Constant Field Values

Contents

• com.activeviam.*

com.activeviam.*

com.activeviam.generator.MandateGenerator

Modifier and Type	Constant Field	Value
public static final String	SensiDefaultMandateJsonString	"{\n \"name\": \"test\",\n \"comment\": \"test\",\n \"validFrom\": \"20180928\",\n \"validTo\":\"20181231\",\n \"owners\": [\n \"admin\"\n ],\n \"approvers\": [\n \"admin\"\n ],\n \"schema\": \"SensiSchema\",\n \"pivotId\": \"Sensitivity Cube\",\n \"domain\": \"Sensi\",\n \"measures\": [\n \"Delta\",\n \"Vega\",\n \"Gamma\"\n ],\n \"scopeConditions\": [\n {\n \"name\": \"Book\",\n \"operator\": \"Contains\",\n \"value\": \"CM_OILGAS\"\n }\n ]\n}"
public static final String	VaRESDefaultMandateJsonString	"{\n \"name\": \"test\",\n \"comment\": \"test\",\n \"validFrom\": \"20180928\",\n \"validTo\": \"20181231\",\n \"owners\": [\"test\"],\n \"approvers\": [\"test\"],\n \"schema\": \"VaR/ESSchema\",\n \"pivotId\": \"VaR-ES Cube\",\n \"domain\": \"VaR\",\n \"measures\": [\n \"VaR\",\n \"ES\"\n ],\n \"scopeConditions\": [\n {\n \"name\": \"Book\",\n \"operator\": \"Equals\",\n \"value\": \"CVA_AP_CRED\"\n }\n ]\n}"

com.activeviam.generator.PropertiesOutput

Modifier and Type	Constant Field	Value
public static final String	BOOKS_GENERATION_FACTOR_PROP	"books.generation.factor"
public static final String	BOOKS_INPUT_PROP	"books.input"
public static final String	BOOKS_OUTPUTFOLDER_PROP	"books.outputfolder"
public static final String	BOOKS_SEED_LOCATION_PROP	"books.seed.location"
public static final String	DATE_PROP	"dataset.date"
public static final String	MARKET_DATA_MAXNBLINES_PROP_TEMPLATE	"marketdata.maxnblines"
public static final String	MARKET_DATA_OUTPUT_FOLDER_PROP_TEMPLATE	"marketdata.outputfolder"
public static final String	MARKET_DATA_SEED_LOCATION_PROP	"marketdata.seed.location"
public static final String	MARKETDATA_GENERATION_FACTOR_PROP	"marketdata.generation.factor"
public static final String	MARKETDATA_INPUT_FILE_PROP_TEMPLATE	"marketdata.input"
public static final String	OUTPUT_BASELOCATION_PROP	"output.baselocation"
public static final String	PLACTUALS_GENERATION_FACTOR_PROP	"plactuals.generation.factor"
public static final String	PLACTUALS_INPUT_FILE_PROP_TEMPLATE	"plactuals.input"
public static final String	PLACTUALS_MAXNBLINES_PROP_TEMPLATE	"plactuals.maxnblines"
public static final String	PLACTUALS_OUTPUT_FOLDER_PROP_TEMPLATE	"plactuals.outputfolder"
public static final String	PLACTUALS_SEED_LOCATION_PROP	"plactuals.seed.location"
public static final String	SENSITIVITIES_GENERATION_FACTOR_PROP	"sensitivities.generation.factor"
public static final String	SENSITIVITIES_INPUT_PROP_TEMPLATE	"sensitivities.%s.input"
public static final String	SENSITIVITIES_MAXNBLINES_PROP_TEMPLATE	"sensitivities.%s.maxnblines"
public static final String	SENSITIVITIES_OUTPUTFOLDER_PROP_TEMPLATE	"sensitivities.%s.outputfolder"
public static final String	SENSITIVITIES_SEED_FILES_PROP	"sensitivities.seed.files"
public static final String	SENSITIVITIES_SEED_LOCATION_PROP	"sensitivities.seed.location"
public static final String	TRADES_GENERATION_FACTOR_PROP	"trades.generation.factor"
public static final String	TRADES_INPUT_FILE_PROP_TEMPLATE	"trades.%s.input"
public static final String	TRADES_MAXNBLINES_PROP_TEMPLATE	"trades.%s.maxnblines"
public static final String	TRADES_OUTPUT_FOLDER_PROP_TEMPLATE	"trades.%s.outputfolder"
public static final String	TRADES_SEED_FILES_PROP	"trades.seed.files"
public static final String	TRADES_SEED_LOCATION_PROP	"trades.seed.location"

com.activeviam.generator.SimpleCSVGeneratorFromSeeds

Modifier and Type	Constant Field	Value
public static final char	DEFAULT_SEPARATOR	44

com.activeviam.generator.filewriter.IDataFileWriter

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_SEPARATOR	","

com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

Modifier and Type	Constant Field	Value
public static final int	PART_SIZE	5242880
public static final String	S3_SEPARATOR	"/"

com.activeviam.risk.cfg.security.impl.ASecurityConfig

Modifier and Type	Constant Field	Value
public static final String	AP_COOKIE_NAME	"AP_JSESSIONID"
public static final String	BASIC_AUTH_BEAN_NAME	"basicAuthenticationEntryPoint"
public static final String	GROUP_MANAGERS	"ROLE_MANAGERS"
public static final String	GROUP_USERS	"ROLE_USERS"
public static final String	PIVOT_USER	"pivot"
public static final String	ROLE_ACTIVEMONITOR	"ROLE_ACTIVEMONITOR"
public static final String	ROLE_ACTIVITI_ADMIN	"ROLE_ACTIVITI_ADMIN"
public static final String	ROLE_ACTIVITI_USER	"ROLE_ACTIVITI_USER"
public static final String	ROLE_ADMIN	"ROLE_ADMIN"
public static final String	ROLE_APPROVER	"ROLE_APPROVER"
public static final String	ROLE_CONTROLLER	"ROLE_CONTROLLER"
public static final String	ROLE_KPI	"ROLE_KPI"
public static final String	ROLE_MANAGER	"ROLE_MANAGER"
public static final String	ROLE_TECH	"ROLE_TECH"
public static final String	ROLE_USER	"ROLE_USER"
public static final boolean	useAnonymous	false
public static final String	USER_ACTIVEMONITOR	"activeMonitor"

com.activeviam.risk.core.calc.ITailMeasureCalcAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"tailMeasureCalc"

com.activeviam.risk.core.calc.IWeightedTailMeasureCalcAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"weightedTailMeasureCalc"

com.activeviam.risk.core.calc.impl.CeilVaRRounding

Modifier and Type	Constant Field	Value
public static final String	CEIL	"CEIL"

com.activeviam.risk.core.calc.impl.CenteredQuantile

Modifier and Type	Constant Field	Value
public static final String	CENTERED	"CENTERED"

com.activeviam.risk.core.calc.impl.EqualWeightQuantile

Modifier and Type	Constant Field	Value
public static final String	EQUAL_WEIGHT	"EQUAL_WEIGHT"

com.activeviam.risk.core.calc.impl.ExclusiveQuantile

Modifier and Type	Constant Field	Value
public static final String	EXCLUSIVE	"EXCLUSIVE"

com.activeviam.risk.core.calc.impl.FloorVaRRounding

Modifier and Type	Constant Field	Value
public static final String	FLOOR	"FLOOR"

com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

Modifier and Type	Constant Field	Value
public static final String	ROUND_EVEN	"ROUND_EVEN"

com.activeviam.risk.core.calc.impl.RoundVaRRounding

Modifier and Type	Constant Field	Value
public static final String	ROUND	"ROUND"

com.activeviam.risk.core.calc.impl.WeightedVaRRounding

Modifier and Type	Constant Field	Value
public static final String	WEIGHTED	"WEIGHTED"

com.activeviam.risk.core.constants.MeasureConstants

Modifier and Type	Constant Field	Value
public static final String	ALL_DAY_COUNT	"All day count"
public static final String	ANALYSIS_CONTRIBUTORS_COUNT	"Analysis Count"
public static final String	BOOKS_COUNT	"Sensi Books Count"
public static final String	CONTRIBUTORS_COUNT	"contributors.COUNT"
public static final String	CONTRIBUTORS_COUNT_ALIAS	"Count"
public static final String	CONTRIBUTORS_COUNT_PREVIOUS_D2D_DATE	"Previous D2D Date Count"
public static final String	CONTRIBUTORS_COUNT_PREVIOUS_DATE	"Previous Date Count"
public static final String	FX_SHIFT_SUB_VECTOR	"FxShiftSubVectorSensi"
public static final String	FX_SHIFT_VECTOR	"FxShiftVectorSensi"
public static final String	MARKET_DATA_COUNT	"Market Data Count"
public static final String	MARKET_DATA_FOLDER	"Market Data"
public static final String	MARKET_DATA_FX_FOLDER	"Market Data\\FX Rate"
public static final String	MARKET_DATA_NATIVE_DEBUG_FOLDER	"Market Data\\Native CCY\\Debug"
public static final String	MARKET_DATA_NATIVE_FOLDER	"Market Data\\Native CCY"
public static final String	PNL_EXPLAIN	"PnL Explain"
public static final String	PNL_EXPLAIN_FOLDER	"PnL Explain"
public static final String	PNL_EXPLAIN_NATIVE_FOLDER	"PnL Explain\\Native CCY"
public static final String	PNL_FOR_TAYLOR_VAR	"pnl.for.var.explain"
public static final String	TAYLOR_VAR	"Taylor VaR"
public static final String	TAYLOR_VAR_FOLDER	"Value At Risk\\Taylor VaR"
public static final String	TRADES_COUNT	"Sensi Trades Count"
public static final String	UPDATE_TIMESTAMP	"Timestamp"

