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

Class PnLValuesPostProcessor

  • All Implemented Interfaces:
    com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware, com.quartetfs.biz.pivot.postprocessing.IBasicPostProcessor<String>, com.quartetfs.biz.pivot.postprocessing.IEvaluator<String>, com.quartetfs.biz.pivot.postprocessing.IPartitionedPostProcessor<String>, com.quartetfs.biz.pivot.postprocessing.IPostProcessor<String>, com.quartetfs.fwk.types.IExtendedPluginValue, Serializable
    @QuartetExtendedPluginValue(intf=com.quartetfs.biz.pivot.postprocessing.IPostProcessor.class,
                            key="PnLValuesPostProcessor")
public class PnLValuesPostProcessor
extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
    Returns the values in the PnL vector that corresponds to the indices passed as inputs
    Author:
    ActiveViam
    See Also:
    Serialized Form

    • Nested Class Summary

      Nested Classes 
      Modifier and Type Class Description
      protected static class  PnLValuesPostProcessor.ThreadLocalDecimalFormat
      Thread local wrapped number format.

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

        com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.BasicPostProcessorPrefetcher, com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor.TransformationProcedure

    • Field Summary

      Fields 
      Modifier and Type Field Description
      protected PnLValuesPostProcessor.ThreadLocalDecimalFormat decimalFormat  
      static String FORMATTER_PATTERN  
      protected String formatterPattern  
      static String PLUGIN_KEY  

      • Fields inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor

        BASIC_POST_PROCESSOR_PREFETCHER, isPartitionedOnRangeLevels

      • 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
      PnLValuesPostProcessor​(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
      String evaluate​(com.quartetfs.biz.pivot.ILocation location, Object[] underlyingMeasures)
      Calculates the VaR indices for a given PnL vector.
      static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,​com.activeviam.desc.build.IHasAtLeastOneMeasure> getPostProcessorDescription​(String measureName, String indicesMeasure, String pnlVectorMeasure, String formatterPattern, String folder)  
      String getType()  
      void init​(Properties properties)  
      static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure indicesMeasure, com.activeviam.copper.api.CopperMeasure pnlVectorMeasure, String formatterPattern)  

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

        checkPrefetchers, compute, computePrefetchFilter, createPrefetchers, createProcedure, evaluate, initializeUnderlyingMeasures, reduce, 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

      • PnLValuesPostProcessor

        public PnLValuesPostProcessor​(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 indicesMeasure,
                                                                                                                                                              String pnlVectorMeasure,
                                                                                                                                                              String formatterPattern,
                                                                                                                                                              String folder)

      • measure

        public static com.activeviam.copper.api.CopperMeasure measure​(com.activeviam.copper.api.CopperMeasure indicesMeasure,
                                                              com.activeviam.copper.api.CopperMeasure pnlVectorMeasure,
                                                              String formatterPattern)

      • init

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

      • evaluate

        public String evaluate​(com.quartetfs.biz.pivot.ILocation location,
                       Object[] underlyingMeasures)
        Calculates the VaR indices for a given PnL vector. Takes one underlying measure:
        • The PnL vector.
        Specified by:
        evaluate in interface com.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
        Specified by:
        evaluate in class com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>

      • getType

        public String getType()