Uses of Interface
com.activeviam.risk.core.services.IServiceContext
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Uses of IServiceContext in com.activeviam.risk.core.services
Methods in com.activeviam.risk.core.services with parameters of type IServiceContext Modifier and Type Method Description DoubleBinaryOperator
IInterpolationConfiguration. absoluteToRelativeMarketDataOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
The way to convert absolute MD to relative MDDoubleBinaryOperator
IInterpolationConfiguration. absoluteToRelativeShiftOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
The way to convert absolute shift to relative shiftIMarketDataRetrievalService.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 classModifiedPillarSetOfPillar
that could encapsulate the provided pillarsint[]
IInterpolationConfiguration. getInterpolationOrder(IServiceContext context, int maxDeep, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves an arrays that gives the order in which the interpolation of market data is performed.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 databoolean
IInterpolationConfiguration. getMarketDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves the flag that specifies whether interpolation of the market data is used for the computation of PnL explainboolean
IMarketDataRetrievalService. getMarketDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves the flag that specifies whether interpolation of the market data is used for the computation of PnL explaincom.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 dataBinaryOperator<Double>
IInterpolationConfiguration. getPostMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the market data for a given axis after interpolation of market data is doneBinaryOperator<Double>
IInterpolationConfiguration. getPostShiftDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the shift data vector for a given axis after interpolation of shift data is doneBinaryOperator<Double>
IInterpolationConfiguration. getPreMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the market data for a given axis before interpolation of market data is doneBinaryOperator<Double>
IInterpolationConfiguration. getPreShiftDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the shift data vector for a given axis before interpolation of shift data is doneboolean
IInterpolationConfiguration. getShiftDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves the flag that specifies whether interpolation of the shift data vector is used for the computation of VaRboolean
IMarketDataRetrievalService. getShiftDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves the flag that specifies whether interpolation of the shift data vector is used for the computation of VaRboolean
IInterpolationConfiguration. isRelativeMarketData(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Tells if the retrieved MD is absolute or relativeboolean
IInterpolationConfiguration. isRelativeShiftData(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
Tells if the retrieved shift is absolute or relativeDoubleBinaryOperator
IInterpolationConfiguration. relativeToAbsoluteMarketDataOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
The way to convert relative MD to absolute MDDoubleBinaryOperator
IInterpolationConfiguration. relativeToAbsoluteShiftOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
The way to convert relative shift to absolute shift -
Uses of IServiceContext in com.activeviam.risk.core.utils
Classes in com.activeviam.risk.core.utils that implement IServiceContext Modifier and Type Class Description class
ServiceContext
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Uses of IServiceContext in com.activeviam.risk.ref.services.impl
Methods in com.activeviam.risk.ref.services.impl with parameters of type IServiceContext Modifier and Type Method Description protected com.qfs.store.record.IRecordReader
ScalarMarketDataRetrievalService. fetchMarketData(IServiceContext context, LocalDate date, String marketDataSet, String riskFactor, IntFunction<Object> labels, IntFunction<Object> dates)
Attempts to fetch a market data record by its key.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 retrievalprotected 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 normalizationboolean
AMarketDataRetrievalService. getMarketDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
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 formatprotected 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 dayprotected abstract Double
AMarketDataRetrievalService. getNominal(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)
Retrieve the nominal of a risk factorprotected Double
MarketDataRetrievalService. getNominal(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)
protected Double
ScalarMarketDataRetrievalService. getNominal(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)
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[]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 abstract IMarketDataset<double[],Double>
AMarketDataRetrievalService. getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
This function retrieves the data before any manipulationprotected IMarketDataset<double[],Double>
MarketDataRetrievalService. getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected IMarketDataset<double[],Double>
ScalarMarketDataRetrievalService. getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected abstract IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>
AMarketDataRetrievalService. getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
This function retrieves the data before any manipulationprotected IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>
MarketDataRetrievalService. getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>
ScalarMarketDataRetrievalService. getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
boolean
AMarketDataRetrievalService. getShiftDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
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 neededprotected 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 neededprotected com.qfs.store.query.IDictionaryCursor
AMarketDataRetrievalService. runAsCompiledQuery(IServiceContext context, String cacheKeyQ, Supplier<com.qfs.store.query.IQuery> querySupplier, Object[] parameters)
Simply used to run a query as a pre-compiled query -
Uses of IServiceContext in com.activeviam.risk.ref.services.impl.marketdataretrieval
Classes in com.activeviam.risk.ref.services.impl.marketdataretrieval that implement IServiceContext Modifier and Type Class Description class
RuntimeData<U>
This class is used to avoid the numerous runtime parameters to be transmitted during recursive callsMethods in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IServiceContext Modifier and Type Method Description BiFunction<Double,U,U>
IInterpolation. getPostMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the market data for a given axis after interpolation of market data is doneBinaryOperator<Double>
InterpolationDouble. getPostMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BiFunction<Double,com.qfs.vector.IVector,com.qfs.vector.IVector>
InterpolationVector. getPostMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BiFunction<Double,U,U>
IInterpolation. getPreMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Retrieves a function that performs a calculation on the market data for a given axis before interpolation of market data is doneBinaryOperator<Double>
InterpolationDouble. getPreMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BiFunction<Double,com.qfs.vector.IVector,com.qfs.vector.IVector>
InterpolationVector. getPreMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
Constructors in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IServiceContext Constructor Description RuntimeData(IServiceContext context, LocalDate date, String sensitivityKind, String sensitivityName, String riskClass, IMarketDataRetrievalService.IPillarSet[] requestedPillars, String debugKey)
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Uses of IServiceContext in com.activeviam.risk.starter.utils
Methods in com.activeviam.risk.starter.utils with parameters of type IServiceContext Modifier and Type Method Description DoubleBinaryOperator
InterpolationConfiguration. absoluteToRelativeMarketDataOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
DoubleBinaryOperator
InterpolationConfiguration. absoluteToRelativeShiftOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
IMarketDataRetrievalService.IPillarSet
InterpolationConfiguration. fixPillarSet(IServiceContext context, IMarketDataRetrievalService.IPillarSet pillarSet, int axisIndex, String sensitivityKing, String sensitivityName, String riskClass)
int[]
InterpolationConfiguration. getInterpolationOrder(IServiceContext context, int maxDeep, String sensitivityKind, String sensitivityName, String riskClass)
boolean
InterpolationConfiguration. getMarketDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
BinaryOperator<Double>
InterpolationConfiguration. getPostMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BinaryOperator<Double>
InterpolationConfiguration. getPostShiftDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BinaryOperator<Double>
InterpolationConfiguration. getPreMarketDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
BinaryOperator<Double>
InterpolationConfiguration. getPreShiftDataInterpolationFunction(IServiceContext context, int axisIndex, String sensitivityKind, String sensitivityName, String riskClass)
boolean
InterpolationConfiguration. getShiftDataInterpolationFlag(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
boolean
InterpolationConfiguration. isRelativeMarketData(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
boolean
InterpolationConfiguration. isRelativeShiftData(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
DoubleBinaryOperator
InterpolationConfiguration. relativeToAbsoluteMarketDataOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
DoubleBinaryOperator
InterpolationConfiguration. relativeToAbsoluteShiftOperator(IServiceContext context, String sensitivityKind, String sensitivityName, String riskClass)
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