Package com.activeviam.risk.ref.rest.services.impl

Class APnLScenarioScalingRestService<T extends PnLVectorScalingDTO>

java.lang.Object

com.activeviam.risk.ref.rest.services.impl.APnLScenarioScalingRestService<T>

Type Parameters:

T - the DTO

All Implemented Interfaces:

IPnLScenarioScalingRestService<T>

Direct Known Subclasses:

PnLScenarioScalingRestService

public abstract class APnLScenarioScalingRestService<T extends PnLVectorScalingDTO>
extends Object
implements IPnLScenarioScalingRestService<T>

Abstract implementation of IPnLScenarioScalingRestService

Field Summary

Fields

Modifier and Type	Field	Description
protected com.qfs.store.IDatastore	datastore

Constructor Summary

Constructors

Constructor	Description
APnLScenarioScalingRestService(com.qfs.store.IDatastore datastore)

Method Summary

Modifier and Type	Method	Description
com.qfs.condition.ICondition	generateTradeCondition(PnLVectorScalingDTO dto, boolean useAsOfDate)	Generate the ICondition used to retrieve the data corresponding to the trades to scale
ArrayList<Integer>	getIndicesFromScenario(PnLVectorScalingDTO submission)	Retrieve the indices corresponding to the scenarios pesent in the submission

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.activeviam.risk.ref.rest.services.IPnLScenarioScalingRestService

submit

Field Detail

datastore

protected com.qfs.store.IDatastore datastore

Constructor Detail

APnLScenarioScalingRestService

public APnLScenarioScalingRestService(com.qfs.store.IDatastore datastore)

Method Detail

generateTradeCondition

public com.qfs.condition.ICondition generateTradeCondition(PnLVectorScalingDTO dto,
                                                           boolean useAsOfDate)

Generate the ICondition used to retrieve the data corresponding to the trades to scale

Parameters:

dto - the DTO

useAsOfDate - boolean flag that determines whether the as of date is added to the ICondition or not

Returns:

ICondition

getIndicesFromScenario

public ArrayList<Integer> getIndicesFromScenario(PnLVectorScalingDTO submission)

Retrieve the indices corresponding to the scenarios pesent in the submission

Parameters:

submission - the submission

Returns:

the list of scenario indices