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

Interface IMarketDataset<T,​U>

  • Type Parameters:
    T - The result vector type
    U - The boxed type of an item of the result
    All Known Implementing Classes:
    AMarketDataset, MarketData, PnLVectorData
    public interface IMarketDataset<T,​U>
    This interface is used by th market data service in order to manipulate underlying data

    • Method Detail

      • getDataLength

        int getDataLength()
        The size of the data vector
        Returns:
        data length

      • getResultSize

        int getResultSize()
        Return the number of elements corresponding to the requested pillars
        Returns:
        The size of the vector / map / cube / ..., should be equals to getDataLenght()

      • createCompatibleDataset

        IMarketDataset<T,​U> createCompatibleDataset​(IMarketDataRetrievalService.IPillarSet[] pillars,
                                                  boolean debug)
        Return a IMarketDataset of the same type of this
        Parameters:
        pillars - The pillars for the creation
        debug - Is the debug enabled
        Returns:
        A new fresh set

      • arrayFill

        void arrayFill​(U value)
        Fill the array data with the value of pos in the input data
        Parameters:
        value - the input data to use in order to fill the result

      • getPillarSet

        IMarketDataRetrievalService.IPillarSet getPillarSet​(int axis)
        Return one pillar set
        Parameters:
        axis - the requested axis number
        Returns:
        the pillar set corresponding to the axis

      • getData

        T getData()
        The underlying vector
        Returns:
        double[] vector or IVector[] vector

      • getData

        U getData​(int idx)
        Return an underlying value
        Parameters:
        idx - the position index
        Returns:
        A single value

      • setData

        void setData​(int idx,
             U value)
        Set one data in the underlying vector
        Parameters:
        idx - the position index
        value - A single value

      • setDebug

        void setDebug​(int idx,
              String value)
        Set one debug in the underlying vector
        Parameters:
        idx - the position index
        value - A single debug value

      • getDebug

        String[] getDebug()
        Retrieve a debug string
        Returns:
        the debug string

      • fillDebug

        void fillDebug​(String value)
        Set all debug in the underlying vector to a default value
        Parameters:
        value - A single debug value