com.activeviam.risk.core.constants.RiskConfigProperties

Modifier and Type	Constant Field	Value
public static final String	AVAILABLE_MATURITY_SETS_PROPERTY	"bucketing.sets.maturities"
public static final String	AVAILABLE_MONEYNESS_SETS_PROPERTY	"bucketing.sets.moneyness"
public static final String	AVAILABLE_TENOR_SETS_PROPERTY	"bucketing.sets.tenors"
public static final String	CVAR_REGRESSION_LENGTH	"cvar.regression.length"
public static final String	DAYS_IN_MONTH_PROPERTY	"bucketing.days.month"
public static final String	DAYS_IN_WEEK_PROPERTY	"bucketing.days.week"
public static final String	DAYS_IN_YEAR_PROPERTY	"bucketing.days.year"
public static final String	DESCRIPTION	"description"
public static final String	ES_CONFIDENCE_DEFAULT_VALUE	"es.confidence.default.value"
public static final String	ETG_CONFIDENCE_DEFAULT_VALUE	"etg.confidence.default.value"
public static final String	INTERPOLATE_MARKET_SHIFTS	"sensi.interpolateMarketShifts"
public static final String	MARKET_DATA_SET_PROPERTY	"marketData.set.default"
public static final String	MAXIMUM_BUCKET_NUMBER	"numberOfBuckets"
public static final String	PNL_TYPE_PROPERTY	"pnl.default.type"
public static final String	PNL_VECTOR_SIZE	"pnl.vectorsize"
public static final String	QUANTILE_2_RANK_DEFAULT_VALUE_PROPERTY	"quantile.2.rank.default"
public static final String	ROUNDING_DEFAULT_VALUE_PROPERTY	"rounding.default.type"
public static final String	VAE_CONFIDENCE_DEFAULT_VALUE	"vae.confidence.default.value"
public static final String	VAR_CONFIDENCE_DEFAULT_VALUE	"var.confidence.default.value"
public static final String	WEIGHTED_VAR_LAMBDA_DEFAULT_VALUE	"weightedvar.lambda.default.value"
public static final String	WEIGHTED_VAR_PNL_OLDEST_FIRST	"weightedvar.pnl.oldest.first"

com.activeviam.risk.core.constants.RiskConstants

Modifier and Type	Constant Field	Value
public static final String	LADDER_FIRST	"LADDER-FIRST"
public static final String	LADDER_ONLY	"LADDER-ONLY"
public static final String	MARKET_DATA_DIMENSION	"MarketData"
public static final String	MARKET_DATA_SETS_HIERARCHY	"MarketDataSets"
public static final String	PL_DIMENSION	"PnL"
public static final String	QUANTILE_2_RANK_DIMENSION	"Quantiles"
public static final String	QUANTILE_2_RANK_HIERARCHY	"Quantiles"
public static final String	ROUNDING_METHODS_DIMENSION	"Rounding"
public static final String	ROUNDING_METHODS_HIERARCHY	"RoundingMethods"
public static final String	SENSI_ONLY	"SENSI-ONLY"
public static final String	TYPE_HIERARCHY	"Types"

com.activeviam.risk.core.constants.SensitivitiesConstants

Modifier and Type	Constant Field	Value
public static final String	CASH_SENSI_TYPE	"Cash"
public static final String	DELTA_SENSI_TYPE	"Delta"
public static final String	GAMMA_SENSI_TYPE	"Gamma"
public static final String	LADDER_EXISTS	"Y"
public static final String	NO_LADDER	"N"
public static final String	RELATIVE_SHIFT	"R"
public static final String	THETA_SENSI_TYPE	"Theta"
public static final String	VANNA_SENSI_TYPE	"Vanna"
public static final String	VEGA_SENSI_TYPE	"Vega"
public static final String	VOLGA_SENSI_TYPE	"Volga"

com.activeviam.risk.core.constants.StoreFieldNames

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	BASE_CCY	"BaseCcy"
public static final String	BOOK	"Book"
public static final int	BOOK_HIERARCHY_STORE_HIERARCHIES	15
public static final String	BUCKET	"Bucket"
public static final String	BUCKETS	"Buckets"
public static final String	CALCULATION_ID	"CalculationId"
public static final String	CATEGORY	"Category"
public static final String	CCY	"Ccy"
public static final String	CHILD	"Child"
public static final String	COUNTER_CCY	"CounterCcy"
public static final String	COUNTERPARTY	"Counterparty"
public static final int	COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES	10
public static final String	COUNTERPARTY_ID	"CounterpartyId"
public static final String	COUNTERPARTY_NAME	"CounterpartyName"
public static final String	COUNTRY	"Country"
public static final String	COUNTRY_CODE	"CountryCode"
public static final String	COUNTRY_OF_ADDRESS	"CountryOfAddress"
public static final String	COUNTRY_OF_RISK	"CountryOfRisk"
public static final String	CURVE_TYPE	"CurveType"
public static final String	DAILY	"Daily"
public static final String	DESK	"Desk"
public static final String	ES_97_5_LIMIT	"ES97.5Limit"
public static final String	HIERARCHY_LEVEL	"HierarchyLevel"
public static final String	HIERARCHY_LEVEL_1	"HierarchyLevel1"
public static final String	HIERARCHY_LEVEL_10	"HierarchyLevel10"
public static final String	HIERARCHY_LEVEL_11	"HierarchyLevel11"
public static final String	HIERARCHY_LEVEL_12	"HierarchyLevel12"
public static final String	HIERARCHY_LEVEL_13	"HierarchyLevel13"
public static final String	HIERARCHY_LEVEL_14	"HierarchyLevel14"
public static final String	HIERARCHY_LEVEL_15	"HierarchyLevel15"
public static final String	HIERARCHY_LEVEL_2	"HierarchyLevel2"
public static final String	HIERARCHY_LEVEL_3	"HierarchyLevel3"
public static final String	HIERARCHY_LEVEL_4	"HierarchyLevel4"
public static final String	HIERARCHY_LEVEL_5	"HierarchyLevel5"
public static final String	HIERARCHY_LEVEL_6	"HierarchyLevel6"
public static final String	HIERARCHY_LEVEL_7	"HierarchyLevel7"
public static final String	HIERARCHY_LEVEL_8	"HierarchyLevel8"
public static final String	HIERARCHY_LEVEL_9	"HierarchyLevel9"
public static final String	INDEX	"Index"
public static final String	INSTRUMENT_CLASS	"InstrumentClass"
public static final String	INSTRUMENT_SUB_TYPE	"InstrumentSubType"
public static final String	INSTRUMENT_TYPE	"InstrumentType"
public static final String	IS_FULL_REVAL	"IsFullReval"
public static final String	LATITUDE	"Latitude"
public static final String	LEGAL_ENTITY	"Legal Entity"
public static final int	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES	5
public static final String	LIQUIDITY_HORIZON	"Liquidity Horizon"
public static final String	LONGITUDE	"Longitude"
public static final String	MARKET_DATA_SET	"MarketDataSet"
public static final String	MATURITY	"Maturity"
public static final String	MATURITY_DATE	"MaturityDate"
public static final String	MATURITY_DATES	"MaturityDates"
public static final String	MATURITY_LABELS	"MaturityLabels"
public static final String	MONEYNESS_LABELS	"MoneynessLabels"
public static final String	NOMINAL	"Nominal"
public static final String	NOTIONAL	"Notional"
public static final String	NOTIONAL_CCY	"NotionalCcy"
public static final String	PARENT	"Parent"
public static final String	PLDRIVER	"PLDriver"
public static final String	PNL_DOMAIN	"PnL"
public static final String	PNL_VECTOR	"PnLVector"
public static final String	QUALIFIER	"Qualifier"
public static final String	QUANTILE	"Quantile"
public static final String	QUANTILE_NAME	"QuantileName"
public static final String	QUOTE	"Quote"
public static final String	RATE	"Rate"
public static final String	RATING	"Rating"
public static final String	REGION	"Region"
public static final String	RISK_CLASS	"RiskClass"
public static final String	RISK_FACTOR	"RiskFactor"
public static final String	RISK_FACTOR_2	"RiskFactor2"
public static final String	RISK_FACTOR_CCY	"RiskFactorCcy"
public static final String	RISK_FACTOR_ID	"RiskFactorId"
public static final String	RISK_FACTOR_ID_2	"RiskFactorId2"
public static final String	RISK_FACTOR_TYPE	"RiskFactorType"
public static final String	ROUNDING_METHOD	"Method"
public static final String	ROUNDING_METHOD_NAME	"MethodName"
public static final String	SALES	"Sales"
public static final String	SCENARIO	"Scenario"
public static final String	SCENARIO_SET	"Scenario Set"
public static final String	SECTOR	"Sector"
public static final String	SENSI_DOMAIN	"Sensi"
public static final String	SENSITIVITY_FIRST_ORDER_LADDER	"FirstOrderLadder"
public static final String	SENSITIVITY_HAS_LADDER	"HasLadder"
public static final String	SENSITIVITY_MATURITIES	"MaturityLabels"
public static final String	SENSITIVITY_MATURITY_DATES	"MaturityDates"
public static final String	SENSITIVITY_MONEYNESS	"Moneyness"
public static final String	SENSITIVITY_NAME	"SensitivityName"
public static final String	SENSITIVITY_SECOND_ORDER_LADDER	"SecondOrderLadder"
public static final String	SENSITIVITY_TENOR_DATES	"TenorDates"
public static final String	SENSITIVITY_TENORS	"TenorLabels"
public static final String	SENSITIVITY_VALUES	"Values"
public static final String	SHIFT_SCALE	"Scale"
public static final String	SHIFT_TYPE	"ShiftType"
public static final String	SUB_REGION	"SubRegion"
public static final String	TENOR	"Tenor"
public static final String	TENOR_DATES	"TenorDates"
public static final String	TENOR_INDICES	"TenorIndices"
public static final String	TENOR_LABELS	"TenorLabels"
public static final String	TENOR_NUMBER_OF_DAYS	"NumberOfDays"
public static final String	TENOR_SENSITIVITY_NAME	"SensitivityName"
public static final String	TENOR_SET	"TenorSet"
public static final String	TERM	"Term"
public static final String	TRADE_DATE	"TradeDate"
public static final String	TRADE_ID	"TradeId"
public static final String	TRADER	"Trader"
public static final String	TYPE	"Type"
public static final String	TYPES	"Types"
public static final String	VALUE	"Value"
public static final String	VALUE_CCY	"Ccy"
public static final String	VAR_99_LIMIT	"VaR99Limit"
public static final String	VAR_DOMAIN	"VaR"
public static final String	VAR_INCLUSION	"VaR inclusion type"

