Class AGreekSensiCubeSensiMeasureConfig
- java.lang.Object
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
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- com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig
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- All Implemented Interfaces:
IGreekSensiCubeMeasureConfig
- Direct Known Subclasses:
AGreekSensiCubeMarketDataMeasureConfig
public abstract class AGreekSensiCubeSensiMeasureConfig extends AGreekSensiCubeMeasureNames
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Field Summary
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Fields inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
asOfDateHierarchy, asOfDateLevel, currencyLevel, DOUBLE_ARRAY_FORMATTER, DOUBLE_FORMATTER, DOUBLE_PERCENTAGE_FORMATTER, fxRiskClass, INT_FORMATTER, ladderAvailabilityLevel, ladderShiftLevel, marketDataAnalysisLevels, marketDataSetLevel, regexp, riskClassLevel, riskFactorLevel, scenarioSetLevel, sensiLadderValues, sensitivityNameLevel, sensiType, sensiValues, TIMESTAMP_FORMATTER
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Constructor Summary
Constructors Constructor Description AGreekSensiCubeSensiMeasureConfig(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
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description void
buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for restricted measures to be used for store or aggregate reimported data.void
buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for scalar restricted measures to be used for store or aggregate reimported data.protected abstract com.activeviam.copper.api.CopperMeasure
dynamicTenorsAndMaturitiesPostProcessor(String asOfDateLevel, String sensitivityNameLevel, com.activeviam.copper.api.CopperMeasure underlyingMeasure, boolean isStandard)
protected abstract String[]
getBucketsLevels()
protected abstract String[]
getScalarBucketsLevels()
protected abstract com.activeviam.copper.api.CopperMeasure
toPillarsExpandDebugStringPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel)
protected abstract com.activeviam.copper.api.CopperMeasure
toPillarsExpandPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel)
protected abstract com.activeviam.copper.api.CopperMeasure
toPillarsLadderExpandPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel, String asOfDateLevel, String riskClassLevel)
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames
getGreekRegexp, getGreekSensiCurrentDateMdFxInterpolated, getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated, getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated, getGreekSensiCurrentDateMdNativeIntermediateInterpolated, getGreekSensiCurrentDateMdNativeInterpolated, getGreekSensiFolder, getGreekSensiLadder, getGreekSensiLadderExpand, getGreekSensiLadderExpandTechnical, getGreekSensiLadderNativeExpand, getGreekSensiLadderNativeExpandTechnical, getGreekSensiLadderSumTechnical, getGreekSensiLadderSumTechnicalFiltered, getGreekSensiLadderValues, getGreekSensiNative, getGreekSensiNativeBucketed, getGreekSensiNativeFolder, getGreekSensiNativeIntermediate, getGreekSensiNativeVectorSum, getGreekSensiNextDateMdNativeIntermediateFilteredInterpolated, getGreekSensiNextDateMdNativeIntermediateInterpolated, getGreekSensiPnlExplain, getGreekSensiPnlExplainNative, getGreekSensiPnlExplainNativeExpandNextDate, getGreekSensiPnlExplainNativeIntermediateNextDate, getGreekSensiPnlExplainNativeNextDate, getGreekSensiPnlExplainNextDate, getGreekSensiPnlSubVectorForTaylorVar, getGreekSensiPnlSubVectorForTaylorVarWithFx, getGreekSensiPnlVectorForTaylorVar, getGreekSensiPnlVectorForTaylorVarNative, getGreekSensiPreviousDateMdFxInterpolated, getGreekSensiPreviousDateMdNativeInterpolated, getGreekSensiPreviousVectorNativeExpand, getGreekSensiRate, getGreekSensiScalarSumTechnical, getGreekSensiScalarSumTechnicalFiltered, getGreekSensiSumTechnical, getGreekSensiSumTechnicalFiltered, getGreekSensiTaylorVar, getGreekSensiType, getGreekSensiValues, getGreekSensiVectorNativeExpand, getGreekTaylorVarFolder
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Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
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Methods inherited from interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig
buildPnlShiftMeasures, buildScalarMeasures, buildStandardMeasures, getGreekTypeDimension
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Constructor Detail
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AGreekSensiCubeSensiMeasureConfig
public AGreekSensiCubeSensiMeasureConfig(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 typeladderType
- ladder typeregexp
- regular expression for sensitivity typecurrencyLevel
- currency levelriskClassLevel
- risk class levelsensitivityNameLevel
- sensitivity name levelasOfDateLevel
- as of date levelasOfDateHierarchy
- as of date hierarchyriskFactorLevel
- risk factor levelscenarioSetLevel
- scenario set levelmarketDataSetLevel
- level containing the market data set levelladderShiftLevel
- ladder shift levelladderAvailabilityLevel
- ladder availability levelmarketDataAnalysisLevels
- analysis levels needed for market data (if required)fxRiskClass
- the FX risk class
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Method Detail
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dynamicTenorsAndMaturitiesPostProcessor
protected abstract com.activeviam.copper.api.CopperMeasure dynamicTenorsAndMaturitiesPostProcessor(String asOfDateLevel, String sensitivityNameLevel, com.activeviam.copper.api.CopperMeasure underlyingMeasure, boolean isStandard)
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toPillarsExpandPostProcessor
protected abstract com.activeviam.copper.api.CopperMeasure toPillarsExpandPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel)
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toPillarsExpandDebugStringPostProcessor
protected abstract com.activeviam.copper.api.CopperMeasure toPillarsExpandDebugStringPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel)
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toPillarsLadderExpandPostProcessor
protected abstract com.activeviam.copper.api.CopperMeasure toPillarsLadderExpandPostProcessor(com.activeviam.copper.api.CopperMeasure inMeasure, String sensitivityNameLevel, String asOfDateLevel, String riskClassLevel)
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getBucketsLevels
protected abstract String[] getBucketsLevels()
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getScalarBucketsLevels
protected abstract String[] getScalarBucketsLevels()
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buildRestrictedMeasures
public void buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for restricted measures to be used for store or aggregate reimported data.- Parameters:
context
- copper context
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buildScalarRestrictedMeasures
public void buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)
Measure builder class for scalar restricted measures to be used for store or aggregate reimported data.- Parameters:
context
- copper context
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