Uses of Class
com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

Packages that use IMarketDataRetrievalService.MarketType

Package	Description
com.activeviam.risk.core.postprocessor.impl
com.activeviam.risk.core.services
com.activeviam.risk.ref.services.impl
com.activeviam.risk.starter.cfg.pivot.builders.sensi

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

Fields in com.activeviam.risk.core.postprocessor.impl declared as IMarketDataRetrievalService.MarketType

Modifier and Type	Field	Description
protected IMarketDataRetrievalService.MarketType	AMarketDataPostProcessor.typeOfMarketData

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

Modifier and Type	Method	Description
static com.activeviam.desc.build.ICanStartBuildingMeasures.BuildablePostProcessorBuilder	AMarketDataPostProcessor.getPostProcessorDescription(com.activeviam.desc.build.ICanStartBuildingMeasures builder, String plugInKey, String measureName, String underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, 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
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>	MarketDataPostProcessor.getPostProcessorDescription(String measureName, String underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String dateInfo, String sensitivityName, BucketType[] bucketTypes, String marketDataStoreName, String sensitivityNameLevelInfo, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier, String formatter, String folder)	This will create a PP configuration
static Function<com.activeviam.desc.build.ICanStartBuildingMeasures,com.activeviam.desc.build.IHasAtLeastOneMeasure>	ScalarMarketDataPostProcessor.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
static com.activeviam.copper.api.CopperPostProcessor	AMarketDataPostProcessor.measure(String plugInKey, com.activeviam.copper.api.CopperMeasure underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String dateInfo, String sensitivityName, String marketDataStoreName, BucketType[] bucketTypes, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier)	This will create a PP configuration
static com.activeviam.copper.api.CopperPostProcessor	MarketDataPostProcessor.measure(com.activeviam.copper.api.CopperMeasure underlyingMeasures, String asOfDateLevel, String marketDataSetLevel, String riskFactorLevel, String riskClassLevel, String dateInfo, String sensitivityName, BucketType[] bucketTypes, String marketDataStoreName, String sensitivityNameLevelInfo, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData, String interpolationDebugStringIdentifier)	This will create a PP configuration
static com.activeviam.copper.api.CopperMeasure	ScalarMarketDataPostProcessor.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

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

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

Modifier and Type	Method	Description
static IMarketDataRetrievalService.MarketType	IMarketDataRetrievalService.MarketType.valueOf(String name)	Returns the enum constant of this type with the specified name.
static IMarketDataRetrievalService.MarketType[]	IMarketDataRetrievalService.MarketType.values()	Returns an array containing the constants of this enum type, in the order they are declared.

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

Modifier and Type	Method	Description
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.MarketType in com.activeviam.risk.ref.services.impl

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

Modifier and Type	Method	Description
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
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)
protected double[]	AMarketDataRetrievalService.handleAbsoluteRelativeResult(IServiceContext context, double[] result, IMarketDataRetrievalService.MarketType type, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)	Convert the data from absolute to relative or vice-versa if needed
protected com.qfs.vector.IVector[]	AMarketDataRetrievalService.handleAbsoluteRelativeResult(IServiceContext context, IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector> result, IMarketDataRetrievalService.MarketType type, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)	Convert the data from absolute to relative or vice-versa if needed

Uses of IMarketDataRetrievalService.MarketType in com.activeviam.risk.starter.cfg.pivot.builders.sensi

Methods in com.activeviam.risk.starter.cfg.pivot.builders.sensi with parameters of type IMarketDataRetrievalService.MarketType

Modifier and Type	Method	Description
protected void	AGreekSensiCubeMarketDataMeasureConfig.buildScalarMarketDataMeasures(com.activeviam.copper.ICopperContext context, String sensitivityType, String riskFactorLevel, String riskClassLevel, String dateReference, Boolean interpolation, IMarketDataRetrievalService.MarketType marketType, String greekSensiMdNativeIntermediateInterpolated, String greekSensiMdNativeIntermediateFilteredInterpolated, String greekSensiMdNativeInterpolated, String greekSensiMdFxInterpolated)
protected void	AGreekSensiCubeMarketDataMeasureConfig.buildStandardMarketDataMeasures(com.activeviam.copper.ICopperContext context, String sensitivityType, String riskFactorLevel, String riskClassLevel, String dateReference, Boolean interpolation, IMarketDataRetrievalService.MarketType marketType, String greekSensiMdNativeIntermediateInterpolated, String greekSensiMdNativeIntermediateFilteredInterpolated, String greekSensiMdNativeInterpolated, String greekSensiMdFxInterpolated, String greekSensiMdNativeExpandIntermediateInterpolated)
protected com.activeviam.copper.api.CopperMeasure	A3DTypeSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected abstract com.activeviam.copper.api.CopperMeasure	AGreekSensiCubeMarketDataMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AMatrixTypeSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AScalarTypeSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AVectorTypeSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	CashGreekSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	ThetaGreekSensiCubeMeasureConfig.nDimensionMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String sensitivityNameLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	A3DTypeSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected abstract com.activeviam.copper.api.CopperMeasure	AGreekSensiCubeMarketDataMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AMatrixTypeSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AScalarTypeSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	AVectorTypeSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure underlyingMeasure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	CashGreekSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)
protected com.activeviam.copper.api.CopperMeasure	ThetaGreekSensiCubeMeasureConfig.scalarMarketDataPostProcessor(String asOfDateLevel, String riskFactorLevel, String riskClassLevel, String dateSlicer, String sensitivityType, com.activeviam.copper.api.CopperMeasure measure, Boolean interpolation, IMarketDataRetrievalService.MarketType typeOfMarketData)