java.lang.Object
- com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<Double>
- - com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

All Implemented Interfaces:

IMaturityConverterAware, ITenorUtilAware, ICustomParametersAware, com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable
```
@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="DYNAMIC_TENORS_AND_MATURITIES")
public class DynamicTenorsAndMaturitiesPostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<Double>
implements ITenorUtilAware, IMaturityConverterAware, ICustomParametersAware
```
Postprocessor that dynamically buckets from an input tenor and maturity to the appropriate destination tenors and maturities. Can be configured to bucket on a single dimension (either tenors or maturities).

See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type Class Description

protected class DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure
Procedure to execute over the evaluation retrieval result.

Field Summary

Fields
Modifier and Type	Field	Description
`protected static Object[]`	`ALLMEMBER_PATH`
`protected ICustomParameters`	`customParameters`
`protected ICustomParameters.ILocationFunction`	`locationFunction`
`protected IMaturityConverter`	`maturityConverter`
`static String`	`PLUGIN_KEY`
`static String`	`SENSITIVITY_NAME_LEVEL`
`static String`	`TENOR_AND_MATURITY_DEFAULT_VALUE`
`protected ITenorUtil`	`tenorUtil`
`protected static Object[]`	`WILDCARD_PATH`

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.dates.IMaturityConverterAware
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

Fields inherited from interface com.activeviam.risk.core.dates.ITenorUtilAware
PROPERTY_NAME

Constructor Summary

Constructors
Constructor	Description
`DynamicTenorsAndMaturitiesPostProcessor(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
`void`	`compute(com.quartetfs.biz.pivot.ILocation location, com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever)`
`com.quartetfs.biz.pivot.ILocation`	`createPrefetchedLocation(com.quartetfs.biz.pivot.ILocation location)`	Modifies the current location to be able to retrieve the source contributions.
`protected com.quartetfs.biz.pivot.cellset.IPointProcedure`	`createProcedure(com.quartetfs.biz.pivot.cellset.IAggregatesRetrievalResult result, com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever, String[] dynamicSet, MaturityPillarsDTO noBuckets, com.quartetfs.biz.pivot.ILocation location)`	Create the point procedure that will be executed on the evaluation retrieval result.
`com.quartetfs.biz.pivot.ILocation`	`defineDynamicBucketPath(com.quartetfs.biz.pivot.ILocation location, Object[] buckets, com.quartetfs.biz.pivot.ILocation inputLocation)`	Modifies the current location to reach the destination buckets.
`Double`	`evaluate(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)`	This method is called to evaluate the post processor value on a given location The underlying measures are provided for the shifted location.
`Set<Class<? extends com.quartetfs.biz.pivot.context.IContextValue>>`	`getContextDependencies()`
`static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>`	`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
`static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>`	`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
`static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>`	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
`String`	`getType()`
`void`	`init(Properties properties)`
`protected boolean`	`isValidMember(Object analysisExplicitMembers, Object analysisMember)`
`static com.activeviam.copper.api.CopperMeasure`	`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
`static com.activeviam.copper.api.CopperMeasure`	`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
`static com.activeviam.copper.api.CopperMeasure`	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
`protected void`	`putBucketMapsInQueryCache(BucketType bucketType, LocalDate asOfDate, String sensitivityName, Map<String,Set<MaturityPillarsDTO>> bucketMap)`
`protected Map<String,Set<MaturityPillarsDTO>>`	`retrieveBucketMap(BucketType bucketType, LocalDate asOfDate, String sensitivityName)`
`void`	`setCustomParameters(ICustomParameters customParameters)`
`void`	`setMaturityConverter(IMaturityConverter maturityConverter)`	Set the implementation of `IMaturityConverter`
`void`	`setTenorUtil(ITenorUtil tenorUtil)`	Set the implementation of `ITenorUtil`

Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor
addContextDependency, checkInterruption, checkOutputType, computeNamePath, computeOutputType, createEvaluator, expandResult, getActivePivot, getContext, getContinuousQueryHandlerKeys, getCurrentMeasure, getDatastoreVersion, getDerivedContextDependencies, getExpansionProcedure, getGenericOutputType, getMeasuresProvider, getName, getOutputType, getOutputTypeFromGenericClassParameter, getOutputTypeFromProperties, getPrefetchers, getProperties, getQueryCache, getTypeFromClass, handleCircularDependency, handleNotSupportedAnalysisLevels, handleUnknownUnderlyingMeasure, hideEvaluator, initializeContinuousQueryHandlerKeys, initializeUnderlyingMeasures, removeAnalysisLevelsFromFilter, restrictLocationAnalysisLevels, retrieveAnalysisLevelsToExpand, retrieveNamedPrefetchAggregatesWithAnalysisLevels, retrievePrefetchAggregates, retrievePrefetchAggregatesWithAnalysisLevels, setAggregatedMeasureName, supportsAnalysisLevels, toString

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

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

Field Detail

PLUGIN_KEY
```
public static final String PLUGIN_KEY
```
See Also:

