Class IncrementalVaEPostProcessor
- java.lang.Object
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- com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<OutputType>
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- com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<OutputType>
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- com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor<Double>
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- com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor
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- All Implemented Interfaces:
ITailMeasureCalcAware
,com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware
,com.quartetfs.biz.pivot.postprocessing.IBasicPostProcessor<Double>
,com.quartetfs.biz.pivot.postprocessing.IEvaluator<Double>
,com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<Double>
,com.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>
,com.quartetfs.fwk.types.IExtendedPluginValue
,Serializable
@QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class, key="IncrementalVaEPostProcessor") public class IncrementalVaEPostProcessor extends AVaEPostProcessor<Double>
Computes incremental VaE, a measure of the change in the VaE of a parent portfolio should a sub-portfolio be removed from it.
Dependent on theIVaEConfidenceLevel
context value to define the confidence level to use in the calculation.- Author:
- ActiveViam
- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static String
PLUGIN_KEY
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor
defaultConfidence, FIXED_CONFIDENCE_LEVEL_PROPERTY, fixedConfidence, quantile2RankLevelInfo, roundingLevelInfo, tailMeasureCalc
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Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor
BASIC_POST_PROCESSOR_PREFETCHER, isPartitionedOnRangeLevels
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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
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Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor
DEFAULT_PARTITIONING_ON_RANGE_LEVELS
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Fields inherited from interface com.quartetfs.biz.pivot.postprocessing.IPostProcessor
CONTINUOUS_QUERY_HANDLER_KEYS, IS_PARTITIONED_ON_RANGE_LEVELS_PROPERTY, SEPARATOR, UNDERLYING_MEASURES
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Fields inherited from interface com.activeviam.risk.core.calc.ITailMeasureCalcAware
PROPERTY_NAME
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Constructor Summary
Constructors Constructor Description IncrementalVaEPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Summary
All Methods Static Methods Instance Methods Concrete Methods Modifier and Type Method Description Double
evaluate(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
Calculates the incremental VaE of a sub-portfolio against a parent portfolio.static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String underlyingMeasure, String parentMeasure, String roundingMethodLevel, String quantile2RankLevel, String confidenceLevel, String description, String formatter, String folder)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String underlyingMeasure, String parentMeasure, String roundingMethodLevel, String quantile2RankLevel, org.springframework.core.env.Environment env, String description, String formatter, String folder)
String
getType()
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor
getConfidenceLevel, getVaRTimePeriod, init, setTailMeasureCalc
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Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor
checkPrefetchers, compute, computePrefetchFilter, createPrefetchers, createProcedure, evaluate, initializeUnderlyingMeasures, reduce, setPartitioningLevels, supportsAnalysisLevels
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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
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Field Detail
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PLUGIN_KEY
public static final String PLUGIN_KEY
- See Also:
- Constant Field Values
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Constructor Detail
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IncrementalVaEPostProcessor
public IncrementalVaEPostProcessor(String name, com.quartetfs.biz.pivot.cube.hierarchy.measures.IPostProcessorCreationContext creationContext)
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Method Detail
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getPostProcessorDescription
public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription(String measureName, String underlyingMeasure, String parentMeasure, String roundingMethodLevel, String quantile2RankLevel, String confidenceLevel, String description, String formatter, String folder)
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getPostProcessorDescription
public static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription(String measureName, String underlyingMeasure, String parentMeasure, String roundingMethodLevel, String quantile2RankLevel, org.springframework.core.env.Environment env, String description, String formatter, String folder)
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getType
public String getType()
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