Package com.activeviam.risk.starter.cfg.pivot.builders.sensi

Class AGreekSensiCubeMeasureNames

    • Field Detail

      • regexp

        protected final String regexp

      • sensitivityNameLevel

        protected final String sensitivityNameLevel

      • asOfDateLevel

        protected final String asOfDateLevel

      • currencyLevel

        protected final String currencyLevel

      • asOfDateHierarchy

        protected final String asOfDateHierarchy

      • marketDataSetLevel

        protected final String marketDataSetLevel

      • riskClassLevel

        protected final String riskClassLevel

      • riskFactorLevel

        protected final String riskFactorLevel

      • scenarioSetLevel

        protected final String scenarioSetLevel

      • ladderShiftLevel

        protected final String ladderShiftLevel

      • ladderAvailabilityLevel

        protected final String ladderAvailabilityLevel

      • marketDataAnalysisLevels

        protected final String[] marketDataAnalysisLevels

      • fxRiskClass

        protected final String fxRiskClass

      • sensiType

        protected final String sensiType

      • sensiValues

        protected final String sensiValues

      • sensiLadderValues

        protected final String sensiLadderValues

      • DOUBLE_FORMATTER

        @Value("${cube.format.double}")
public String DOUBLE_FORMATTER

      • DOUBLE_PERCENTAGE_FORMATTER

        @Value("${cube.format.percent}")
public String DOUBLE_PERCENTAGE_FORMATTER

      • INT_FORMATTER

        @Value("${cube.format.integer}")
public String INT_FORMATTER

      • TIMESTAMP_FORMATTER

        @Value("${cube.format.date}")
public String TIMESTAMP_FORMATTER

      • DOUBLE_ARRAY_FORMATTER

        @Value("${cube.format.array}")
public String DOUBLE_ARRAY_FORMATTER

    • Constructor Detail

      • AGreekSensiCubeMeasureNames

        public AGreekSensiCubeMeasureNames​(String sensi,
                                   String ladderType,
                                   String regexp,
                                   String currencyLevel,
                                   String riskClassLevel,
                                   String sensitivityNameLevel,
                                   String asOfDateLevel,
                                   String asOfDateHierarchy,
                                   String riskFactorLevel,
                                   String scenarioSetLevel,
                                   String marketDataSetLevel,
                                   String ladderShiftLevel,
                                   String ladderAvailabilityLevel,
                                   String[] marketDataAnalysisLevels,
                                   String fxRiskClass)
        The level specific are given by the constructor
        Parameters:
        sensi - sensitivity type
        ladderType - ladder type
        regexp - regular expression for sensitivity type
        currencyLevel - currency level
        riskClassLevel - risk class level
        sensitivityNameLevel - sensitivity name level
        asOfDateLevel - as of date level
        asOfDateHierarchy - as of date hierarchy
        riskFactorLevel - risk factor level
        scenarioSetLevel - scenario set level
        marketDataSetLevel - market data set level
        ladderShiftLevel - ladder shift level
        ladderAvailabilityLevel - ladder availability level
        marketDataAnalysisLevels - analysis levels needed for market data (if required)
        fxRiskClass - the FX risk classs

    • Method Detail

      • getGreekSensiLadder

        public String getGreekSensiLadder()

      • getGreekSensiValues

        public String getGreekSensiValues()

      • getGreekSensiLadderValues

        public String getGreekSensiLadderValues()

      • getGreekSensiScalarSumTechnical

        public String getGreekSensiScalarSumTechnical()

      • getGreekSensiSumTechnical

        public String getGreekSensiSumTechnical()

      • getGreekSensiLadderSumTechnical

        public String getGreekSensiLadderSumTechnical()

      • getGreekSensiScalarSumTechnicalFiltered

        public String getGreekSensiScalarSumTechnicalFiltered()

      • getGreekSensiSumTechnicalFiltered

        public String getGreekSensiSumTechnicalFiltered()

      • getGreekSensiLadderSumTechnicalFiltered

        public String getGreekSensiLadderSumTechnicalFiltered()

      • getGreekSensiNativeVectorSum

        public String getGreekSensiNativeVectorSum()

      • getGreekSensiNativeBucketed

        public String getGreekSensiNativeBucketed()

      • getGreekSensiNativeIntermediate

        public String getGreekSensiNativeIntermediate()

      • getGreekSensiNative

        public String getGreekSensiNative()

      • getGreekSensiCurrentDateMdNativeIntermediateInterpolated

        public String getGreekSensiCurrentDateMdNativeIntermediateInterpolated()

      • getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated

        public String getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated()

      • getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated

        public String getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated()

      • getGreekSensiCurrentDateMdNativeInterpolated

        public String getGreekSensiCurrentDateMdNativeInterpolated()

      • getGreekSensiCurrentDateMdFxInterpolated

        public String getGreekSensiCurrentDateMdFxInterpolated()

      • getGreekSensiPreviousDateMdNativeInterpolated

        public String getGreekSensiPreviousDateMdNativeInterpolated()

      • getGreekSensiPreviousDateMdFxInterpolated

        public String getGreekSensiPreviousDateMdFxInterpolated()

      • getGreekSensiNextDateMdNativeIntermediateInterpolated

        public String getGreekSensiNextDateMdNativeIntermediateInterpolated()

      • getGreekSensiNextDateMdNativeIntermediateFilteredInterpolated

        public String getGreekSensiNextDateMdNativeIntermediateFilteredInterpolated()

      • getGreekSensiPnlExplainNativeExpandNextDate

        public String getGreekSensiPnlExplainNativeExpandNextDate()

      • getGreekSensiVectorNativeExpand

        public String getGreekSensiVectorNativeExpand()

      • getGreekSensiPreviousVectorNativeExpand

        public String getGreekSensiPreviousVectorNativeExpand()

      • getGreekSensiLadderNativeExpandTechnical

        public String getGreekSensiLadderNativeExpandTechnical()

      • getGreekSensiLadderExpandTechnical

        public String getGreekSensiLadderExpandTechnical()

      • getGreekSensiLadderNativeExpand

        public String getGreekSensiLadderNativeExpand()

      • getGreekSensiLadderExpand

        public String getGreekSensiLadderExpand()

      • getGreekSensiPnlExplainNative

        public String getGreekSensiPnlExplainNative()

      • getGreekSensiPnlExplainNativeIntermediateNextDate

        public String getGreekSensiPnlExplainNativeIntermediateNextDate()

      • getGreekSensiRate

        public String getGreekSensiRate()

      • getGreekSensiTaylorVar

        public String getGreekSensiTaylorVar()

      • getGreekSensiPnlSubVectorForTaylorVar

        public String getGreekSensiPnlSubVectorForTaylorVar()

      • getGreekSensiPnlSubVectorForTaylorVarWithFx

        public String getGreekSensiPnlSubVectorForTaylorVarWithFx()

      • getGreekSensiFolder

        public String getGreekSensiFolder()

      • getGreekSensiNativeFolder

        public String getGreekSensiNativeFolder()

      • getGreekTaylorVarFolder

        public String getGreekTaylorVarFolder()