Constant Field Values

SENSITIVITY_NAME_LEVEL

public static final String SENSITIVITY_NAME_LEVEL

See Also:: Constant Field Values

TENOR_AND_MATURITY_DEFAULT_VALUE

public static final String TENOR_AND_MATURITY_DEFAULT_VALUE

See Also:: Constant Field Values

ALLMEMBER_PATH

protected static final Object[] ALLMEMBER_PATH

WILDCARD_PATH

protected static final Object[] WILDCARD_PATH

tenorUtil

protected transient ITenorUtil tenorUtil

maturityConverter

protected transient IMaturityConverter maturityConverter

customParameters

protected transient ICustomParameters customParameters

locationFunction

protected transient ICustomParameters.ILocationFunction locationFunction

Constructor Detail

DynamicTenorsAndMaturitiesPostProcessor

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

Method Detail

getPostProcessorDescription

public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> 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

Parameters:: measureName - The name of the resulting measure.; underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; sourceTenorsLevel - The source tenor level.; inputTenorsBucketType - input tenors bucket level; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level; formatter - The formatter.; folder - The folder.
Returns:: The fluent API calls required to build the measure.

measure

public static com.activeviam.copper.api.CopperMeasure 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

Parameters:: underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; sourceTenorsLevel - The source tenor level.; inputTenorsBucketType - input tenors bucket level; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level
Returns:: The copper measure.

getPostProcessorDescription

public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> 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

Parameters:: measureName - The name of the resulting measure.; underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; dynamicMaturityHierarchy - The destination maturity hierarchy.; sourceTenorsLevel - The source tenor level.; sourceMaturitiesLevel - The source maturities level.; inputTenorsBucketType - input tenors bucket type; inputMaturitiesBucketType - input maturities bucket type; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; dynamicMaturitiesBucketType - The type of the dynamic maturity bucket.; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level; formatter - The formatter.; folder - The folder.
Returns:: The fluent API calls required to build the measure.

measure

public static com.activeviam.copper.api.CopperMeasure 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

Parameters:: underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; dynamicMaturityHierarchy - The destination maturity hierarchy.; sourceTenorsLevel - The source tenor level.; sourceMaturitiesLevel - The source maturities level.; inputTenorsBucketType - input tenors bucket type; inputMaturitiesBucketType - input maturities bucket type; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; dynamicMaturitiesBucketType - The type of the dynamic maturity bucket.; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level
Returns:: The copper measure.

getPostProcessorDescription

public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> 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

Parameters:: measureName - The name of the resulting measure.; underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; dynamicMaturityHierarchy - The destination maturity hierarchy.; dynamicMoneynessHierarchy - dynamic moneyness hierarchy; sourceTenorsLevel - The source tenor level.; sourceMaturitiesLevel - The source maturities level.; sourceMoneynessLevel - source moneyness level; inputTenorsBucketType - input tenors bucket type; inputMaturitiesBucketType - input maturities bucket type; inputMoneynessBucketType - inpyt moneyness bucket type; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; dynamicMaturitiesBucketType - The type of the dynamic maturity bucket.; dynamicMoneynessBucketType - dynamic moneyness bucket type; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level; formatter - The formatter.; folder - The folder.
Returns:: The fluent API calls required to build the measure.

measure

public static com.activeviam.copper.api.CopperMeasure 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

Parameters:: underlyingMeasure - The measure to be re-bucketed.; sensiType - The type of the sensitivity.; dynamicTenorHierarchy - The destination tenor hierarchy.; dynamicMaturityHierarchy - The destination maturity hierarchy.; dynamicMoneynessHierarchy - dynamic moneyness hierarchy; sourceTenorsLevel - The source tenor level.; sourceMaturitiesLevel - The source maturities level.; sourceMoneynessLevel - source moneyness level; inputTenorsBucketType - input tenors bucket type; inputMaturitiesBucketType - input maturities bucket type; inputMoneynessBucketType - inpyt moneyness bucket type; dynamicTenorsBucketType - The type of the dynamic tenor bucket.; dynamicMaturitiesBucketType - The type of the dynamic maturity bucket.; dynamicMoneynessBucketType - dynamic moneyness bucket type; tenorAndMaturityDefaultValue - default value for tenors and maturities; asOfDateLevel - The asOfDate level.; sensitivityNameLvl - sensitivity name level
Returns:: The fluent API calls required to build the measure.

init
```
public void init(Properties properties)
          throws com.quartetfs.fwk.QuartetException
```
Specified by:

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

Overrides:

init in class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<Double>

Throws:

com.quartetfs.fwk.QuartetException

getContextDependencies
```
public Set<Class<? extends com.quartetfs.biz.pivot.context.IContextValue>> getContextDependencies()
```
Specified by:

getContextDependencies in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>

Overrides:

getContextDependencies in class com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<Double>

compute

public void compute(com.quartetfs.biz.pivot.ILocation location,
                    com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever)

Specified by:: compute in interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>

createProcedure

protected com.quartetfs.biz.pivot.cellset.IPointProcedure createProcedure(com.quartetfs.biz.pivot.cellset.IAggregatesRetrievalResult result,
                                                                          com.quartetfs.biz.pivot.query.aggregates.IAdvancedAggregatesRetriever retriever,
                                                                          String[] dynamicSet,
                                                                          MaturityPillarsDTO noBuckets,
                                                                          com.quartetfs.biz.pivot.ILocation location)

Create the point procedure that will be executed on the evaluation retrieval result.

