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

Class APnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO>

java.lang.Object

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

Type Parameters:

T - T

All Implemented Interfaces:

IPnLVectorSubstitutionRestService<T>

Direct Known Subclasses:

PnLVectorSubstitutionRestService

public abstract class APnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO>
extends Object
implements IPnLVectorSubstitutionRestService<T>

Abstract implementation of IPnLVectorSubstitutionRestService

Field Summary

Fields

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

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method	Description
com.qfs.condition.ICondition	generateTradeCondition(PnLVectorSubstitutionDTO dto)	Generate the ICondition used to retrieve the data corresponding to the trades to substitute
Set<String>	getPreviousAsOfDates(com.qfs.condition.ICondition condition)	Retrieve the set of previous as of dates for a given ICondition
javax.ws.rs.core.Response	getPreviousAsOfDates(String tradeId, String asOfDate, String scenarioSet, String calculationId, String riskFactor)	RESTFul call to retrieve the previous as of dates for a given set of criteria
Map<String,com.qfs.vector.IVector>	getPreviousDayVectors(PnLVectorSubstitutionDTO dto)	Retrieve the PnL vectors for previous day
LocalDate	parseAsOfDate(String asOfDate)	Parse the as of date string representation into a LocalDate

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.IPnLVectorSubstitutionRestService

submit

Field Detail

datastore

protected com.qfs.store.IDatastore datastore

Constructor Detail

APnLVectorSubstitutionRestService

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

Method Detail

generateTradeCondition

public com.qfs.condition.ICondition generateTradeCondition(PnLVectorSubstitutionDTO dto)

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

Parameters:

dto - the DTO

Returns:

ICondition

getPreviousDayVectors

public Map<String,com.qfs.vector.IVector> getPreviousDayVectors(PnLVectorSubstitutionDTO dto)

Retrieve the PnL vectors for previous day

Parameters:

dto - the DTO

Returns:

A map with the risk factor as key and the PnL vector as value

getPreviousAsOfDates

public javax.ws.rs.core.Response getPreviousAsOfDates(String tradeId,
                                                      String asOfDate,
                                                      String scenarioSet,
                                                      String calculationId,
                                                      String riskFactor)

RESTFul call to retrieve the previous as of dates for a given set of criteria

Specified by:

getPreviousAsOfDates in interface IPnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO>

Parameters:

tradeId - the tradeId

asOfDate - the asOfDate

scenarioSet - the scenarioSet

calculationId - the calculationId

riskFactor - the riskFactor

Returns:

Response

getPreviousAsOfDates

public Set<String> getPreviousAsOfDates(com.qfs.condition.ICondition condition)

Retrieve the set of previous as of dates for a given ICondition

Parameters:

condition - the ICondition

Returns:

the set of as of dates

parseAsOfDate

public LocalDate parseAsOfDate(String asOfDate)

Parse the as of date string representation into a LocalDate

Parameters:

asOfDate - string representation of the as of date

Returns:

LocalDate