Class ScalarMarketDataPostProcessor
- 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<T>
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- com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor<Double>
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- com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor
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- All Implemented Interfaces:
ICustomParametersAware
,IMarketDataRetrievalServiceAware
,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="SCALAR_MARKET_DATA") public class ScalarMarketDataPostProcessor extends AMarketDataPostProcessor<Double>
Post-processor used to get market data values for current and previous dates. Works with single and bi-dimensional sensitivities.- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static String
PILLARS_LEVELS
static String
PLUGIN_KEY
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Fields inherited from class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor
asOfDateLevelInfo, BUCKET_TYPES, bucketTypes, customParameters, DATE_INFO, DEBUG_ID, debugId, interpolation, INTERPOLATION_FLAG, KEY_LEAF_LEVELS, locationFunctionMD, locationFunctionSensi, MARKET_DATA_STORE_NAME, marketDataRetrievalService, marketDataSetLevelInfo, riskClassLevelInfo, riskFactorLevelInfo, SENSITIVITY_NAME_PROPERTY, sensitivityKind, TYPE_OF_MARKET_DATA, typeOfMarketData
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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.activeviam.risk.core.services.ICustomParametersAware
PROPERTY_NAME
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Fields inherited from interface com.activeviam.risk.core.services.IMarketDataRetrievalServiceAware
PROPERTY_NAME
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Constructor Summary
Constructors Constructor Description ScalarMarketDataPostProcessor(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, LocalDate asOfDate, String marketDataSet, String riskFactor, String riskClass, List<Object> leafCoordinatesSensi)
There is only one underlying measure here: the Double Sensi Value .static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String[][] levels, String dateInfo, String sensitivityName, String marketDataStoreName, BucketType[] bucketTypes, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier, String formatter, String folder)
This will create a PP configurationString
getType()
void
init(Properties properties)
static com.activeviam.copper.api.CopperMeasure
measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String[][] levels, String dateInfo, String sensitivityName, String marketDataStoreName, BucketType[] bucketTypes, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier)
This will create a PP configuration-
Methods inherited from class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor
evaluate, getEnableMDStringDebug, getMarketData, getPostProcessorDescription, measure, setCustomParameters, setMarketDataRetrievalService, stepDate
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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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PILLARS_LEVELS
public static final String PILLARS_LEVELS
- See Also:
- Constant Field Values
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Constructor Detail
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ScalarMarketDataPostProcessor
public ScalarMarketDataPostProcessor(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 underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String[][] levels, String dateInfo, String sensitivityName, String marketDataStoreName, BucketType[] bucketTypes, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier, String formatter, String folder)
This will create a PP configuration- Parameters:
measureName
- Name of the postprocessorunderlyingMeasures
- The underlying measureasOfDateLevel
- Level containing the asOfSDatemarketDataSetLevel
- Level containing the market data set levelriskFactorLevel
- risk factor levelriskClassLevel
- risk class levellevels
- [primary, secondary] pillar levelsdateInfo
- date infosensitivityName
- sensitivity namemarketDataStoreName
- market data store namebucketTypes
- bucket typesinterpolation
- force interpolation or not, can be null, for configured interpolationtypeOfMarketData
- type of the returned market data : absolute, relative, raw(as is)interpolationDebugStringIdentifier
- internal identifier used in the query cache. The keys in the query cache that will be used have the following pattern: measure name + identifier + locationformatter
- formatterfolder
- Folder name of the metric, if not provider aka null measure is invisible- Returns:
- measure builder
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measure
public static com.activeviam.copper.api.CopperMeasure measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String[][] levels, String dateInfo, String sensitivityName, String marketDataStoreName, BucketType[] bucketTypes, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier)
This will create a PP configuration- Parameters:
underlyingMeasures
- The underlying measureasOfDateLevel
- Level containing the asOfSDatemarketDataSetLevel
- Level containing the market data set levelriskFactorLevel
- risk factor levelriskClassLevel
- risk class levellevels
- [primary, secondary] pillar levelsdateInfo
- date infosensitivityName
- sensitivity namemarketDataStoreName
- market data store namebucketTypes
- bucket typesinterpolation
- force interpolation or not, can be null, for configured interpolationtypeOfMarketData
- type of the returned market data : absolute, relative, raw(as is)interpolationDebugStringIdentifier
- internal identifier used in the query cache. The keys in the query cache that will be used have the following pattern: measure name + identifier + location- Returns:
- measure builder
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init
public void init(Properties properties) throws com.quartetfs.fwk.QuartetException
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IEvaluator<Double>
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IPostProcessor<Double>
- Overrides:
init
in classAMarketDataPostProcessor<Double>
- Throws:
com.quartetfs.fwk.QuartetException
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evaluate
public Double evaluate(com.quartetfs.biz.pivot.ILocation location, LocalDate asOfDate, String marketDataSet, String riskFactor, String riskClass, List<Object> leafCoordinatesSensi)
There is only one underlying measure here: the Double Sensi Value .- Specified by:
evaluate
in classAMarketDataPostProcessor<Double>
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getType
public String getType()
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