Parameters:: result - The result to read aggregates from; retriever - The aggregates retriever; dynamicSet - dynamic set; noBuckets - no buckets; location - The location
Returns:: The procedure to execute on the evaluation cell set

setTenorUtil
```
public void setTenorUtil(ITenorUtil tenorUtil)
```
Description copied from interface: ITenorUtilAware

Set the implementation of ITenorUtil

Specified by:

setTenorUtil in interface ITenorUtilAware

Parameters:

tenorUtil - the implementation of ITenorUtil

setMaturityConverter
```
public void setMaturityConverter(IMaturityConverter maturityConverter)
```
Description copied from interface: IMaturityConverterAware

Set the implementation of IMaturityConverter

Specified by:

setMaturityConverter in interface IMaturityConverterAware

Parameters:

maturityConverter - the implementation of IMaturityConverter

evaluate
```
public Double evaluate(com.quartetfs.biz.pivot.ILocation location,
                       Object[] underlyingMeasures)
```
This method is called to evaluate the post processor value on a given location The underlying measures are provided for the shifted location.
When an evaluator is available, the evaluator is called on the location and measures, when no evaluator is available, the first underlying measure is returned, or null when no measure is available.
Sub-classes can completely override this business logic and implement their own calculation.

Parameters:

location - This location is a point location (non range, without wild cards)

underlyingMeasures - The values of the defined underlying measures

Returns:

The post processor value

defineDynamicBucketPath
```
public com.quartetfs.biz.pivot.ILocation defineDynamicBucketPath(com.quartetfs.biz.pivot.ILocation location,
                                                                 Object[] buckets,
                                                                 com.quartetfs.biz.pivot.ILocation inputLocation)
```
Modifies the current location to reach the destination buckets.

Parameters:

location - The current location.

buckets - The tenor and maturity destination buckets.

inputLocation - The original requested location, used to modify location according to the requested one

Returns:

The modified location (specific buckets on the dynamic tenor and dynamic maturity hierarchies; AllMember on source tenor and source maturity hierarchies).

createPrefetchedLocation
```
public com.quartetfs.biz.pivot.ILocation createPrefetchedLocation(com.quartetfs.biz.pivot.ILocation location)
```
Modifies the current location to be able to retrieve the source contributions.

Parameters:

location - The current location.

Returns:

The modified location (AllMember on the dynamic tenor and dynamic maturity hierarchies; wildcard on source tenor and source maturity hierarchies).

getType
```
public String getType()
```
Specified by:

getType in interface com.quartetfs.fwk.types.IExtendedPluginValue

isValidMember

protected boolean isValidMember(Object analysisExplicitMembers,
                                Object analysisMember)

retrieveBucketMap

protected Map<String,Set<MaturityPillarsDTO>> retrieveBucketMap(BucketType bucketType,
                                                                      LocalDate asOfDate,
                                                                      String sensitivityName)

putBucketMapsInQueryCache

protected void putBucketMapsInQueryCache(BucketType bucketType,
                                         LocalDate asOfDate,
                                         String sensitivityName,
                                         Map<String,Set<MaturityPillarsDTO>> bucketMap)

setCustomParameters
```
public void setCustomParameters(ICustomParameters customParameters)
```
Specified by:

setCustomParameters in interface ICustomParametersAware

Class DynamicTenorsAndMaturitiesPostProcessor

Nested Class Summary

Field Summary

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

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

Fields inherited from interface com.activeviam.risk.core.dates.IMaturityConverterAware

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

Fields inherited from interface com.activeviam.risk.core.dates.ITenorUtilAware

Constructor Summary

Method Summary

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

Methods inherited from class java.lang.Object

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

Field Detail

PLUGIN_KEY

SENSITIVITY_NAME_LEVEL

TENOR_AND_MATURITY_DEFAULT_VALUE

ALLMEMBER_PATH

WILDCARD_PATH

tenorUtil

maturityConverter

customParameters

locationFunction

Constructor Detail

DynamicTenorsAndMaturitiesPostProcessor

Method Detail

getPostProcessorDescription

measure

getPostProcessorDescription

measure

getPostProcessorDescription

measure

init

getContextDependencies

compute

createProcedure

setTenorUtil

setMaturityConverter

evaluate

defineDynamicBucketPath

createPrefetchedLocation

getType

isValidMember

retrieveBucketMap

putBucketMapsInQueryCache

setCustomParameters