Class TenorMaturityAndMoneynessExpand
- java.lang.Object
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- com.quartetfs.biz.pivot.postprocessing.impl.AAdvancedPostProcessor<OutputT>
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- com.quartetfs.biz.pivot.postprocessing.impl.ABaseDynamicAggregationPostProcessor<LeafType,OutputType>
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- com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor<LeafType,OutputType>
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- com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand<Double,Double>
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- com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand
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- All Implemented Interfaces:
ITenorUtilAware
,com.quartetfs.biz.pivot.postprocessing.IAggregatedMeasureAware
,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="TENOR_MATURITY_MONEYNESS_EXPAND") public class TenorMaturityAndMoneynessExpand extends ATenorMaturityAndMoneynessExpand<Double,Double>
Abstract post-processor used to expand a sensitivity vector along tenors, maturities and moneyness levels- 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.ATenorMaturityAndMoneynessExpand
AS_OF_DATE_PROPERTY, BUCKET_TYPES, bucketTypes, LABELS_PROPERTY, LADDER_INPUT_PROPERTY, levelInfo, RISK_CLASS_PROPERTY, SENSITIVITY_NAME_LEVEL, tenorUtil
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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
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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.dates.ITenorUtilAware
PROPERTY_NAME
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Constructor Summary
Constructors Constructor Description TenorMaturityAndMoneynessExpand(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
evaluateLeaf(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>
getPostProcessorDescription(String measureName, String underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl, String formatter, String folder)
static com.activeviam.copper.api.CopperMeasure
measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl)
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Methods inherited from class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand
computeOutput, createLeafLevelProperty, getType, init, setTenorUtil
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Methods inherited from class com.quartetfs.biz.pivot.postprocessing.impl.ADynamicAggregationPostProcessor
createLeafEvaluationProcedure, evaluateLeaf
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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
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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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TenorMaturityAndMoneynessExpand
public TenorMaturityAndMoneynessExpand(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[] levels, BucketType[] bucketTypes, String sensitivityNameLvl, String formatter, String folder)
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measure
public static com.activeviam.copper.api.CopperMeasure measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl)
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