Uses of Interface
com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Packages that use IMarketDataset

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

Uses of IMarketDataset in com.activeviam.risk.ref.services.impl

Methods in com.activeviam.risk.ref.services.impl that return IMarketDataset

Modifier and Type	Method	Description
protected <T,U> IMarketDataset<T,U>	AMarketDataRetrievalService.getMarketDataNoInterpolate(IServiceContext context, IMarketDataRetrievalService.IPillarSet[] requestedPillars, IMarketDataset<T,U> inputData, String debugKey, U defaultValue)	Transforms the values with the inputPillars format into requestedPillars format
protected abstract IMarketDataset<double[],Double>	AMarketDataRetrievalService.getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)	This function retrieves the data before any manipulation
protected IMarketDataset<double[],Double>	MarketDataRetrievalService.getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected IMarketDataset<double[],Double>	ScalarMarketDataRetrievalService.getRawMarketData(IServiceContext context, LocalDate date, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected abstract IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	AMarketDataRetrievalService.getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)	This function retrieves the data before any manipulation
protected IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	MarketDataRetrievalService.getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)
protected IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	ScalarMarketDataRetrievalService.getRawPnlVector(IServiceContext context, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor, int nrDim)

Methods in com.activeviam.risk.ref.services.impl with parameters of type IMarketDataset

Modifier and Type	Method	Description
protected <T,U> void	AMarketDataRetrievalService.extractData(com.qfs.store.query.ICursor dataset, List<Map<Object,Integer>> pillarVector, IMarketDataset<T,U> data, int[][] pillarsMapping)	This function is intended to extract data from a query cursor in order to fill internal structures
protected <T,U> void	AMarketDataRetrievalService.fillResult(IMarketDataset<T,U> result, IMarketDataset<T,U> values, int depth, int[][] mapping, int shiftOut, int shiftIn)	This is a recursive function that will be called for each axis of pillars
protected <T,U> IMarketDataset<T,U>	AMarketDataRetrievalService.getMarketDataNoInterpolate(IServiceContext context, IMarketDataRetrievalService.IPillarSet[] requestedPillars, IMarketDataset<T,U> inputData, String debugKey, U defaultValue)	Transforms the values with the inputPillars format into requestedPillars format
protected com.qfs.vector.IVector[]	AMarketDataRetrievalService.handleAbsoluteRelativeResult(IServiceContext context, IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector> result, IMarketDataRetrievalService.MarketType type, LocalDate date, String scenario, String marketDataSet, String sensitivityKind, String sensitivityName, String riskClass, String riskFactor)	Convert the data from absolute to relative or vice-versa if needed

Uses of IMarketDataset in com.activeviam.risk.ref.services.impl.marketdataretrieval

Classes in com.activeviam.risk.ref.services.impl.marketdataretrieval that implement IMarketDataset

Modifier and Type	Class	Description
class	AMarketDataset<T,U>
class	MarketData
class	PnLVectorData

Methods in com.activeviam.risk.ref.services.impl.marketdataretrieval that return IMarketDataset

Modifier and Type	Method	Description
IMarketDataset<T,U>	IMarketDataset.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)	Return a IMarketDataset of the same type of this
IMarketDataset<double[],Double>	MarketData.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
IMarketDataset<com.qfs.vector.IVector[],com.qfs.vector.IVector>	PnLVectorData.createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[] pillars, boolean debug)
IMarketDataset<T,U>	AInterpolation.getMarketDataInterpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> inputData)	This function is computing the result by interpolation
IMarketDataset<T,U>	IInterpolation.getMarketDataInterpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> inputData)	Main function for interpolation returns a dataset interpolated from the input data

Methods in com.activeviam.risk.ref.services.impl.marketdataretrieval with parameters of type IMarketDataset

Modifier and Type	Method	Description
IMarketDataset<T,U>	AInterpolation.getMarketDataInterpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> inputData)	This function is computing the result by interpolation
IMarketDataset<T,U>	IInterpolation.getMarketDataInterpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> inputData)	Main function for interpolation returns a dataset interpolated from the input data
protected com.quartetfs.fwk.impl.Pair<U,String>	AInterpolation.interpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> values, int depth, double[] location, int[] interpolationOrder, TreeMap<Double,Integer>[] matToLoc, int shift)	This function will interpolate an output plot from an input set of values
protected void	AInterpolation.interpolate(RuntimeData<U> runtimeData, IMarketDataset<T,U> result, IMarketDataset<T,U> values, int depth, double[] location, int[] interpolationOrder, TreeMap<Double,Integer>[] matToLoc, int shift)	This function will fill a vector with interpolated data