com.activeviam.risk.core.constants.StoreNames

Modifier and Type	Constant Field	Value
public static final String	BASE_STORE_NAME	"BaseStore"
public static final String	BOOK_HIERARCHY_STORE_NAME	"BookHierarchy"
public static final String	BOOK_PARENT_CHILD_STORE_NAME	"BookParentChild"
public static final String	BUCKET_STORE_NAME	"Buckets"
public static final String	COUNTERPARTY_HIERARCHY_STORE_NAME	"CounterpartyHierarchy"
public static final String	COUNTERPARTY_PARENT_CHILD_STORE_NAME	"CounterpartyParentChild"
public static final String	COUNTERPARTY_STORE_NAME	"Counterparties"
public static final String	COUNTRY_STORE_NAME	"Countries"
public static final String	DYNAMIC_MATURITY_STORE_NAME	"DynamicMaturities"
public static final String	DYNAMIC_MONEYNESS_STORE_NAME	"DynamicMoneyness"
public static final String	DYNAMIC_TENOR_STORE_NAME	"DynamicTenors"
public static final String	FX_RATE_STORE_NAME	"FXRates"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_NAME	"LegalEntityHierarchy"
public static final String	LEGAL_ENTITY_PARENT_CHILD_STORE_NAME	"LegalEntityParentChild"
public static final String	MARKET_DATA_SETS_STORE_NAME	"MarketDataSets"
public static final String	MARKET_DATA_STORE_NAME	"MarketData"
public static final String	MARKET_SHIFT_STORE_NAME	"MarketShifts"
public static final String	MATURITY_STORE_NAME	"Maturities"
public static final String	MONEYNESS_STORE_NAME	"Moneyness"
public static final String	PNL_BASE_STORE	"PnLBaseStore"
public static final String	PNL_STORE_NAME	"PnL"
public static final String	QUANTILES_STORE_NAME	"Quantiles"
public static final String	RISK_FACTORS_CATALOGUE	"RiskFactorsCatalogue"
public static final String	RISK_LIMIT_STORE_NAME	"RiskLimits"
public static final String	ROUNDING_VAR_STORE_NAME	"RoundingMethods"
public static final String	SCENARIO_STORE_NAME	"Scenarios"
public static final String	SENSI_BASE_STORE	"SensiBaseStore"
public static final String	SENSI_CASH_TOPIC_NAME	"Cash"
public static final String	SENSI_DELTA_TOPIC_NAME	"Delta"
public static final String	SENSI_GAMMA_TOPIC_NAME	"Gamma"
public static final String	SENSI_LADDER_STORE	"SensiLadders"
public static final String	SENSI_THETA_TOPIC_NAME	"Theta"
public static final String	SENSI_TRADE_STORE_NAME	"TradeSensitivities"
public static final String	SENSI_VANNA_TOPIC_NAME	"Vanna"
public static final String	SENSI_VEGA_TOPIC_NAME	"Vega"
public static final String	SENSI_VOLGA_TOPIC_NAME	"Volga"
public static final String	TENOR_STORE_NAME	"Tenors"
public static final String	TRADE_ATTRIBUTE_STORE_NAME	"TradeAttributes"
public static final String	TRADE_PNL_STORE_NAME	"TradePnLs"

com.activeviam.risk.core.context.IDynamicMaturitySets

Modifier and Type	Constant Field	Value
public static final String	SEPARATOR	","

com.activeviam.risk.core.context.IDynamicMoneynessSets

Modifier and Type	Constant Field	Value
public static final String	SEPARATOR	","

com.activeviam.risk.core.context.IDynamicTenorSets

Modifier and Type	Constant Field	Value
public static final String	SEPARATOR	","

com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"DayToDayDifference"

com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"DynamicMaturitySet"

com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"DynamicMoneynessSet"

com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"DynamicTenorSet"

com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"enableMDStringDebug"

com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ESConfidenceLevel"

com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ETGConfidenceLevel"

com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"PercentileBuckets"

com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"PnLEnd"

com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"PnLStart"

com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"referenceCurrency"

com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_LEVEL	"Enterprise"

com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"ReferenceLevel"
public static final String	REFERENCE_LEVELS_LIST_PROPERTY	"reference-levels.list"

com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"VaEConfidenceLevel"

com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"VaRConfidenceLevel"

com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"VaRTimePeriod"

com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

Modifier and Type	Constant Field	Value
public static final String	KEY	"WeightedVaRLambda"

com.activeviam.risk.core.dates.IMaturityConverterAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"maturityConverter"

com.activeviam.risk.core.dates.ITenorUtilAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"tenorUtil"

com.activeviam.risk.core.format.impl.DoubleArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"DOUBLE_ARRAY"

com.activeviam.risk.core.format.impl.IntegerArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"INTEGER_ARRAY"

com.activeviam.risk.core.format.impl.ObjectArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_TYPE	"OBJECT_ARRAY"

com.activeviam.risk.core.format.impl.StringArrayFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ArrayFormatter"

com.activeviam.risk.core.format.impl.UTCTimestampFormatter

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"UTCTimestampFormatter"

com.activeviam.risk.core.ordering.BucketComparator

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"BUCKET_COMPARATOR"

com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor<T>

Modifier and Type	Constant Field	Value
public static final String	DATE_INFO	"DateInfo"
public static final String	DATE_STORE	"DateStore"
public static final String	DEFAULT_MAX_FALLBACK_DAYS	"7"
public static final String	MAX_FALLBACK_DAYS	"MaxFallbackDays"
public static final String	PREFERRED_CURRENCY_PROPERTY	"preferredCurrency"

com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

Modifier and Type	Constant Field	Value
public static final String	MARKET_DATA_SET	"MARKET_DATA_SET"
public static final String	PLUGIN_KEY	"FXMarketShiftPostProcessor"

com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXPostProcessor"

com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

Modifier and Type	Constant Field	Value
public static final String	KEY_LEAF_LEVELS	"KEY_LEAF_LEVELS"
public static final String	PLUGIN_KEY	"FXRatePostProcessor"
public static final String	PREFERRED_CURRENCY_PROPERTY	"preferredCurrency"

com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"FXVectorPostProcessor"

com.activeviam.risk.core.postprocessor.impl.AESPostProcessor<OutputType>

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"

com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor<OutputType>

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"

com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor<T>

Modifier and Type	Constant Field	Value
public static final String	BUCKET_TYPES	"BUCKET_TYPES"
public static final String	DATE_INFO	"DateInfo"
public static final String	DEBUG_ID	"DEBUG_ID"
public static final String	INTERPOLATION_FLAG	"interpolation"
public static final String	KEY_LEAF_LEVELS	"KEY_LEAF_LEVELS"
public static final String	MARKET_DATA_STORE_NAME	"MARKET_DATA_STORE_NAME"
public static final String	SENSITIVITY_NAME_PROPERTY	"SensitivityName"
public static final String	TYPE_OF_MARKET_DATA	"typeOfMarketData"

com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor<T>

Modifier and Type	Constant Field	Value
public static final String	BUCKET_TYPES	"BucketType"
public static final String	IDENTIFIER	"IDENTIFIER"
public static final String	SCENARIO_LEVEL	"scenarioLevel"
public static final String	SENSITIVITY_ORDER	"SensitivityOrder"

com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"AppendD2DDiffPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ApplyShiftPostProcessor"

com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

Modifier and Type	Constant Field	Value
public static final String	DATE_LEVELS	"DATE_LEVELS"

com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor<O>

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"AsOfDateNeighbourValuePostProcessor"
public static final String	USE_D2D_PROPERTY	"use-d2d"

com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand<LeafType,OutputType>

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE_PROPERTY	"asOfDateLevel"
public static final String	BUCKET_TYPES	"BUCKET_TYPES"
public static final String	LABELS_PROPERTY	"tenorLabels"
public static final String	LADDER_INPUT_PROPERTY	"LADDER_INPUT"
public static final String	PLUGIN_KEY	"ABSTRACT_TENOR_MATURITY_MONEYNESS_EXPAND"
public static final String	RISK_CLASS_PROPERTY	"riskClassLevel"
public static final String	SENSITIVITY_NAME_LEVEL	"SENSITIVITY_NAME_LEVEL"

com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor<OutputType>

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"

com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor<OutputType>

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"

com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"CONSTANT_ZERO"

com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"DYNAMIC_TENORS_AND_MATURITIES"
public static final String	SENSITIVITY_NAME_LEVEL	"SENSITIVITY_NAME_LEVEL"
public static final String	TENOR_AND_MATURITY_DEFAULT_VALUE	"TENOR_AND_MATURITY_DEFAULT_VALUE"

com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ESIndicesProcessor"

com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ESPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ETGIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ETGPostProcessor"

com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"IncrementalESPostProcessor"

com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"IncrementalETGPostProcessor"

com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"IncrementalVaEPostProcessor"

com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"IncrementalVaRPostProcessor"

com.activeviam.risk.core.postprocessor.impl.LadderDisplay

Modifier and Type	Constant Field	Value
public static final String	LADDER_SHIFT_LEVEL	"LADDER_SHIFT_LEVEL"
public static final String	PLUGIN_KEY	"SELECT_LADDER"

com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

Modifier and Type	Constant Field	Value
public static final String	IDENTIFIER	"IDENTIFIER"
public static final String	PLUGIN_KEY	"MARKETDATA_DEBUG_STRING_POSTPROCESSOR"
public static final String	UNBOXING_NEEDED	"UNBOXING_NEEDED"

com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"MARKETDATA_POSTPROCESSOR"
public static final String	SENSITIVITY_NAME_LEVEL	"SENSITIVITY_NAME_LEVEL"

com.activeviam.risk.core.postprocessor.impl.NotionalPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"Notional"

com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ParametricVaEPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ParametricVaRPostProcessor"

com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

Modifier and Type	Constant Field	Value
public static final String	ACCUMULATE	"ACCUMULATE"
public static final String	PLUGIN_KEY	"PnLDistributionPostProcessor"

com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PNL_EXPLAIN_POSTPROCESSOR_CROSS"

com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PNL_EXPLAIN_POSTPROCESSOR"

com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	FORMATTER_PATTERN	"formatterPattern"
public static final String	PLUGIN_KEY	"PnLValuesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PnlVectorFromCrossRiskSensiPostProcessor"

com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"PnlVectorFromRiskSensiPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ReferenceLevelLocationShift"

com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor<OutputType>

Modifier and Type	Constant Field	Value
public static final String	FILTERING_MEMBERS	"membersToFilterFor"
public static final String	LEVELS_PROPERTY	"leafLevels"
public static final String	PLUGIN_KEY	"REGEXP_FILTERING"

com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RelativePnLExplain"

com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"REMOVE_DIFF_AGG"

com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PILLARS_LEVELS	"PILLARS_LEVELS"
public static final String	PLUGIN_KEY	"SCALAR_MARKET_DATA"

com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SCALAR_PNL_EXPLAIN_CROSS_POSTPROCESSOR"

com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SCALAR_PNL_EXPLAIN_POSTPROCESSOR"

com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ScalarPnlVectorFromCrossRiskSensiPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

