Class SensiCubeDimensionsConfig
- java.lang.Object
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- com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig
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- com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig
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@Configuration public class SensiCubeDimensionsConfig extends CommonDimensionsConfig
Definition of sensitivities cube dimensions
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Field Summary
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Fields inherited from class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig
BOOK_HIERARCHY_HIERARCHY, COUNTERPARTY_COUNTRIES_OF_ADDRESS_HIERARCHY, COUNTERPARTY_COUNTRIES_OF_RISK_HIERARCHY, COUNTERPARTY_DIMENSION, COUNTERPARTY_HIERARCHY_HIERARCHY, COUNTERPARTY_IDS_HIERARCHY, COUNTERPARTY_NAMES_HIERARCHY, COUNTERPARTY_RATINGS_HIERARCHY, COUNTERPARTY_SECTORS_HIERARCHY, DATE_HIERARCHY, DATES_DIMENSION, INSTRUMENT_CLASSES_HIERARCHY, INSTRUMENT_TYPES_HIERARCHY, INSTRUMENTS_DIMENSION, LEGAL_ENTITY_HIERARCHY, LEGAL_ENTITY_HIERARCHY_HIERARCHY, LEVEL, LEVEL_1, LEVEL_10, LEVEL_11, LEVEL_12, LEVEL_13, LEVEL_14, LEVEL_15, LEVEL_2, LEVEL_3, LEVEL_4, LEVEL_5, LEVEL_6, LEVEL_7, LEVEL_8, LEVEL_9, MARKET_DATA_DIMENSION, MATURITY_DATES_HIERARCHY, NOTIONAL_CURRENCIES_HIERARCHY, ORGANISATION_DIMENSION, QUANTILE_2_RANK_DIMENSION, QUANTILE_2_RANK_HIERARCHY, ROUNDING_METHODS_DIMENSION, ROUNDING_METHODS_HIERARCHY, SALES_HIERARCHY, TRADE_ATTRIBUTES_DIMENSION, TRADE_DATES_HIERARCHY, TRADE_VAR_INCLUSION_HIERARCHY, TRADERS_HIERARCHY
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Constructor Summary
Constructors Constructor Description SensiCubeDimensionsConfig()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createAggregatedDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createFlatDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createScalarAggregatedDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createScalarDimensions()
Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>>
createScalarFlatDimensions()
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Methods inherited from class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig
getRoundingsDimension
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Field Detail
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env
@Autowired public org.springframework.core.env.Environment env
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DYNAMIC_BUCKETING_DIMENSION
public static final String DYNAMIC_BUCKETING_DIMENSION
- See Also:
- Constant Field Values
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CURRENCIES_DIMENSION
public static final String CURRENCIES_DIMENSION
- See Also:
- Constant Field Values
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LADDER_SHIFTS_HIERARCHY
public static final String LADDER_SHIFTS_HIERARCHY
- See Also:
- Constant Field Values
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LADDER_SHIFT_LEVEL
public static final String LADDER_SHIFT_LEVEL
- See Also:
- Constant Field Values
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HAS_LADDERS_HIERARCHY
public static final String HAS_LADDERS_HIERARCHY
- See Also:
- Constant Field Values
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HAS_LADDERS_LEVEL
public static final String HAS_LADDERS_LEVEL
- See Also:
- Constant Field Values
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BOOKING_DIMENSION
public static final String BOOKING_DIMENSION
- See Also:
- Constant Field Values
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DESKS_HIERARCHY
public static final String DESKS_HIERARCHY
- See Also:
- Constant Field Values
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BOOKS_HIERARCHY
public static final String BOOKS_HIERARCHY
- See Also:
- Constant Field Values
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TRADES_HIERARCHY
public static final String TRADES_HIERARCHY
- See Also:
- Constant Field Values
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RISK_DIMENSION
public static final String RISK_DIMENSION
- See Also:
- Constant Field Values
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RISK_CLASSES_HIERARCHY
public static final String RISK_CLASSES_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTORS_HIERARCHY
public static final String RISK_FACTORS_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTORS_HIERARCHY_2
public static final String RISK_FACTORS_HIERARCHY_2
- See Also:
- Constant Field Values
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TENOR_LEVEL
public static final String TENOR_LEVEL
- See Also:
- Constant Field Values
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MATURITY_LEVEL
public static final String MATURITY_LEVEL
- See Also:
- Constant Field Values
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MONEYNESS_LEVEL
public static final String MONEYNESS_LEVEL
- See Also:
- Constant Field Values
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RISK_FACTOR_TYPES_HIERARCHY
public static final String RISK_FACTOR_TYPES_HIERARCHY
- See Also:
- Constant Field Values
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RISK_FACTOR_CURRENCIES_HIERARCHY
public static final String RISK_FACTOR_CURRENCIES_HIERARCHY
- See Also:
- Constant Field Values
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CURVE_TYPES_HIERARCHY
public static final String CURVE_TYPES_HIERARCHY
- See Also:
- Constant Field Values
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QUALIFIERS_HIERARCHY
public static final String QUALIFIERS_HIERARCHY
- See Also:
- Constant Field Values
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SENSITIVITIES_DIMENSION
public static final String SENSITIVITIES_DIMENSION
- See Also:
- Constant Field Values
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SENSITIVITY_HIERARCHY
public static final String SENSITIVITY_HIERARCHY
- See Also:
- Constant Field Values
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SCENARIO_SET_HIERARCHY
public static final String SCENARIO_SET_HIERARCHY
- See Also:
- Constant Field Values
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SIGNOFF_DIMENSION
public static final String SIGNOFF_DIMENSION
- See Also:
- Constant Field Values
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MATURITIES
public static final String MATURITIES
- See Also:
- Constant Field Values
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HISTORICAL_SET_NAME
public static final String HISTORICAL_SET_NAME
- See Also:
- Constant Field Values
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STRESSED_SET_NAME
public static final String STRESSED_SET_NAME
- See Also:
- Constant Field Values
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MARKET_DATA_SETS_HIERARCHY
public static final String MARKET_DATA_SETS_HIERARCHY
- See Also:
- Constant Field Values
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Method Detail
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createDimensions
@Bean(name="sensiDimensions") @Profile("standard") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createDimensions()
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createFlatDimensions
@Bean(name="sensiDimensions") @Profile("store-import") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createFlatDimensions()
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createAggregatedDimensions
@Bean(name="sensiDimensions") @Profile("aggregated-import") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createAggregatedDimensions()
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createScalarDimensions
@Bean(name="sensiDimensions") @Profile("scalar-sensi") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarDimensions()
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createScalarFlatDimensions
@Bean(name="sensiDimensions") @Profile("scalar-sensi-store-import") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarFlatDimensions()
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createScalarAggregatedDimensions
@Bean(name="sensiDimensions") @Profile("scalar-sensi-aggregated-import") public Function<com.activeviam.desc.build.dimensions.ICanStartBuildingDimensions,com.activeviam.desc.build.ICanBuildCubeDescription<com.quartetfs.biz.pivot.definitions.IActivePivotInstanceDescription>> createScalarAggregatedDimensions()
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