Class VaRFlatDatastoreDescriptionConfig
- java.lang.Object
-
- com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig
-
@Configuration @Profile({"store-import","scalar-sensi-store-import"}) public class VaRFlatDatastoreDescriptionConfig extends Object
VaR stores descriptions
-
-
Field Summary
Fields Modifier and Type Field Description protected org.springframework.core.env.Environment
env
static String
FX_RATE__BASE_CCY
static String
FX_RATE__COUNTER_CCY
static String
FX_RATE__RATE
static String
FX_RATE__TERM
static String
QUANTILES__QUANTILE
static String
QUANTILES__QUANTILE_NAME
static String
QUANTILES_STORE_NAME
static String
ROUNDING__ROUNDING__METHOD
static String
ROUNDING__ROUNDING_METHOD_NAME
static String
ROUNDING_METHODS_STORE_NAME
-
Constructor Summary
Constructors Constructor Description VaRFlatDatastoreDescriptionConfig()
-
Method Summary
All Methods Static Methods Concrete Methods Modifier and Type Method Description static com.qfs.desc.IStoreDescription
baseStoreDescription()
Creates a flat store that matches the result of the mandate export.static com.qfs.desc.IStoreDescription
fxRateStoreDescription()
static com.qfs.desc.IStoreDescription
quantilesStoreDescription()
static com.qfs.desc.IStoreDescription
roundingStoreDescription()
static Collection<com.qfs.desc.IStoreDescription>
varStoreDescriptions()
static Collection<com.qfs.desc.IReferenceDescription>
varStoreReferences()
-
-
-
Field Detail
-
env
@Autowired protected org.springframework.core.env.Environment env
-
FX_RATE__BASE_CCY
public static final String FX_RATE__BASE_CCY
- See Also:
- Constant Field Values
-
FX_RATE__COUNTER_CCY
public static final String FX_RATE__COUNTER_CCY
- See Also:
- Constant Field Values
-
FX_RATE__TERM
public static final String FX_RATE__TERM
- See Also:
- Constant Field Values
-
FX_RATE__RATE
public static final String FX_RATE__RATE
- See Also:
- Constant Field Values
-
ROUNDING_METHODS_STORE_NAME
public static final String ROUNDING_METHODS_STORE_NAME
- See Also:
- Constant Field Values
-
ROUNDING__ROUNDING__METHOD
public static final String ROUNDING__ROUNDING__METHOD
- See Also:
- Constant Field Values
-
ROUNDING__ROUNDING_METHOD_NAME
public static final String ROUNDING__ROUNDING_METHOD_NAME
- See Also:
- Constant Field Values
-
QUANTILES_STORE_NAME
public static final String QUANTILES_STORE_NAME
- See Also:
- Constant Field Values
-
QUANTILES__QUANTILE
public static final String QUANTILES__QUANTILE
- See Also:
- Constant Field Values
-
QUANTILES__QUANTILE_NAME
public static final String QUANTILES__QUANTILE_NAME
- See Also:
- Constant Field Values
-
-
Method Detail
-
baseStoreDescription
public static com.qfs.desc.IStoreDescription baseStoreDescription()
Creates a flat store that matches the result of the mandate export. Key fields are based on the levels included in the export MDX (namely, the lowest level of every hierarchy).- Returns:
- The flat store structure that matches the exported file.
-
fxRateStoreDescription
public static com.qfs.desc.IStoreDescription fxRateStoreDescription()
-
roundingStoreDescription
public static com.qfs.desc.IStoreDescription roundingStoreDescription()
-
quantilesStoreDescription
public static com.qfs.desc.IStoreDescription quantilesStoreDescription()
-
varStoreDescriptions
@Bean public static Collection<com.qfs.desc.IStoreDescription> varStoreDescriptions()
-
varStoreReferences
@Bean public static Collection<com.qfs.desc.IReferenceDescription> varStoreReferences()
-
-