Modifier and Type	Constant Field	Value
public static final String	DATE_LEVELS	"DATE_LEVELS"
public static final String	PLUGIN_KEY	"ScalarPnlVectorFromRiskSensiPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ScalarVaRPostProcessor"

com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE_LEVEL_PROPERTY	"asOfDateLevel"
public static final String	PLUGIN_KEY	"ScenarioNamePostProcessor"
public static final String	SCENARIO_AS_OF_DATE	"SCENARIO_AS_OF_DATE"
public static final String	SCENARIO_INDEX	"SCENARIO_INDEX"
public static final String	SCENARIO_SCENARIO	"SCENARIO_SCENARIO"
public static final String	SCENARIO_SCENARIO_SET	"SCENARIO_SCENARIO_SET"
public static final String	SCENARIO_SET_LEVEL_PROPERTY	"scenarioSetLevel"
public static final String	SCENARIO_STORE_NAME	"SCENARIO_STORE_NAME"

com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE_PROPERTY	"asOfDate"
public static final String	INDEX	"INDEX"
public static final String	PLUGIN_KEY	"SCENARIOS_EXPAND"
public static final String	SCENARIO_PROPERTY	"scenario"
public static final String	SCENARIO_SET_PROPERTY	"scenarioSet"
public static final String	SCENARIO_STORE_NAME	"SCENARIO_STORE_NAME"

com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE_LEVEL	"AS_OF_DATE_LEVEL"
public static final String	LADDER_SHIFT_LEVEL	"LADDER_SHIFT_LEVEL"
public static final String	PLUGIN_KEY	"LADDER_SHIFT_SELECTION"
public static final String	RISK_CLASS_LEVEL	"RISK_CLASS_LEVEL"

com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SubVectorPostProcessor"

com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SumVectorPostProcessor"

com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

Modifier and Type	Constant Field	Value
public static final String	BUCKET_TYPE	"BUCKET_TYPE"
public static final String	PLUGIN_KEY	"TENOR_EXPAND_DEBUG_STRING"
public static final String	SENSITIVITY_NAME_LEVEL	"SENSITIVITY_NAME_LEVEL"

com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"TENOR_MATURITY_MONEYNESS_EXPAND"

com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"TENOR_MATURITY_MONEYNESS_LADDER_EXPAND"

com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

Modifier and Type	Constant Field	Value
public static final String	BUCKET_TYPES	"BUCKET_TYPES"
public static final String	LABELS_PROPERTY	"tenorLabels"
public static final String	PLUGIN_KEY	"TENOR_MATURITY_MONEYNESS_DEBUG_STRING_EXPAND"
public static final String	SENSITIVITY_NAME_LEVEL	"SENSITIVITY_NAME_LEVEL"

com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

Modifier and Type	Constant Field	Value
public static final String	CLEAR_FILTER	"clearFilter"
public static final String	EXCLUDE	"exclude"
public static final String	NULL_AT_TOP	"nullAtTop"
public static final String	PLUGIN_KEY	"TopPostProcessor"

com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"SELECT_SENSI"

com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VaEIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VaEPostProcessor"

com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VaRIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VaRPostProcessor"

com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VaRSubVectorPostProcessor"

com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"VECTOR_AGG"

com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

Modifier and Type	Constant Field	Value
public static final String	METRIC	"METRIC"
public static final String	PLUGIN_KEY	"VECTOR_METRICS"

com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WeightedESIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"
public static final String	PLUGIN_KEY	"WeightedESPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WeightedETGIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"
public static final String	PLUGIN_KEY	"WeightedETGPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WeightedVaEIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"
public static final String	PLUGIN_KEY	"WeightedVaEPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"WeightedVaRIndicesPostProcessor"

com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

Modifier and Type	Constant Field	Value
public static final String	FIXED_CONFIDENCE_LEVEL_PROPERTY	"confidenceLevel"
public static final String	PLUGIN_KEY	"WeightedVaRPostProcessor"

com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE_LEVEL_PROPERTY	"asOfDateLevel"
public static final String	LIMIT_FIELD_PROPERTY	"limitField"
public static final String	LIMIT_LEVEL_PROPERTY	"limitLevel"
public static final String	MARKET_DATA_SET_LEVEL_PROPERTY	"marketDataSetLevel"
public static final String	PLUGIN_KEY	"LimitsPostProcessor"

com.activeviam.risk.core.postprocessor.limits.impl.LimitsStatusPostProcessor

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"LimitsStatusPostProcessor"

com.activeviam.risk.core.services.ICustomParametersAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"CustomParameters"

com.activeviam.risk.core.services.IFXRatesAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"FxRates"

com.activeviam.risk.core.services.IInputSelectorAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"InputSelector"

com.activeviam.risk.core.services.IMarketDataRetrievalServiceAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"MarketDataRetrievalService"

com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"PnLExplainFormulaProvider"

com.activeviam.risk.core.services.ISpringEnvAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"Env"

com.activeviam.risk.core.services.ITenorAndMaturityDefaultValueAware

Modifier and Type	Constant Field	Value
public static final String	PROPERTY_NAME	"tenorAndMaturityDefaultValue"

com.activeviam.risk.core.utils.BucketConstants

Modifier and Type	Constant Field	Value
public static final String	MONEYNESS_DEFAULT_VALUE	"moneyness.defaultValue"
public static final String	TENOR_AND_MATURITY_DEFAULT_VALUE	"tenorAndMaturity.defaultValue"

com.activeviam.risk.core.utils.BucketingUtils

Modifier and Type	Constant Field	Value
public static final String	ALTERNATE_LEVEL	"Alternate"
public static final String	PRIMARY_LEVEL	"Primary"

com.activeviam.risk.core.utils.InputSelector

Modifier and Type	Constant Field	Value
public static final String	FIRST_ORDER	"first"
public static final String	FORMULA_INPUT	"formula.input."
public static final String	FORMULA_LADDER_ORDER	"formula.order."
public static final String	SECOND_ORDER	"second"
public static final String	SENSI_TYPE	"sensi.type."

com.activeviam.risk.core.utils.MarketDataDates

Modifier and Type	Constant Field	Value
public static final String	ALL_DATE	"all dates"
public static final String	CURRENT_DATE	"current"
public static final String	NEXT_DATE	"next"
public static final String	PREVIOUS_D2D_DATE	"previous-d2d"
public static final String	PREVIOUS_DATE	"previous"

com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Modifier and Type	Constant Field	Value
public static final String	ABSOLUTE	"Absolute"
public static final String	DHS	"DHS"
public static final String	FX_RELATIVE	"FXRelative"
public static final String	RELATIVE	"Relative"

com.activeviam.risk.core.utils.PostProcessorUtils

Modifier and Type	Constant Field	Value
public static final String	FORMULA_RULE	"formula.rule."

com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Modifier and Type	Constant Field	Value
protected static final String	ALLMember	"[AllMember]"
protected static final String	EPOCH	"epoch"
protected static final String	EPOCH_ID	"epoch.id"
protected static final String	MEMBER_SEPARATOR	"\\."

com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

Modifier and Type	Constant Field	Value
protected static final String	DATE_PATTERN	"yyyy-MM-dd"
protected static final long	DEFAULT_QUERY_TIMEOUT	30000L

com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

Modifier and Type	Constant Field	Value
public static final String	APP_ENV_PROPS_FILE_PATH_SYSPROP	"app.env.properties.file.path"
public static final String	BOOKMARK_PROPERTIES_FILE	"risk.bookmark.properties"
public static final String	CONTENT_SERVER_BOOKMARKS_DEFAULT_OWNERS_PROP	"contentServer.bookmarks.default-owners"
public static final String	CONTENT_SERVER_BOOKMARKS_DEFAULT_READERS_PROP	"contentServer.bookmarks.default-readers"
public static final String	CONTENT_SERVER_URL	"contentServer.url"
public static final String	DEFAULT_APP_ENV_PROPS_FILE_PATH	"classpath:risk.properties"
public static final String	DEFAULT_HIBERNATE_ENV_PROPS_FILE_PATH	"classpath:hibernate.properties"
public static final String	EXPORT_BOOKMARKS_TO_FILE	"contentServer.bookmarks.export-to-file"
public static final String	EXPORT_BOOKMARKS_TO_FOLDER	"contentServer.bookmarks.export-to-folder"
public static final String	EXPORT_FOLDER	"contentServer.bookmarks.export-folder-name"
public static final String	HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP	"hibernate.env.properties.file.path"

com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_CSV_BUFFER_SIZE	"1024"
public static final String	DEFAULT_CSV_LINES_TO_SKIP	"1"
public static final String	DEFAULT_CSV_PARSER_THREADS	"4"
public static final String	DEFAULT_CSV_SEPARATOR	","

com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig

Modifier and Type	Constant Field	Value
public static final String	COOKIE_NAME	"AM_JSESSIONID"

com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

Modifier and Type	Constant Field	Value
public static final String	BOOKING_DIMENSION	"Booking"
public static final String	TRADES_HIERARCHY	"Trades"

