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

Class WeightedVaRConfiguration

java.lang.Object

com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

All Implemented Interfaces:

MetricConfiguration

@Configuration
public class WeightedVaRConfiguration
extends Object
implements MetricConfiguration

Nested Class Summary

Nested classes/interfaces inherited from interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

MetricConfiguration.MetricKind

Field Summary

Fields

Modifier and Type	Field	Description
static String	VAR_WEIGHTED
static String	VAR_WEIGHTED_INCREMENTAL
static String	VAR_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY
static String	VAR_WEIGHTED_INCREMENTAL_TRADES
static String	VAR_WEIGHTED_INDICES
static String	VAR_WEIGHTED_SCENARIO_NAMES
static String	VAR_WEIGHTED_VALUES

Constructor Summary

Constructors

Constructor	Description
WeightedVaRConfiguration()

Method Summary

Modifier and Type	Method	Description
String	getBaseFolder()
MetricConfiguration.MetricKind	getKind()
String	getMetricIncremental()
String	getMetricIncrementalBook()
String	getMetricIncrementalTrades()
String	getMetricIndices()
String	getMetricName()
String	getMetricScenarioNames()
String	getMetricValues()
String	getPlainName()

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

VAR_WEIGHTED

public static final String VAR_WEIGHTED

See Also:

Constant Field Values

VAR_WEIGHTED_INDICES

public static final String VAR_WEIGHTED_INDICES

See Also:

Constant Field Values

VAR_WEIGHTED_SCENARIO_NAMES

public static final String VAR_WEIGHTED_SCENARIO_NAMES

See Also:

Constant Field Values

VAR_WEIGHTED_VALUES

public static final String VAR_WEIGHTED_VALUES

See Also:

Constant Field Values

VAR_WEIGHTED_INCREMENTAL

public static final String VAR_WEIGHTED_INCREMENTAL

See Also:

Constant Field Values

VAR_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY

public static final String VAR_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY

See Also:

Constant Field Values

VAR_WEIGHTED_INCREMENTAL_TRADES

public static final String VAR_WEIGHTED_INCREMENTAL_TRADES

See Also:

Constant Field Values

Constructor Detail

WeightedVaRConfiguration

public WeightedVaRConfiguration()

Method Detail

getKind

public MetricConfiguration.MetricKind getKind()

Specified by:

getKind in interface MetricConfiguration

getBaseFolder

public String getBaseFolder()

Specified by:

getBaseFolder in interface MetricConfiguration

getPlainName

public String getPlainName()

Specified by:

getPlainName in interface MetricConfiguration

getMetricName

public String getMetricName()

Specified by:

getMetricName in interface MetricConfiguration

getMetricIndices

public String getMetricIndices()

Specified by:

getMetricIndices in interface MetricConfiguration

getMetricScenarioNames

public String getMetricScenarioNames()

Specified by:

getMetricScenarioNames in interface MetricConfiguration

getMetricValues

public String getMetricValues()

Specified by:

getMetricValues in interface MetricConfiguration

getMetricIncrementalBook

public String getMetricIncrementalBook()

Specified by:

getMetricIncrementalBook in interface MetricConfiguration

getMetricIncrementalTrades

public String getMetricIncrementalTrades()

Specified by:

getMetricIncrementalTrades in interface MetricConfiguration

getMetricIncremental

public String getMetricIncremental()

Specified by:

getMetricIncremental in interface MetricConfiguration