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

Class VannaGreekSensiCubeMeasureConfig

    • Field Detail

      • env

        @Autowired
public org.springframework.core.env.Environment env

    • Constructor Detail

      • VannaGreekSensiCubeMeasureConfig

        public VannaGreekSensiCubeMeasureConfig​(@Value("${vanna.currency.level}")
                                        String currencyLevel,
                                        @Value("${risk.class.level}")
                                        String riskClassLevel,
                                        @Value("${sensitivity.name.level}")
                                        String sensitivityNameLevel,
                                        @Value("${asofdate.level}")
                                        String asOfDateLevel,
                                        @Value("${asofdate.hierarchy}")
                                        String asOfDateHierarchy,
                                        @Value("${risk.factor.level}")
                                        String riskFactorLevel,
                                        @Value("${dynamic.tenors.hierarchy}")
                                        String dynamicTenorsHierarchy,
                                        @Value("${dynamic.maturities.hierarchy}")
                                        String dynamicMaturitiesHierarchy,
                                        @Value("${dynamic.moneyness.hierarchy}")
                                        String dynamicMoneynessHierarchy,
                                        @Value("${tenors.fact.levels.labels}")
                                        String tenorsLabelsLevels,
                                        @Value("${maturities.fact.levels.labels}")
                                        String maturitiesLabelsLevels,
                                        @Value("${moneyness.fact.levels.labels}")
                                        String moneynessLabelsLevels,
                                        @Value("${tenors.fact.levels.dates}")
                                        String tenorsDatesLevels,
                                        @Value("${maturities.fact.levels.dates}")
                                        String maturitiesDatesLevels,
                                        @Value("${moneyness.fact.levels.dates}")
                                        String moneynessDatesLevels,
                                        @Value("${tenors.fact.levels}")
                                        String tenorsFactLevels,
                                        @Value("${maturities.fact.levels}")
                                        String maturitiesFactLevels,
                                        @Value("${moneyness.fact.levels}")
                                        String moneynessFactLevels,
                                        @Value("${tenors.analysis.level}")
                                        String tenorsAnalysisLevel,
                                        @Value("${maturities.analysis.level}")
                                        String maturitiesAnalysisLevel,
                                        @Value("${moneyness.analysis.level}")
                                        String moneynessAnalysisLevel,
                                        @Value("${risk.factor2.level}")
                                        String riskFactorLevel2,
                                        @Value("${sensi.type.vanna}")
                                        String regexp,
                                        @Value("${scenario.set.level}")
                                        String scenarioSetLevel,
                                        @Value("${market.data.set.level}")
                                        String marketDataSetLevel,
                                        @Value("${sensi.ladder-shifts.level}")
                                        String ladderShiftsLevel,
                                        @Value("${sensi.ladder-availability.level}")
                                        String ladderAvailabilityLevel,
                                        @Value("${risk.class.member.fx}")
                                        String fxRiskClass)

    • Method Detail

      • getGreekSensiCurrentDateMdNativeIntermediate2Interpolated

        public String getGreekSensiCurrentDateMdNativeIntermediate2Interpolated()

      • getGreekSensiCurrentDateMdNativeExpandIntermediate2Interpolated

        public String getGreekSensiCurrentDateMdNativeExpandIntermediate2Interpolated()

      • getGreekSensiCurrentDateMdNativeIntermediateFiltered2Interpolated

        public String getGreekSensiCurrentDateMdNativeIntermediateFiltered2Interpolated()

      • getGreekSensiCurrentDateMdNative2Interpolated

        public String getGreekSensiCurrentDateMdNative2Interpolated()

      • getGreekSensiCurrentDateMdFx2Interpolated

        public String getGreekSensiCurrentDateMdFx2Interpolated()

      • getGreekSensiPreviousDateMdNative2Interpolated

        public String getGreekSensiPreviousDateMdNative2Interpolated()

      • getGreekSensiPreviousDateMdFx2Interpolated

        public String getGreekSensiPreviousDateMdFx2Interpolated()

      • getGreekSensiNextDateMdNativeIntermediate2Interpolated

        public String getGreekSensiNextDateMdNativeIntermediate2Interpolated()

      • getGreekSensiNextDateMdNativeIntermediateFiltered2Interpolated

        public String getGreekSensiNextDateMdNativeIntermediateFiltered2Interpolated()

      • getGreekSensiNextDateMdNative2Interpolated

        public String getGreekSensiNextDateMdNative2Interpolated()

      • getGreekSensiNextDateMdFx2Interpolated

        public String getGreekSensiNextDateMdFx2Interpolated()