com.activeviam.risk.ref.cfg.impl.InitialMonitorLoadingCondition

Modifier and Type	Constant Field	Value
public static final String	LOADING_PROPERTY	"sandbox.dataLoad.sentinel"

com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

Modifier and Type	Constant Field	Value
public static final String	LOADING_PROPERTY	"sandbox.dataLoad.repository"

com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

Modifier and Type	Constant Field	Value
public static final String	CALCULATED_MEMBER_ROLE_PROPERTY	"contentServer.security.calculatedMemberRole"
public static final String	CONNECTION_URL_PROPERTY	"hibernate.connection.url"
public static final String	CREATE_DB_FILE_ON_RESET_PROPERTY	"hibernate.dbfile.create-on-reset"
public static final String	DB_FILE_NAME_PROPERTY	"hibernate.dbfile.name"
public static final String	DB_FILE_VARIABLE	"%{dbfile}"
public static final String	FILE_PROTOCOL	"file:"
public static final String	H2_FILE_EXTENSION	".mv.db"
public static final String	HIBERNATE_PROPERTIES_FILE	"hibernate.properties"
public static final String	IN_MEMORY_IMPL	"mem:content_service"
public static final String	KPI_ROLE_PROPERTY	"contentServer.security.kpiRole"
public static final String	SPRING_PROFILE	"local-content"

com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

Modifier and Type	Constant Field	Value
public static final String	DAILY	"Daily"
public static final String	LIFETIME	"Lifetime"
public static final String	MONTHLY	"Monthly"
public static final String	YEARLY	"Yearly"

com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

Modifier and Type	Constant Field	Value
public static final String	APP_ROLE__PUSH_CM_TO_CS	"ROLE_PUSH_CM_TO_CS"
public static final String	APP_ROLE__PUSH_KPI_TO_CS	"ROLE_PUSH_KPI_TO_CS"
public static final String	REMOTE_API_URL_PROPERTY	"contentServer.remote.api.uri"
public static final String	REMOTE_PREFIX_PROPERTY	"contentServer.prefix"
public static final String	SPRING_PROFILE	"remote-content"

com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

Modifier and Type	Constant Field	Value
public static final String	INJECTION_ERROR	"Bad plugin injection"

com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

Modifier and Type	Constant Field	Value
public static final String	PRIVATE	"private"
public static final String	PRODUCTION	"production"

com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

Modifier and Type	Constant Field	Value
public static final String	LTD_PNL_FX	"LTD PnL"
public static final String	LTD_PNL_NATIVE	"LTD PnL Native"
public static final String	MTD_PNL_FX	"MTD PnL"
public static final String	MTD_PNL_NATIVE	"MTD PnL Native"
public static final String	PNL_FOLDER	"PnL Values"
public static final String	YTD_PNL_FX	"YTD PnL"
public static final String	YTD_PNL_NATIVE	"YTD PnL Native"

com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	PNL__ACTUAL_DAILY	"Daily"
public static final String	PNL__DOMAIN_1	"PnL"
public static final String	PNL__RISK_CLASS	"RiskClass"
public static final String	PNL__RISK_FACTOR	"RiskFactor"
public static final String	PNL__TRADE_ID	"TradeId"
public static final String	PNL_STORE_NAME	"PnL"
public static final String	RISK_FACTORS	"RiskFactorsCatalogue"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"

com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	PNL__DOMAIN_1	"PnL"
public static final String	PNL__RISK_CLASS	"RiskClass"
public static final String	PNL__RISK_FACTOR	"RiskFactor"
public static final String	PNL__TRADE_ID	"TradeId"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"

com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	DYN_MATURITIES	"DynamicMaturities"
public static final String	DYN_MONEYNESS	"DynamicMoneyness"
public static final String	DYN_TENORS	"DynamicTenors"
public static final String	MATURITIES	"Maturities"
public static final String	MONEYNESS	"Moneyness"
public static final String	RISK_FACTORS	"RiskFactorsCatalogue"
public static final String	SENSI__DOMAIN_1	"Sensi"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"
public static final String	TENOR_SET_DEFAULT	"DEFAULT"
public static final String	TENORS	"Tenors"
public static final String	TRADE_ATTRIBUTES__TRADE_ID	"TradeId"
public static final String	TRADE_ATTRIBUTES_STORE_NAME	"TradeAttributes"
public static final String	TRADE_STORE	"TradeSensitivities"

com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	BOOK_HIERARCHY__BOOK	"Book"
public static final String	BOOK_HIERARCHY__DESK	"Desk"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_1	"BookHierarchyLevel1"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_10	"BookHierarchyLevel10"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_11	"BookHierarchyLevel11"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_12	"BookHierarchyLevel12"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_13	"BookHierarchyLevel13"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_14	"BookHierarchyLevel14"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_15	"BookHierarchyLevel15"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_2	"BookHierarchyLevel2"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_3	"BookHierarchyLevel3"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_4	"BookHierarchyLevel4"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_5	"BookHierarchyLevel5"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_6	"BookHierarchyLevel6"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_7	"BookHierarchyLevel7"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_8	"BookHierarchyLevel8"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_9	"BookHierarchyLevel9"
public static final String	COUNTERPARTY__COUNTERPARTY_NAME	"CounterpartyName"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1	"CounterpartyHierarchyLevel1"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10	"CounterpartyHierarchyLevel10"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2	"CounterpartyHierarchyLevel2"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3	"CounterpartyHierarchyLevel3"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4	"CounterpartyHierarchyLevel4"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5	"CounterpartyHierarchyLevel5"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6	"CounterpartyHierarchyLevel6"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7	"CounterpartyHierarchyLevel7"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8	"CounterpartyHierarchyLevel8"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9	"CounterpartyHierarchyLevel9"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1	"Legal EntityHierarchyLevel1"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2	"Legal EntityHierarchyLevel2"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3	"Legal EntityHierarchyLevel3"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4	"Legal EntityHierarchyLevel4"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5	"Legal EntityHierarchyLevel5"
public static final String	LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY	"Legal Entity"
public static final String	SENSI__DOMAIN_1	"Sensi"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"

com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	BOOK_HIERARCHY__BOOK	"Book"
public static final String	BOOK_HIERARCHY__CATEGORY	"Category"
public static final String	BOOK_HIERARCHY__DESK	"Desk"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_1	"BookHierarchyLevel1"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_10	"BookHierarchyLevel10"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_11	"BookHierarchyLevel11"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_12	"BookHierarchyLevel12"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_13	"BookHierarchyLevel13"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_14	"BookHierarchyLevel14"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_15	"BookHierarchyLevel15"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_2	"BookHierarchyLevel2"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_3	"BookHierarchyLevel3"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_4	"BookHierarchyLevel4"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_5	"BookHierarchyLevel5"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_6	"BookHierarchyLevel6"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_7	"BookHierarchyLevel7"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_8	"BookHierarchyLevel8"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_9	"BookHierarchyLevel9"
public static final String	BOOK_HIERARCHY_STORE_NAME	"BookHierarchy"
public static final String	COUNTERPARTY__COUNTERPARTY_NAME	"CounterpartyName"
public static final String	COUNTERPARTY__COUNTRY_OF_ADDRESS	"CountryOfAddress"
public static final String	COUNTERPARTY__COUNTRY_OF_RISK	"CountryOfRisk"
public static final String	COUNTERPARTY__RATING	"Rating"
public static final String	COUNTERPARTY__SECTOR	"Sector"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1	"CounterpartyHierarchyLevel1"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10	"CounterpartyHierarchyLevel10"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2	"CounterpartyHierarchyLevel2"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3	"CounterpartyHierarchyLevel3"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4	"CounterpartyHierarchyLevel4"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5	"CounterpartyHierarchyLevel5"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6	"CounterpartyHierarchyLevel6"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7	"CounterpartyHierarchyLevel7"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8	"CounterpartyHierarchyLevel8"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9	"CounterpartyHierarchyLevel9"
public static final String	COUNTERPARTY_HIERARCHY_STORE_NAME	"CounterpartyHierarchy"
public static final String	COUNTERPARTY_STORE_NAME	"Counterparties"
public static final String	COUNTERPARTY_TO_COUNTRY_ADDRESS	"CounterpartyToCountryAddress"
public static final String	COUNTRY__COUNTRY	"Country"
public static final String	COUNTRY__COUNTRY_CODE	"CountryCode"
public static final String	COUNTRY__LATITUDE	"Latitude"
public static final String	COUNTRY__LONGITUDE	"Longitude"
public static final String	COUNTRY__REGION	"Region"
public static final String	COUNTRY__SUB_REGION	"SubRegion"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1	"Legal EntityHierarchyLevel1"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2	"Legal EntityHierarchyLevel2"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3	"Legal EntityHierarchyLevel3"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4	"Legal EntityHierarchyLevel4"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5	"Legal EntityHierarchyLevel5"
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_NAME	"LegalEntityHierarchy"
public static final String	SENSI_SCHEMA_SELECTION_DESCRIPTION	"sensiSchemaSelectionDescription"
public static final String	TRADE_ATTRIBUTES__BOOK	"Book"
public static final String	TRADE_ATTRIBUTES__COUNTERPARTY_ID	"CounterpartyId"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_CLASS	"InstrumentClass"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE	"InstrumentSubType"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_TYPE	"InstrumentType"
public static final String	TRADE_ATTRIBUTES__LEGAL_ENTITY	"Legal Entity"
public static final String	TRADE_ATTRIBUTES__MATURITY_DATE	"MaturityDate"
public static final String	TRADE_ATTRIBUTES__NOTIONAL	"Notional"
public static final String	TRADE_ATTRIBUTES__NOTIONAL_CCY	"NotionalCcy"
public static final String	TRADE_ATTRIBUTES__SALES	"Sales"
public static final String	TRADE_ATTRIBUTES__TRADE_DATE	"TradeDate"
public static final String	TRADE_ATTRIBUTES__TRADER	"Trader"
public static final String	TRADE_ATTRIBUTES_STORE_NAME	"TradeAttributes"

