Package com.activeviam.risk.core.utils
Class PillarSetOfPillar
- java.lang.Object
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- com.activeviam.risk.core.utils.APillarSetOfPillar
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- com.activeviam.risk.core.utils.PillarSetOfPillar
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- All Implemented Interfaces:
IMarketDataRetrievalService.IPillarSet
public class PillarSetOfPillar extends APillarSetOfPillar
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Nested Class Summary
Nested Classes Modifier and Type Class Description static class
PillarSetOfPillar.Pillar
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Constructor Summary
Constructors Constructor Description PillarSetOfPillar(Object[] pillarVector, BucketType bucketType, List<Object> leafCoordinates)
PillarSetOfPillar(Map<String,Integer> buckets, BucketType bucketType, List<Object> leafCoordinates)
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description double
getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
Compute the number of days corresponding to this pillarIMarketDataRetrievalService.IPillar
getPillar(int ordinal)
Get one specific pillarint
getSize()
The number of pillars on this axisString
toString()
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Methods inherited from class com.activeviam.risk.core.utils.APillarSetOfPillar
getBucketType, getDays
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Constructor Detail
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PillarSetOfPillar
public PillarSetOfPillar(Object[] pillarVector, BucketType bucketType, List<Object> leafCoordinates)
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Method Detail
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getPillar
public IMarketDataRetrievalService.IPillar getPillar(int ordinal)
Description copied from interface:IMarketDataRetrievalService.IPillarSet
Get one specific pillar- Parameters:
ordinal
- The pillar number- Returns:
- A pillar
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getDays
public double getDays(com.quartetfs.biz.pivot.IActivePivot activePivot, com.quartetfs.biz.pivot.query.IQueryCache cache, IMaturityConverter maturityConverter, int ordinal, LocalDate date)
Description copied from interface:IMarketDataRetrievalService.IPillarSet
Compute the number of days corresponding to this pillar- Parameters:
activePivot
- The active pivot instancecache
- The current query cachematurityConverter
- The maturity converter serviceordinal
- The pillar numberdate
- The reference date for computation- Returns:
- A number of days
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getSize
public int getSize()
Description copied from interface:IMarketDataRetrievalService.IPillarSet
The number of pillars on this axis- Returns:
- nr. of pillars
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