Class MaturityConverterConfig
- java.lang.Object
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- com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig
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@Configuration public class MaturityConverterConfig extends Object
A Spring configuration class to manage the configuration of the maturity converter (IMaturityConverter
), along with the implementations ofIDayCountConvention
andITenorConverter
.Configuration options are supported:
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Field Summary
Fields Modifier and Type Field Description static String
DAY_COUNT_A_360
Spring Bean qualifier for A/360 day count.static String
DAY_COUNT_A_365
Spring Bean qualifier for A/365 day count.static String
DAY_COUNT_A_365_FIXED
Spring Bean qualifier for A/365F day count.static String
MATURITY_CONVERTER_LEGACY
Spring Bean qualifier for legacy maturity converter.static String
MATURITY_CONVERTER_SIMPLE
Spring Bean qualifier for simple maturity converter.static String
TENOR_SET_DEFAULT
The default tenor set.
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Constructor Summary
Constructors Constructor Description MaturityConverterConfig()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IMaturityConverter
maturityConverter()
IMaturityConverter
storeBackedMaturityConverter()
This will instantiate the duration service based on the pillar store.ITenorUtil
tenorUtil()
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Field Detail
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MATURITY_CONVERTER_LEGACY
public static final String MATURITY_CONVERTER_LEGACY
Spring Bean qualifier for legacy maturity converter. Interface:IMaturityConverter
, Qualifier: "legacy"- See Also:
- Constant Field Values
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MATURITY_CONVERTER_SIMPLE
public static final String MATURITY_CONVERTER_SIMPLE
Spring Bean qualifier for simple maturity converter. Interface:IMaturityConverter
, Qualifier: "simple"- See Also:
- Constant Field Values
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DAY_COUNT_A_365
public static final String DAY_COUNT_A_365
Spring Bean qualifier for A/365 day count. Interface:IDayCountConvention
, Qualifier: "A/365"- See Also:
- Constant Field Values
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DAY_COUNT_A_365_FIXED
public static final String DAY_COUNT_A_365_FIXED
Spring Bean qualifier for A/365F day count. Interface:IDayCountConvention
, Qualifier: "A/365F"- See Also:
- Constant Field Values
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DAY_COUNT_A_360
public static final String DAY_COUNT_A_360
Spring Bean qualifier for A/360 day count. Interface:IDayCountConvention
, Qualifier: "A/360"- See Also:
- Constant Field Values
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TENOR_SET_DEFAULT
public static final String TENOR_SET_DEFAULT
The default tenor set.- See Also:
- Constant Field Values
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Method Detail
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storeBackedMaturityConverter
@Bean(name="maturityConverter") @Profile({"standard","aggregated-import","store-import"}) public IMaturityConverter storeBackedMaturityConverter()
This will instantiate the duration service based on the pillar store. It will default to the simpleMaturityConverter() so the convention must be the same between the two converters, or else you will have some discrepancies in the duration calculation.- Returns:
- maturity converter
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maturityConverter
@Bean(name="maturityConverter") @Profile({"scalar-sensi","scalar-sensi-store-import","scalar-sensi-aggregated-import"}) public IMaturityConverter maturityConverter()
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tenorUtil
@Bean public ITenorUtil tenorUtil()
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