com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"AsOfDate"
public static final String	BOOK_HIERARCHY__BOOK	"Book"
public static final String	BOOK_HIERARCHY__CATEGORY	"Category"
public static final String	BOOK_HIERARCHY__DESK	"Desk"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_1	"BookHierarchyLevel1"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_10	"BookHierarchyLevel10"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_11	"BookHierarchyLevel11"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_12	"BookHierarchyLevel12"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_13	"BookHierarchyLevel13"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_14	"BookHierarchyLevel14"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_15	"BookHierarchyLevel15"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_2	"BookHierarchyLevel2"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_3	"BookHierarchyLevel3"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_4	"BookHierarchyLevel4"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_5	"BookHierarchyLevel5"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_6	"BookHierarchyLevel6"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_7	"BookHierarchyLevel7"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_8	"BookHierarchyLevel8"
public static final String	BOOK_HIERARCHY__HIERARCHY_LEVEL_9	"BookHierarchyLevel9"
public static final int	BOOK_HIERARCHY_STORE_HIERARCHIES	15
public static final String	BOOK_HIERARCHY_STORE_NAME	"BookHierarchy"
public static final String	BOOK_PARENT_CHILD__CATEGORY	"Category"
public static final String	BOOK_PARENT_CHILD__CHILD	"Child"
public static final String	BOOK_PARENT_CHILD__DESK	"Desk"
public static final String	BOOK_PARENT_CHILD__PARENT	"Parent"
public static final String	BOOK_PARENT_CHILD_STORE_NAME	"BookParentChild"
public static final String	BUCKET_BUCKETS	"Buckets"
public static final String	BUCKET_STORE_NAME	"Buckets"
public static final String	COUNTERPARTY__COUNTERPARTY_ID	"CounterpartyId"
public static final String	COUNTERPARTY__COUNTERPARTY_NAME	"CounterpartyName"
public static final String	COUNTERPARTY__COUNTRY_OF_ADDRESS	"CountryOfAddress"
public static final String	COUNTERPARTY__COUNTRY_OF_RISK	"CountryOfRisk"
public static final String	COUNTERPARTY__RATING	"Rating"
public static final String	COUNTERPARTY__SECTOR	"Sector"
public static final String	COUNTERPARTY_HIERARCHY__COUNTERPARTY_ID	"CounterpartyId"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1	"CounterpartyHierarchyLevel1"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10	"CounterpartyHierarchyLevel10"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2	"CounterpartyHierarchyLevel2"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3	"CounterpartyHierarchyLevel3"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4	"CounterpartyHierarchyLevel4"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5	"CounterpartyHierarchyLevel5"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6	"CounterpartyHierarchyLevel6"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7	"CounterpartyHierarchyLevel7"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8	"CounterpartyHierarchyLevel8"
public static final String	COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9	"CounterpartyHierarchyLevel9"
public static final int	COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES	10
public static final String	COUNTERPARTY_HIERARCHY_STORE_NAME	"CounterpartyHierarchy"
public static final String	COUNTERPARTY_PARENT_CHILD__CHILD	"Child"
public static final String	COUNTERPARTY_PARENT_CHILD__PARENT	"Parent"
public static final String	COUNTERPARTY_PARENT_CHILD_STORE_NAME	"CounterpartyParentChild"
public static final String	COUNTERPARTY_STORE_NAME	"Counterparties"
public static final String	COUNTERPARTY_TO_COUNTRY_ADDRESS	"CounterpartyToCountryAddress"
public static final String	COUNTERPARTY_TO_COUNTRY_RISK	"CounterpartyToCountryRisk"
public static final String	COUNTRY__COUNTRY	"Country"
public static final String	COUNTRY__COUNTRY_CODE	"CountryCode"
public static final String	COUNTRY__LATITUDE	"Latitude"
public static final String	COUNTRY__LONGITUDE	"Longitude"
public static final String	COUNTRY__REGION	"Region"
public static final String	COUNTRY__SUB_REGION	"SubRegion"
public static final String	COUNTRY_STORE_NAME	"Countries"
public static final String	DATE_FIELD_FORMAT	"DATE[yyyy-MM-dd]"
public static final String	FX_RATE__BASE_CCY	"BaseCcy"
public static final String	FX_RATE__COUNTER_CCY	"CounterCcy"
public static final String	FX_RATE__RATE	"Rate"
public static final String	FX_RATE__RISK_FACTOR_ID	"RiskFactorId"
public static final String	FX_RATE__TERM	"Term"
public static final String	FX_RATE_STORE_NAME	"FXRates"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1	"Legal EntityHierarchyLevel1"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2	"Legal EntityHierarchyLevel2"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3	"Legal EntityHierarchyLevel3"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4	"Legal EntityHierarchyLevel4"
public static final String	LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5	"Legal EntityHierarchyLevel5"
public static final String	LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY	"Legal Entity"
public static final int	LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES	5
public static final String	LEGAL_ENTITY_HIERARCHY_STORE_NAME	"LegalEntityHierarchy"
public static final String	LEGAL_ENTITY_PARENT_CHILD__CHILD	"Child"
public static final String	LEGAL_ENTITY_PARENT_CHILD__PARENT	"Parent"
public static final String	LEGAL_ENTITY_PARENT_CHILD_STORE_NAME	"LegalEntityParentChild"
public static final String	QUANTILES__QUANTILE	"Quantile"
public static final String	QUANTILES__QUANTILE_NAME	"QuantileName"
public static final String	QUANTILES_STORE_NAME	"Quantiles"
public static final String	RISK_FACTORS	"RiskFactorsCatalogue"
public static final String	RISK_FACTORS__CURVE_TYPE	"CurveType"
public static final String	RISK_FACTORS__QUALIFIER	"Qualifier"
public static final String	RISK_FACTORS__RISK_CLASS	"RiskClass"
public static final String	RISK_FACTORS__RISK_FACTOR_CCY	"RiskFactorCcy"
public static final String	RISK_FACTORS__RISK_FACTOR_ID	"RiskFactorId"
public static final String	RISK_FACTORS__RISK_FACTOR_TYPE	"RiskFactorType"
public static final String	RISK_LIMIT__BOOK	"Book"
public static final String	RISK_LIMIT__CCY	"Ccy"
public static final String	RISK_LIMIT__ES_97_5_LIMIT	"ES97.5Limit"
public static final String	RISK_LIMIT__VAR_99_LIMIT	"VaR99Limit"
public static final String	RISK_LIMIT_STORE_NAME	"RiskLimits"
public static final String	ROUNDING__ROUNDING__METHOD	"Method"
public static final String	ROUNDING__ROUNDING_METHOD_NAME	"MethodName"
public static final String	ROUNDING_METHODS_STORE_NAME	"RoundingMethods"
public static final String	SCENARIO__INDEX	"Index"
public static final String	SCENARIO__SCENARIO	"Scenario"
public static final String	SCENARIO__SCENARIO_SET	"Scenario Set"
public static final String	SCENARIO_STORE_NAME	"Scenarios"
public static final String	STORE_DATE_FIELD_FORMAT	"LOCALDATE[yyyy-MM-dd]"
public static final String	TRADE_ATTRIBUTES__BOOK	"Book"
public static final String	TRADE_ATTRIBUTES__COUNTERPARTY_ID	"CounterpartyId"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_CLASS	"InstrumentClass"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE	"InstrumentSubType"
public static final String	TRADE_ATTRIBUTES__INSTRUMENT_TYPE	"InstrumentType"
public static final String	TRADE_ATTRIBUTES__LEGAL_ENTITY	"Legal Entity"
public static final String	TRADE_ATTRIBUTES__MATURITY_DATE	"MaturityDate"
public static final String	TRADE_ATTRIBUTES__NOTIONAL	"Notional"
public static final String	TRADE_ATTRIBUTES__NOTIONAL_CCY	"NotionalCcy"
public static final String	TRADE_ATTRIBUTES__SALES	"Sales"
public static final String	TRADE_ATTRIBUTES__TRADE_DATE	"TradeDate"
public static final String	TRADE_ATTRIBUTES__TRADE_ID	"TradeId"
public static final String	TRADE_ATTRIBUTES__TRADER	"Trader"
public static final String	TRADE_ATTRIBUTES__VAR_INCLUSION	"VaR inclusion type"
public static final String	TRADE_ATTRIBUTES_STORE_NAME	"TradeAttributes"
public static final String	TRADE_PNL__CALCULATION_ID	"CalculationId"
public static final String	TRADE_PNL__CCY	"Ccy"
public static final String	TRADE_PNL__DOMAIN_1	"VaR"
public static final String	TRADE_PNL__LIQUIDITY_HORIZON	"Liquidity Horizon"
public static final String	TRADE_PNL__PNL_VECTOR	"PnLVector"
public static final String	TRADE_PNL__RISK_CLASS	"RiskClass"
public static final String	TRADE_PNL__RISK_FACTOR	"RiskFactor"
public static final String	TRADE_PNL__SCENARIO_SET	"Scenario Set"
public static final String	TRADE_PNL__SENSITIVITY_NAME	"SensitivityName"
public static final String	TRADE_PNL__TRADE_ID	"TradeId"
public static final String	TRADE_PNL_STORE_NAME	"TradePnLs"

com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

Modifier and Type	Constant Field	Value
public static final String	FX_RATE__BASE_CCY	"BaseCcy"
public static final String	FX_RATE__COUNTER_CCY	"CounterCcy"
public static final String	FX_RATE__RATE	"Rate"
public static final String	FX_RATE__TERM	"Term"
public static final String	QUANTILES__QUANTILE	"Quantile"
public static final String	QUANTILES__QUANTILE_NAME	"QuantileName"
public static final String	QUANTILES_STORE_NAME	"Quantiles"
public static final String	ROUNDING__ROUNDING__METHOD	"Method"
public static final String	ROUNDING__ROUNDING_METHOD_NAME	"MethodName"
public static final String	ROUNDING_METHODS_STORE_NAME	"RoundingMethods"

