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

Class PnLVectorData

java.lang.Object

com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>

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

All Implemented Interfaces:

IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>

public class PnLVectorData
extends AMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>

Field Summary

Fields

Modifier and Type	Field	Description
protected com.qfs.vector.IVector[]	dataSet

Fields inherited from class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

debugString, pillars

Constructor Summary

Constructors

Constructor	Description
PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars)
PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
PnLVectorData(com.qfs.vector.IVector[] dataSet, IMarketDataRetrievalService.IPillarSet[] pillars)

Method Summary

Modifier and Type	Method	Description
void	arrayFill(com.qfs.vector.IVector value)	Fill the array data with the value of pos in the input data
IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)	Return a IMarketDataset of the same type of this
com.qfs.vector.IVector[]	getData()	The underlying vector
com.qfs.vector.IVector	getData(int idx)	Return an underlying value
int	getDataLength()	The size of the data vector
void	setData(int idx, com.qfs.vector.IVector value)	Set one data in the underlying vector

Methods inherited from class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

fillDebug, getDebug, getPillarSet, getPillarSets, getResultSize, setDebug

Methods inherited from class java.lang.Object

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

Field Detail

dataSet

protected final com.qfs.vector.IVector[] dataSet

Constructor Detail

PnLVectorData

public PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars)

PnLVectorData

public PnLVectorData(IMarketDataRetrievalService.IPillarSet[] pillars,
                     boolean debug)

PnLVectorData

public PnLVectorData(com.qfs.vector.IVector[] dataSet,
                     IMarketDataRetrievalService.IPillarSet[] pillars)

Method Detail

getDataLength

public int getDataLength()

Description copied from interface: IMarketDataset

The size of the data vector

Returns:

data length

createCompatibleDataset

public IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector> createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars,
                                                                                                     boolean debug)

Description copied from interface: IMarketDataset

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

public void arrayFill(com.qfs.vector.IVector value)

Description copied from interface: IMarketDataset

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

getData

public com.qfs.vector.IVector[] getData()

Description copied from interface: IMarketDataset

The underlying vector

Returns:

double[] vector or IVector[] vector

getData

public com.qfs.vector.IVector getData(int idx)

Description copied from interface: IMarketDataset

Return an underlying value

Parameters:

idx - the position index

Returns:

A single value

setData

public void setData(int idx,
                    com.qfs.vector.IVector value)

Description copied from interface: IMarketDataset

Set one data in the underlying vector

Parameters:

idx - the position index

value - A single value