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

Class ATenorMaturityAndMoneynessExpand<LeafType,​OutputType>

  • All Implemented Interfaces:
    ITenorUtilAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<OutputType>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<OutputType>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable
    Direct Known Subclasses:
    TenorMaturityAndMoneynessExpand, TenorMaturityAndMoneynessLadderExpand
    @QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="ABSTRACT_TENOR_MATURITY_MONEYNESS_EXPAND")
public abstract class ATenorMaturityAndMoneynessExpand<LeafType,​OutputType>
extends com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<LeafType,​OutputType>
implements ITenorUtilAware
    Abstract post-processor used to expand a sensitivity/ladder along tenors, maturities and moneyness levels
    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 AS_OF_DATE_PROPERTY  
      static String BUCKET_TYPES  
      protected BucketType[] bucketTypes  
      static String LABELS_PROPERTY  
      static String LADDER_INPUT_PROPERTY  
      protected List<com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo> levelInfo  
      static String PLUGIN_KEY  
      static String RISK_CLASS_PROPERTY  
      static String SENSITIVITY_NAME_LEVEL  
      protected ITenorUtil tenorUtil  

      • 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.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor

        DEFAULT_PARTITIONING_ON_RANGE_LEVELS

      • 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
      ATenorMaturityAndMoneynessExpand​(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)  

    • Method Summary

      All Methods Static Methods Instance Methods Concrete Methods 
      Modifier and Type Method Description
      com.qfs.vector.IVector computeOutput​(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
      There is only one underlying measure here: the IVector that we want to expand.
      static String createLeafLevelProperty​(String strLevels, String sensitivityNameLevel, boolean ladderInput, String asOfDateLevel, String riskClassLevel)  
      String getType()  
      void init​(Properties properties)  
      void setTenorUtil​(ITenorUtil tenorUtil)
      Set the implementation of ITenorUtil

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

        createLeafEvaluationProcedure, evaluateLeaf, 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 interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor

        getContextDependencies, getContinuousQueryHandlerKeys, getName, getOutputType, getPrefetchers, getProperties

    • Constructor Detail

      • ATenorMaturityAndMoneynessExpand

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

    • Method Detail

      • init

        public void init​(Properties properties)
          throws com.quartetfs.fwk.QuartetException
        Specified by:
        init in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<LeafType>
        Overrides:
        init in class com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<LeafType,​OutputType>
        Throws:
        com.quartetfs.fwk.QuartetException

      • getType

        public String getType()
        Specified by:
        getType in interface com.quartetfs.fwk.types.IExtendedPluginValue

      • computeOutput

        public com.qfs.vector.IVector computeOutput​(com.quartetfs.biz.pivot.ILocation leafLocation,
                                            Object[] underlyingMeasures)
        There is only one underlying measure here: the IVector that we want to expand.
        Parameters:
        leafLocation - The location in the cube.
        underlyingMeasures - The underlying measures.
        Returns:
        The value in the input vector for the location in the cube.

      • createLeafLevelProperty

        public static String createLeafLevelProperty​(String strLevels,
                                             String sensitivityNameLevel,
                                             boolean ladderInput,
                                             String asOfDateLevel,
                                             String riskClassLevel)