com.activeviam.risk.ref.constants.RiskProperties

Modifier and Type	Constant Field	Value
public static final String	BOOK_PARENT_CHILD_FILE_PATTERN	"bookParentChildFilePattern"
public static final String	BUCKETS_FILE_PATTERN	"bucketsFilePattern"
public static final String	COUNTERPARTIES_FILE_PATTERN	"counterpartiesFilePattern"
public static final String	COUNTERPARTY_PARENT_CHILD_FILE_PATTERN	"counterpartyParentChildFilePattern"
public static final String	COUNTRIES_FILE_PATTERN	"countriesFilePattern"
public static final String	CSV_AGGREGATED_IMPORT_DATASET	"csvSource.dataset.import.aggregated"
public static final String	CSV_BUFFER_SIZE	"csvSource.bufferSize"
public static final String	CSV_DATASET	"csvSource.dataset"
public static final String	CSV_LINES_TO_SKIP	"csvSource.linesToSkip"
public static final String	CSV_PARSER_THREADS	"csvSource.parserThreads"
public static final String	CSV_POLLING_DELAY	"csvSource.pollingDelay"
public static final String	CSV_SEPARATOR	"csvSource.separator"
public static final String	CSV_STORE_IMPORT_DATASET	"csvSource.dataset.import.store"
public static final String	FALSE	"false"
public static final String	FX_RATES_COMMON_CURRENCY	"fx-rates.common-currency"
public static final String	FX_RATES_FILE_PATTERN	"fxRatesFilePattern"
public static final String	LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN	"legalEntityParentChildFilePattern"
public static final String	MARKET_DATA_FILE_PATTERN	"marketDataFilePattern"
public static final String	MARKET_DATA_SETS_FILE_PATTERN	"marketDataSetsFilePattern"
public static final String	PNL_IMPORT_FILE_PATTERN	"pnlImportFilePattern"
public static final String	PNLS_FILE_PATTERN	"pnlFilePattern"
public static final String	QUANTILES_FILE_PATTERN	"quantilesFilePattern"
public static final String	RISK_FACTOR_MARKET_SHIFTS_FILE_PATTERN	"riskFactorMarketShiftsFilePattern"
public static final String	RISK_FACTORS_CATALOGUE_FILE_PATTERN	"riskFactorCatalogueFilePattern"
public static final String	RISK_LIMITS_FILE_PATTERN	"riskLimitsFilePattern"
public static final String	ROUNDING_METHODS_FILE_PATTERN	"roundingMethodsFilePattern"
public static final String	SCENARIOS_FILE_PATTERN	"scenariosFilePattern"
public static final String	SENSI_DYN_MATURITIES_FILE_PATTERN	"sensiDynMaturitiesFilePattern"
public static final String	SENSI_DYN_MONEYNESS_FILE_PATTERN	"sensiDynMoneynessFilePattern"
public static final String	SENSI_DYN_TENORS_FILE_PATTERN	"sensiDynTenorsFilePattern"
public static final String	SENSI_FILE_PATTERN	"sensiFilePattern"
public static final String	SENSI_IMPORT_FILE_PATTERN	"sensiImportFilePattern"
public static final String	SENSI_LADDER_DATA_FILE_PATTERN	"sensiLaddersFilePattern"
public static final String	SENSI_MATURITIES_FILE_PATTERN	"sensiMaturitiesFilePattern"
public static final String	SENSI_MONEYNESS_FILE_PATTERN	"sensiMoneynessFilePattern"
public static final String	SENSI_TENORS_FILE_PATTERN	"sensiTenorsFilePattern"
public static final String	SP_PROFILE__AGGREGATED_IMPORT	"aggregated-import"
public static final String	SP_PROFILE__DATA_NODE	"dist-data-node"
public static final String	SP_PROFILE__QUERY_NODE	"dist-query-node"
public static final String	SP_PROFILE__SCALAR_SENSI	"scalar-sensi"
public static final String	SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT	"scalar-sensi-aggregated-import"
public static final String	SP_PROFILE__SCALAR_SENSI_STORE_IMPORT	"scalar-sensi-store-import"
public static final String	SP_PROFILE__STANDARD	"standard"
public static final String	SP_PROFILE__STORE_IMPORT	"store-import"
public static final String	SPARSE_VECTOR_DENSITY_THRESHOLD	"sparse.vectors.density-threshold"
public static final String	SPARSE_VECTORS_STORES	"sparse.vectors.enable.for.sensistores"
public static final String	TRADE_ATTRIBUTES_FILE_PATTERN	"tradeAttributesFilePattern"
public static final String	TRADE_PNLS_FILE_PATTERN	"tradePnlFilePattern"
public static final String	TRUE	"true"
public static final String	VAR_IMPORT_FILE_PATTERN	"varImportFilePattern"

com.activeviam.risk.ref.impl.EmbeddedActiveMonitorConfig

Modifier and Type	Constant Field	Value
public static final String	SPRING_PROFILE	"embedded-monitor"

com.activeviam.risk.ref.impl.RemoteActiveMonitorConfig

Modifier and Type	Constant Field	Value
public static final String	SPRING_PROFILE	"remote-monitor"

com.activeviam.risk.ref.migration.ADbMigration

Modifier and Type	Constant Field	Value
protected static final String	HIBERNATE_SEQUENCE	"HIBERNATE_SEQUENCE"

com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

Modifier and Type	Constant Field	Value
public static final String	IS_DESK	"Y"

com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

Modifier and Type	Constant Field	Value
public static final String	PUSH_NEW_BRANCH_PARENTCHILD_BOOK_TASK	"New Branch"
public static final String	PUSH_NEW_BRANCH_WITH_CHANGES_PARENTCHILD_BOOK_TASK	"New Branch Reorginization"
public static final String	PUSH_PARENTCHILD_BOOK_DEFINITION	"Hierarchy Reorganization"
public static final String	PUSH_PARENTCHILD_BOOK_TASK	"Simple Reorganization"

com.activeviam.risk.ref.parentchild.submitter.ParentChildWhatIfException

Modifier and Type	Constant Field	Value
protected static final long	serialVersionUID	-7239021743634789266L

com.activeviam.risk.ref.services.impl.FXRates

Modifier and Type	Constant Field	Value
public static final String	SPOT_RATE	"Spot"

com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

Modifier and Type	Constant Field	Value
public static final String	KEY_SEPARATOR	"::"

com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Modifier and Type	Constant Field	Value
public static final String	AS_OF_DATE	"asOfDate"
public static final String	DEFINITION_NAME	"definitionName"
public static final String	ERROR_MESSAGE	"[EXPORT][REST_SERVICE] No valid DTO provided."

com.activeviam.risk.ref.signoff.service.utils.ExportConstants

Modifier and Type	Constant Field	Value
public static final String	AGGREGATED_EXPORT_TYPE	"aggregated"
public static final String	CSV_SEPARATOR_PROP	"signoff.export.csv-separator"
public static final String	CUBE_EXPORT_TYPE	"cube"
public static final String	DATE_HIERARCHIES_PROP	"signoff.export.cube.date-hierarchies"
public static final String	FIELD_HEADERS_PROP	"signoff.export.field-header-pairs"
public static final String	HIERARCHIES_TO_AGGREGATE_ACROSS_PROP	"signoff.export.cube.aggregated.aggregate-across"
public static final String	MAX_FILE_SIZE	"signoff.export.max-file-size"
public static final String	MAX_MDX_CSV_RESULTS_PROP	"signoff.export.mdx.max-results"
public static final String	MDX_QUERY_RETRIES_PROP	"signoff.export.mdx-query-retries"
public static final String	MDX_TEMPLATE_PROP	"signoff.export.filenames.mdx-template"
public static final String	MEASURE_HEADERS_PROP	"signoff.export.measure-header-pairs"
public static final String	SKIPPED_HIERARCHIES_PROP	"signoff.export.cube.skip-hierarchies"
public static final String	STORE_EXPORT_MAX_ROWS_PROP	"signoff.export.store.max-results"
public static final String	STORE_EXPORT_TYPE	"store"

com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Modifier and Type	Constant Field	Value
public static final String	ALL_LEVEL	"ALL"
public static final String	DOMAIN_ALL	"ALL"
public static final String	DOMAIN_DEFAULT	"DEFAULT"
public static final String	FILENAME_ROOT_PATTERN	"%s_%s_%s_%s.csv"
public static final String	TIME_PATTERN	"%1$TY-%1$Tm-%1$Td_%1$TH_%1$TM_%1$TS"

com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

Modifier and Type	Constant Field	Value
public static final String	BEGINS_WITH	"BEGINS WITH"
public static final String	CONTAINS	"CONTAINS"
public static final String	EQ	"EQUALS"
public static final String	IS_EMPTY	"IS EMPTY"
public static final String	NOTEQ	"NOT EQUAL TO"

com.activeviam.risk.ref.whatif.cfg.RiskWhatIfWorkflow

Modifier and Type	Constant Field	Value
public static final String	WHAT_IF_BRANCH_PREFIX	"What-If: "

com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition

Modifier and Type	Constant Field	Value
public static final String	definitionName	"Child Parent Definition"

com.activeviam.risk.ref.whatif.definition.impl.VectorIndexScalingWhatIfDefinition

