Uses of Interface
com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillarSet

Packages that use IMarketDataRetrievalService.IPillarSet

Package	Description
com.activeviam.risk.core.postprocessor.impl
com.activeviam.risk.core.services
com.activeviam.risk.core.utils
com.activeviam.risk.ref.services.impl
com.activeviam.risk.ref.services.impl.marketdataretrieval
com.activeviam.risk.starter.utils

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.core.postprocessor.impl

Methods in com.activeviam.risk.core.postprocessor.impl that return IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
protected IMarketDataRetrievalService.IPillarSet[]	PnlVectorFromRiskSensiPostProcessor.getOutputBuckets(com.quartetfs.biz.pivot.ILocation location, List<Map<String,Integer>> bucketsDefinition, List<Object> leafCoordinates)
protected IMarketDataRetrievalService.IPillarSet[]	ScalarPnlVectorFromRiskSensiPostProcessor.getOutputBuckets(com.quartetfs.biz.pivot.ILocation leafLocation, List<Object> leafCoordinatesSensi)

Methods in com.activeviam.risk.core.postprocessor.impl with parameters of type IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
protected double[]	AMarketDataPostProcessor.getMarketData(com.quartetfs.biz.pivot.ILocation location, LocalDate asOfDate, String marketDataSet, String riskFactor, String riskClass, String sensitivityName, IMarketDataRetrievalService.IPillarSet[] ouputBuckets)	Call the market data service

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.core.services

Methods in com.activeviam.risk.core.services that return IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
IMarketDataRetrievalService.IPillarSet	IInterpolationConfiguration.fixPillarSet(IServiceContext context, IMarketDataRetrievalService.IPillarSet pillarSet, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)	Can modify on the fly the input pillar set before retrieval if you want to modify the equality condition check the class ModifiedPillarSetOfPillar that could encapsulate the provided pillars

Methods in com.activeviam.risk.core.services with parameters of type IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
IMarketDataRetrievalService.IPillarSet	IInterpolationConfiguration.fixPillarSet(IServiceContext context, IMarketDataRetrievalService.IPillarSet pillarSet, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)	Can modify on the fly the input pillar set before retrieval if you want to modify the equality condition check the class ModifiedPillarSetOfPillar that could encapsulate the provided pillars
double[]	IMarketDataRetrievalService.getMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars, boolean interpolate, IMarketDataRetrievalService.MarketType type, String debugKey)	Get some market data
com.qfs.vector.IVector[]	IMarketDataRetrievalService.getPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars, boolean interpolate, IMarketDataRetrievalService.MarketType type, String debugKey)	Get some market data

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.core.utils

Classes in com.activeviam.risk.core.utils that implement IMarketDataRetrievalService.IPillarSet

Modifier and Type	Class	Description
class	APillarSetOfPillar
class	ModifiedPillarSetOfPillar	This class is used to modify the equals function of the pillar ...
class	PillarSetOfPillar
class	PillarSetOfPillarTwo
class	SinglePillarOnPillarSet

Constructors in com.activeviam.risk.core.utils with parameters of type IMarketDataRetrievalService.IPillarSet

Constructor	Description
ModifiedPillarSetOfPillar(IMarketDataRetrievalService.IPillarSet delegate, BiPredicate<IMarketDataRetrievalService.IPillar,IMarketDataRetrievalService.IPillar> equalsFunc)

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.ref.services.impl

Methods in com.activeviam.risk.ref.services.impl that return IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
protected IMarketDataRetrievalService.IPillarSet[]	AMarketDataRetrievalService.getPillarSets(IServiceContext context, List<Map<Object,Integer>> pillarVector, int[][] pillarsMapping, BucketType[] bucketTypes)	Convert a list of pillars info into a IPillarSet[]

