Class TenorMaturityAndMoneynessStringDebugExpand
- 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<String>
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- com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand
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- All Implemented Interfaces:
ITenorUtilAware
,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="TENOR_MATURITY_MONEYNESS_DEBUG_STRING_EXPAND") public class TenorMaturityAndMoneynessStringDebugExpand extends com.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String> implements ITenorUtilAware
Post-processor used to expand a sensitivity along tenors and maturities levels- See Also:
- Serialized Form
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Field Summary
Fields Modifier and Type Field Description static String
BUCKET_TYPES
protected BucketType[]
bucketTypes
static String
LABELS_PROPERTY
protected List<com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo>
levelInfo
static String
PLUGIN_KEY
static String
SENSITIVITY_NAME_LEVEL
protected ITenorUtil
tenorUtil
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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.dates.ITenorUtilAware
PROPERTY_NAME
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Constructor Summary
Constructors Constructor Description TenorMaturityAndMoneynessStringDebugExpand(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 String
evaluate(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
There is only one underlying measure here: the String[] that we want to expand.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)
String
getType()
void
init(Properties properties)
Three custom properties need to be present in the configuration of the post-processor: BUCKET_TYPES: its value is the string representing the bucket types, e.g.
"TENOR_INPUT,MATURITY_INPUT,MONEYNESS_INPUT" LABELS_PROPERTY: its value is the string representing the labels, e.g.
"Tenor@Tenors@Risk,Maturity@Maturities@Risk,Moneyness@Moneyness@Risk" SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
"SensitivityName@Sensitivity@Sensitivities" On top of those custom properties the analysisLevels property needs to be defined for the tenor level since that level is part of an analysis hierarchy, e.g.
"Tenor@Tenors@Risk"static com.activeviam.copper.api.CopperMeasure
measure(com.activeviam.copper.api.CopperMeasure underlyingMeasure, String[] levels, BucketType[] bucketTypes, String sensitivityNameLvl)
void
setTenorUtil(ITenorUtil tenorUtil)
Set the implementation ofITenorUtil
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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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LABELS_PROPERTY
public static final String LABELS_PROPERTY
- See Also:
- Constant Field Values
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BUCKET_TYPES
public static final String BUCKET_TYPES
- See Also:
- Constant Field Values
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SENSITIVITY_NAME_LEVEL
public static final String SENSITIVITY_NAME_LEVEL
- See Also:
- Constant Field Values
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levelInfo
protected List<com.quartetfs.biz.pivot.cube.hierarchy.ILevelInfo> levelInfo
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tenorUtil
protected ITenorUtil tenorUtil
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bucketTypes
protected BucketType[] bucketTypes
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Constructor Detail
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TenorMaturityAndMoneynessStringDebugExpand
public TenorMaturityAndMoneynessStringDebugExpand(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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init
public void init(Properties properties) throws com.quartetfs.fwk.QuartetException
Three custom properties need to be present in the configuration of the post-processor:- BUCKET_TYPES: its value is the string representing the bucket types, e.g.
"TENOR_INPUT,MATURITY_INPUT,MONEYNESS_INPUT" - LABELS_PROPERTY: its value is the string representing the labels, e.g.
"Tenor@Tenors@Risk,Maturity@Maturities@Risk,Moneyness@Moneyness@Risk" - SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
"SensitivityName@Sensitivity@Sensitivities"
"Tenor@Tenors@Risk"- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IEvaluator<String>
- Specified by:
init
in interfacecom.quartetfs.biz.pivot.postprocessing.IPostProcessor<String>
- Overrides:
init
in classcom.quartetfs.biz.pivot.postprocessing.impl.ABasicPostProcessor<String>
- Throws:
com.quartetfs.fwk.QuartetException
- BUCKET_TYPES: its value is the string representing the bucket types, e.g.
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getType
public String getType()
- Specified by:
getType
in interfacecom.quartetfs.fwk.types.IExtendedPluginValue
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evaluate
public String evaluate(com.quartetfs.biz.pivot.ILocation leafLocation, Object[] underlyingMeasures)
There is only one underlying measure here: the String[] that we want to expand.
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setTenorUtil
public void setTenorUtil(ITenorUtil tenorUtil)
Description copied from interface:ITenorUtilAware
Set the implementation ofITenorUtil
- Specified by:
setTenorUtil
in interfaceITenorUtilAware
- Parameters:
tenorUtil
- the implementation ofITenorUtil
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