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

Interface IGreekSensiCubeMeasureConfig

All Known Implementing Classes:

A3DTypeSensiCubeMeasureConfig, AGreekSensiCubeMarketDataMeasureConfig, AGreekSensiCubeMeasureConfig, AGreekSensiCubeMeasureNames, AGreekSensiCubeSensiMeasureConfig, AMatrixTypeSensiCubeMeasureConfig, AScalarTypeSensiCubeMeasureConfig, AVectorTypeSensiCubeMeasureConfig, CashGreekSensiCubeMeasureConfig, DeltaGreekSensiCubeMeasureConfig, GammaGreekSensiCubeMeasureConfig, ThetaGreekSensiCubeMeasureConfig, VannaGreekSensiCubeMeasureConfig, VegaGreekSensiCubeMeasureConfig, VolgaGreekSensiCubeMeasureConfig

public interface IGreekSensiCubeMeasureConfig

Method Summary

Modifier and Type	Method	Description
void	buildPnlShiftMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for combined cube measures which shift the dates of the PnL explain measures.
void	buildRestrictedMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for restricted measures to be used for store or aggregate reimported data.
void	buildScalarMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for scalar measures.
void	buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for restricted measures to be used for store or aggregate reimported data.
void	buildStandardMeasures(com.activeviam.copper.ICopperContext context)	Measure builder class for standard, vectorised Greek measures
String	getGreekRegexp()	The RegExp that gives the sensi type from the sensi name
String	getGreekSensiPnlExplain()
String	getGreekSensiPnlExplainNativeNextDate()
String	getGreekSensiPnlExplainNextDate()
String	getGreekSensiPnlVectorForTaylorVar()
String	getGreekSensiPnlVectorForTaylorVarNative()
String	getGreekSensiType()	This is the type of Greek
PublisherUtils.GreekDimensionType	getGreekTypeDimension()	Number of dimention of this greek

Method Detail

buildRestrictedMeasures

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

buildScalarRestrictedMeasures

void buildScalarRestrictedMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for restricted measures to be used for store or aggregate reimported data.

Parameters:

context - copper context

buildScalarMeasures

void buildScalarMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for scalar measures.

Parameters:

context - copper context

buildStandardMeasures

void buildStandardMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for standard, vectorised Greek measures

Parameters:

context - copper context

buildPnlShiftMeasures

void buildPnlShiftMeasures(com.activeviam.copper.ICopperContext context)

Measure builder class for combined cube measures which shift the dates of the PnL explain measures.

Parameters:

context - copper context

getGreekRegexp

String getGreekRegexp()

The RegExp that gives the sensi type from the sensi name

Returns:

A regular expression

getGreekSensiPnlExplain

String getGreekSensiPnlExplain()

getGreekSensiPnlExplainNextDate

String getGreekSensiPnlExplainNextDate()

getGreekSensiPnlExplainNativeNextDate

String getGreekSensiPnlExplainNativeNextDate()

getGreekSensiPnlVectorForTaylorVar

String getGreekSensiPnlVectorForTaylorVar()

getGreekSensiPnlVectorForTaylorVarNative

String getGreekSensiPnlVectorForTaylorVarNative()

getGreekSensiType

String getGreekSensiType()

This is the type of Greek

Returns:

One value from SensitivitiesConstants

getGreekTypeDimension

PublisherUtils.GreekDimensionType getGreekTypeDimension()

Number of dimention of this greek

Returns:

greek dimension type