Package com.activeviam.risk.core.utils

Class BucketingUtils

java.lang.Object

com.activeviam.risk.core.utils.BucketingUtils

public class BucketingUtils
extends Object

Helper methods for bucketing

Field Summary

Fields

Modifier and Type	Field	Description
static String	ALTERNATE_LEVEL
static String	PRIMARY_LEVEL

Constructor Summary

Constructors

Constructor	Description
BucketingUtils()

Method Summary

Modifier and Type	Method	Description
static Double	getDay(String tenor)
static Double	getMonth(String tenor)
static String	getUnit(String tenor)
static Double	getWeek(String tenor)
static Double	getYear(String tenor)
static String[]	parseTenorLevelPriorityProperty(String priorityProperty, String sensiName)
static Map<String,String>	parseTenorProperty(String tenorProperty)
static long	toDays(String tenor, String tenorDefaultValue)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

PRIMARY_LEVEL

public static final String PRIMARY_LEVEL

See Also:

Constant Field Values

ALTERNATE_LEVEL

public static final String ALTERNATE_LEVEL

See Also:

Constant Field Values

Constructor Detail

BucketingUtils

public BucketingUtils()

Method Detail

toDays

public static long toDays(String tenor,
                          String tenorDefaultValue)

getYear

public static Double getYear(String tenor)

getMonth

public static Double getMonth(String tenor)

getWeek

public static Double getWeek(String tenor)

getDay

public static Double getDay(String tenor)

getUnit

public static String getUnit(String tenor)

parseTenorLevelPriorityProperty

public static String[] parseTenorLevelPriorityProperty(String priorityProperty,
                                                       String sensiName)

parseTenorProperty

public static Map<String,String> parseTenorProperty(String tenorProperty)