IncrementalMeasureConfig (Market Risk Accelerator 1.9.1-jdk11 API)

java.lang.Object
- com.activeviam.risk.starter.cfg.pivot.impl.IncrementalMeasureConfig

@Configuration
public class IncrementalMeasureConfig
extends Object

Helper methods for the definition of VaR and ES measures

Nested Class Summary

Nested Classes
Modifier and Type Class Description

static interface IncrementalMeasureConfig.TriConsumer<K,V,S>

Constructor Summary

Constructors
Constructor Description

IncrementalMeasureConfig(org.springframework.core.env.Environment env)

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`void`	`buildReferenceMetrics(String pnlVectorName, com.activeviam.copper.ICopperContext context)`	This function need to be called once in order to create the reference metric used after in order to construct the incremental metrics
`void`	`forEachReference(String pnlVectorName, IncrementalMeasureConfig.TriConsumer<com.activeviam.copper.api.CopperMeasure,String,String> builder)`	This will iterate on each reference metric in order to build the incremental metrics

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - IncrementalMeasureConfig
```
public IncrementalMeasureConfig(org.springframework.core.env.Environment env)
```
- Method Detail
  - buildReferenceMetrics
```
public void buildReferenceMetrics(String pnlVectorName,
                                  com.activeviam.copper.ICopperContext context)
```
    This function need to be called once in order to create the reference metric used after in order to construct the incremental metrics
    
    Parameters:
    
    pnlVectorName - The name of the base vector used to construct the reference vector
    
    context - The copper context
  - forEachReference
```
public void forEachReference(String pnlVectorName,
                             IncrementalMeasureConfig.TriConsumer<com.activeviam.copper.api.CopperMeasure,String,String> builder)
```
    This will iterate on each reference metric in order to build the incremental metrics
    
    Parameters:
    
    pnlVectorName - The name of the base vector used to construct the reference vector
    
    builder - the call-back function that will build the incremental metrics called with (refVector, suffix, subFolder) -> {}