Methods in com.activeviam.risk.ref.services.impl with parameters of type IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
protected int[]	AMarketDataRetrievalService.findMapping(IMarketDataRetrievalService.IPillarSet output, IMarketDataRetrievalService.IPillarSet input)	This function will link the output index to the input index of the pillar sets
double[]	AMarketDataRetrievalService.getMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars, boolean interpolate, IMarketDataRetrievalService.MarketType type, String debugKey)
double[]	ScalarMarketDataRetrievalService.getMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars, boolean interpolate, IMarketDataRetrievalService.MarketType type, String debugKey)	This function is overridden in order to add an optimisation in case of single non interpolated data retrieval
protected double[]	AMarketDataRetrievalService.getMarketDataForShiftNormalization(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] pillarSets)	Function that retrieves market data for shift normalization
protected <T,U> IMarketDataset<T,U>	AMarketDataRetrievalService.getMarketDataNoInterpolate(IServiceContext context, IMarketDataRetrievalService.IPillarSet[] requestedPillars, IMarketDataset<T,U> inputData, String debugKey, U defaultValue)	Transforms the values with the inputPillars format into requestedPillars format
protected com.qfs.store.record.IRecordReader	ScalarMarketDataRetrievalService.getMarketDataRecord(IServiceContext context, LocalDate date, String marketDataSet, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars)	Method that retrieves the market data for the current day
com.qfs.vector.IVector[]	AMarketDataRetrievalService.getPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, IMarketDataRetrievalService.IPillarSet[] requestedPillars, boolean interpolate, IMarketDataRetrievalService.MarketType type, String debugKey)
boolean	ScalarMarketDataRetrievalService.isSingleValue(IMarketDataRetrievalService.IPillarSet[] requestedPillars)	Return the number of elements corresponding to the requested pillars

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.ref.services.impl.marketdataretrieval

Fields in com.activeviam.risk.ref.services.impl.marketdataretrieval declared as IMarketDataRetrievalService.IPillarSet

Modifier and Type	Field	Description
protected IMarketDataRetrievalService.IPillarSet[]	AMarketDataset.pillars

Methods in com.activeviam.risk.ref.services.impl.marketdataretrieval that return IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
IMarketDataRetrievalService.IPillarSet	AMarketDataset.getPillarSet(int axis)
IMarketDataRetrievalService.IPillarSet	IMarketDataset.getPillarSet(int axis)	Return one pillar set
IMarketDataRetrievalService.IPillarSet[]	AMarketDataset.getPillarSets()
IMarketDataRetrievalService.IPillarSet[]	IMarketDataset.getPillarSets()	Return all the pillar sets
IMarketDataRetrievalService.IPillarSet[]	RuntimeData.getRequestedPillars()

Methods in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
protected TreeMap<Double,Integer>	AInterpolation.convertBucketToMaturity(RuntimeData<U> runtimeData, IMarketDataRetrievalService.IPillarSet inputPillars)	This function returns an ordered map that can be used to find interpolation vectors
IMarketDataset<T,U>	IMarketDataset.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)	Return a IMarketDataset of the same type of this
IMarketDataset<double[],Double>	MarketData.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	PnLVectorData.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)

Constructors in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IMarketDataRetrievalService.IPillarSet

Constructor	Description
AMarketDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
MarketData(double[] dataSet, IMarketDataRetrievalService.IPillarSet[] pillars)
MarketData(IMarketDataRetrievalService.IPillarSet[] pillars)
MarketData(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars)
PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
PnLVectorData(com.qfs.vector.IVector[] dataSet, IMarketDataRetrievalService.IPillarSet[] pillars)
RuntimeData(IServiceContext context, LocalDate date, String sensitivityKind, String sensitivityName, String riskClass, IMarketDataRetrievalService.IPillarSet[] requestedPillars, String debugKey)

Uses of IMarketDataRetrievalService.IPillarSet in com.activeviam.risk.starter.utils

Methods in com.activeviam.risk.starter.utils that return IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
IMarketDataRetrievalService.IPillarSet	InterpolationConfiguration.fixPillarSet(IServiceContext context, IMarketDataRetrievalService.IPillarSet pillarSet, int axisIndex, String sensitivityKing, String sensitivityName, String riskClass)

Methods in com.activeviam.risk.starter.utils with parameters of type IMarketDataRetrievalService.IPillarSet

Modifier and Type	Method	Description
IMarketDataRetrievalService.IPillarSet	InterpolationConfiguration.fixPillarSet(IServiceContext context, IMarketDataRetrievalService.IPillarSet pillarSet, int axisIndex, String sensitivityKing, String sensitivityName, String riskClass)