

riskClassLevel

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo riskClassLevel

ladderAvailabilityLevelInfo

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo ladderAvailabilityLevelInfo

sensitivityNameLevel

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo sensitivityNameLevel

marketDataSetLevelInfo

protected com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo marketDataSetLevelInfo

sensitivityKind

protected String sensitivityKind

debugId

protected String debugId

pnLExplainFormulaProvider

protected transient IPnLExplainFormulaProvider pnLExplainFormulaProvider

inputSelector

protected transient IInputSelector inputSelector

customParameters

protected transient ICustomParameters customParameters

locationFunction

protected transient ICustomParameters.ILocationFunction locationFunction

marketDataRetrievalService

protected transient IMarketDataRetrievalService marketDataRetrievalService

Constructor Detail

APnlVectorFromRiskSensiPostProcessor

public APnlVectorFromRiskSensiPostProcessor(String name,
                                            com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)

Constructor

Parameters:

name - The name of the post-processor

creationContext - The creation context of this post-processor.

Method Detail

init

public void init(Properties properties)
          throws com.quartetfs.fwk.QuartetException

Specified by:

init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<T>

Overrides:

init in class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>

Throws:

com.quartetfs.fwk.QuartetException

setPnLExplainFormulaProvider

public void setPnLExplainFormulaProvider(IPnLExplainFormulaProvider pnLExplainFormulaProvider)

Description copied from interface: IPnLExplainFormulaProviderAware

Set the implementation of IPnLExplainFormulaProvider

Specified by:

setPnLExplainFormulaProvider in interface IPnLExplainFormulaProviderAware

Parameters:

pnLExplainFormulaProvider - the implementation of IPnLExplainFormulaProvider

setInputSelector

public void setInputSelector(IInputSelector selector)

Description copied from interface: IInputSelectorAware

Set the implementation of IInputSelector

Specified by:

setInputSelector in interface IInputSelectorAware

Parameters:

selector - the implementation of IInputSelector

setCustomParameters

public void setCustomParameters(ICustomParameters customParameters)

Specified by:

setCustomParameters in interface ICustomParametersAware

setMarketDataRetrievalService

public void setMarketDataRetrievalService(IMarketDataRetrievalService marketDataRetrievalService)

Description copied from interface: IMarketDataRetrievalServiceAware

Set the implementation of IMarketDataRetrievalService

Specified by:

setMarketDataRetrievalService in interface IMarketDataRetrievalServiceAware

Parameters:

marketDataRetrievalService - The service that will be injected

evaluateLeaf

protected com.qfs.vector.IVector evaluateLeaf(com.quartetfs.biz.pivot.ILocation location,
                                              Object[] underlyingMeasures)

Specified by:

evaluateLeaf in class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<com.qfs.vector.IVector,com.qfs.vector.IVector>

evaluate

protected abstract com.qfs.vector.IVector evaluate(com.quartetfs.biz.pivot.ILocation location,
                                                   T sensi,
                                                   com.qfs.vector.IVector sensiLadder,
                                                   LocalDate date,
                                                   String riskFactor,
                                                   String scenario,
                                                   String marketDataSet,
                                                   String riskClass,
                                                   String sensitivityName,
                                                   List<Object> leafCoordinates,
                                                   boolean useLadder,
                                                   String debugKey)