Modifier and Type	Constant Field	Value
public static final String	ABSOLUTE_AMOUNT	"Absolute amount"
public static final String	SCALE_FACTOR	"Scale factor"

com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

Modifier and Type	Constant Field	Value
public static final String	ABSOLUTE_AMOUNT	"Absolute amount"
public static final String	SCALE_FACTOR	"Scale factor"

com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"AlertWorkflowUnit"

com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Modifier and Type	Constant Field	Value
protected static final int	FAILURE	0
protected static final int	GOOD	2
public static final String	KEY	"MonitorEventWorkflowUnit"
protected static final int	STOP	3
protected static final int	WARNING	1

com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"MonitorWorkflowUnit"

com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

Modifier and Type	Constant Field	Value
public static final String	KEY	"ParameterWorkflowUnit"

com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Modifier and Type	Constant Field	Value
protected static final String	DAY_FORMAT	"dd-MM-yyyy HH:mm"
public static final String	KEY	"UpdateParameterWorkflowUnit"
protected static final String	TIME_FORMAT	"HH:mm"

com.activeviam.risk.starter.ConstantPP

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"ConstantPP"

com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

Modifier and Type	Constant Field	Value
public static final String	ALL	"All"
public static final String	ALL_ATTRIBUTES	"AllAttributes"
public static final String	ALL_CONFIGURATION	"AllConfiguration"
public static final String	ALL_FACTS	"AllFacts"
public static final String	ALL_SENSI	"AllSensi"
public static final String	ATTRIBUTES	"Attributes"
public static final String	DAILY_SENSI_CONFIG	"DailySensiConfig"
public static final String	DYNAMIC_SENSI_PILLARS	"DynamicSensiPillars"
public static final String	PARENT_CHILD	"ParentChild"
public static final String	SENSI_CONFIG	"SensiConfig"
public static final String	SENSI_PILLARS	"SensiPillars"
public static final String	SENSITIVITIES	"Sensitivities"
public static final String	STATIC_SENSI_PILLARS	"StaticSensiPillars"

com.activeviam.risk.starter.cfg.impl.DataLoadControllerFileConfig

Modifier and Type	Constant Field	Value
public static final String	SCOPE__AS_OF_DATE	"AsOfDate"

com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

Modifier and Type	Constant Field	Value
public static final String	NAMESPACE	"services"

com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Modifier and Type	Constant Field	Value
public static final String	DAY_COUNT_A_360	"A/360"
public static final String	DAY_COUNT_A_365	"A/365"
public static final String	DAY_COUNT_A_365_FIXED	"A/365F"
public static final String	MATURITY_CONVERTER_LEGACY	"legacy"
public static final String	MATURITY_CONVERTER_SIMPLE	"simple"
public static final String	TENOR_SET_DEFAULT	"DEFAULT"

com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

Modifier and Type	Constant Field	Value
public static final String	CONTENTSERVER_DIRECTORY	"/static/content/"
public static final String	CONTENTSERVER_PATH	"/content/ui/"
public static final String	DEFAULT_PATH	"/risk-activepivot"
public static final int	DEFAULT_PORT	10010
public static final String	DOCS_DIRECTORY	"/static/documentation/"
public static final String	DOCS_PATH	"/documentation/"
public static final String	DOCTORPIVOT_DIRECTORY	"/static/doctorpivot/"
public static final String	DOCTORPIVOT_PATH	"/doctorpivot/"
public static final String	DSVIEWER_DIRECTORY	"/static/dsviewer/"
public static final String	DSVIEWER_PATH	"/dsviewer/"
public static final String	MEASURES_DIRECTORY	"/static/documentation-measures/"
public static final String	MEASURES_PATH	"/documentation-measures/"

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

Modifier and Type	Constant Field	Value
protected static final String	DEBUG_SUFFIX	" Debug"

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

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_NO_MATURITY	"N/A"

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

Modifier and Type	Constant Field	Value
public static final String	ES	"ES"
public static final String	ES_INCREMENTAL	"ES Incremental"
public static final String	ES_INCREMENTAL_BOOK_HIERARCHY	"ES Incremental BookHierarchy"
public static final String	ES_INCREMENTAL_TRADES	"ES Incremental Trades"
public static final String	ES_INDICES	"ESIndices"
public static final String	ES_SCENARIO_NAMES	"ES Scenario Name(s)"
public static final String	ES_VALUES	"ES Values"

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

Modifier and Type	Constant Field	Value
public static final String	ETG	"ETG"
public static final String	ETG_INCREMENTAL	"ETG Incremental"
public static final String	ETG_INCREMENTAL_BOOK_HIERARCHY	"ETG Incremental BookHierarchy"
public static final String	ETG_INCREMENTAL_TRADES	"ETG Incremental Trades"
public static final String	ETG_INDICES	"ETGIndices"
public static final String	ETG_SCENARIO_NAMES	"ETG Scenario Name(s)"
public static final String	ETG_VALUES	"ETG Values"

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

Modifier and Type	Constant Field	Value
public static final String	VAE	"VaE"
public static final String	VAE_INCREMENTAL	"VaE Incremental"
public static final String	VAE_INCREMENTAL_BOOK_HIERARCHY	"VaE Incremental BookHierarchy"
public static final String	VAE_INCREMENTAL_TRADES	"VaE Incremental Trades"
public static final String	VAE_INDICES	"VaEIndices"
public static final String	VAE_SCENARIO_NAMES	"VaE Scenario Name(s)"
public static final String	VAE_VALUES	"VaE Values"
public static final String	VALUE_AT_EARNING_FOLDER	"Value At Earning"

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

Modifier and Type	Constant Field	Value
public static final String	VAR	"VaR"
public static final String	VAR_INCREMENTAL	"VaR Incremental"
public static final String	VAR_INCREMENTAL_BOOK_HIERARCHY	"VaR Incremental BookHierarchy"
public static final String	VAR_INCREMENTAL_TRADES	"VaR Incremental Trades"
public static final String	VAR_INDICES	"VaRIndices"
public static final String	VAR_SCENARIO_NAMES	"VaR Scenario Name(s)"
public static final String	VAR_VALUES	"VaR Values"

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

Modifier and Type	Constant Field	Value
public static final String	ES_WEIGHTED	"Weighted ES"
public static final String	ES_WEIGHTED_INCREMENTAL	"Weighted ES Incremental"
public static final String	ES_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY	"Weighted ES Incremental BookHierarchy"
public static final String	ES_WEIGHTED_INCREMENTAL_TRADES	"Weighted ES Incremental Trades"
public static final String	ES_WEIGHTED_INDICES	"WeightedESIndices"
public static final String	ES_WEIGHTED_SCENARIO_NAMES	"Weighted ES Scenario Name(s)"
public static final String	ES_WEIGHTED_VALUES	"Weighted ES Values"

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

Modifier and Type	Constant Field	Value
public static final String	ETG_WEIGHTED	"Weighted ETG"
public static final String	ETG_WEIGHTED_INCREMENTAL	"Weighted ETG Incremental"
public static final String	ETG_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY	"Weighted ETG Incremental BookHierarchy"
public static final String	ETG_WEIGHTED_INCREMENTAL_TRADES	"Weighted ETG Incremental Trades"
public static final String	ETG_WEIGHTED_INDICES	"WeightedETGIndices"
public static final String	ETG_WEIGHTED_SCENARIO_NAMES	"Weighted ETG Scenario Name(s)"
public static final String	ETG_WEIGHTED_VALUES	"Weighted ETG Values"

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

Modifier and Type	Constant Field	Value
public static final String	VAE_WEIGHTED	"Weighted VaE"
public static final String	VAE_WEIGHTED_INCREMENTAL	"Weighted VaE Incremental"
public static final String	VAE_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY	"Weighted VaE Incremental BookHierarchy"
public static final String	VAE_WEIGHTED_INCREMENTAL_TRADES	"Weighted VaE Incremental Trades"
public static final String	VAE_WEIGHTED_INDICES	"WeightedVaEIndices"
public static final String	VAE_WEIGHTED_SCENARIO_NAMES	"Weighted VaE Scenario Name(s)"
public static final String	VAE_WEIGHTED_VALUES	"Weighted VaE Values"
public static final String	VALUE_AT_EARNING_FOLDER	"Value At Earning"

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

Modifier and Type	Constant Field	Value
public static final String	VAR_WEIGHTED	"Weighted VaR"
public static final String	VAR_WEIGHTED_INCREMENTAL	"Weighted VaR Incremental"
public static final String	VAR_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY	"Weighted VaR Incremental BookHierarchy"
public static final String	VAR_WEIGHTED_INCREMENTAL_TRADES	"Weighted VaR Incremental Trades"
public static final String	VAR_WEIGHTED_INDICES	"WeightedVaRIndices"
public static final String	VAR_WEIGHTED_SCENARIO_NAMES	"Weighted VaR Scenario Name(s)"
public static final String	VAR_WEIGHTED_VALUES	"Weighted VaR Values"

com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

Modifier and Type	Constant Field	Value
public static final String	BOOK_HIERARCHY_HIERARCHY	"BookHierarchy"
public static final String	COUNTERPARTY_COUNTRIES_OF_ADDRESS_HIERARCHY	"CounterpartyCountriesOfAddress"
public static final String	COUNTERPARTY_COUNTRIES_OF_RISK_HIERARCHY	"CounterpartyCountriesOfRisk"
public static final String	COUNTERPARTY_DIMENSION	"Counterparties"
public static final String	COUNTERPARTY_HIERARCHY_HIERARCHY	"CounterpartyHierarchy"
public static final String	COUNTERPARTY_IDS_HIERARCHY	"CounterpartyIds"
public static final String	COUNTERPARTY_NAMES_HIERARCHY	"CounterpartyNames"
public static final String	COUNTERPARTY_RATINGS_HIERARCHY	"CounterpartyRatings"
public static final String	COUNTERPARTY_SECTORS_HIERARCHY	"CounterpartySectors"
public static final String	DATE_HIERARCHY	"Date"
public static final String	DATES_DIMENSION	"Dates"
public static final String	INSTRUMENT_CLASSES_HIERARCHY	"InstrumentClasses"
public static final String	INSTRUMENT_TYPES_HIERARCHY	"InstrumentTypes"
public static final String	INSTRUMENTS_DIMENSION	"Instruments"
public static final String	LEGAL_ENTITY_HIERARCHY	"Legal Entities"
public static final String	LEGAL_ENTITY_HIERARCHY_HIERARCHY	"LegalEntityHierarchy"
public static final String	LEVEL	"Level"
public static final String	LEVEL_1	"Level 1"
public static final String	LEVEL_10	"Level 10"
public static final String	LEVEL_11	"Level 11"
public static final String	LEVEL_12	"Level 12"
public static final String	LEVEL_13	"Level 13"
public static final String	LEVEL_14	"Level 14"
public static final String	LEVEL_15	"Level 15"
public static final String	LEVEL_2	"Level 2"
public static final String	LEVEL_3	"Level 3"
public static final String	LEVEL_4	"Level 4"
public static final String	LEVEL_5	"Level 5"
public static final String	LEVEL_6	"Level 6"
public static final String	LEVEL_7	"Level 7"
public static final String	LEVEL_8	"Level 8"
public static final String	LEVEL_9	"Level 9"
public static final String	MARKET_DATA_DIMENSION	"MarketData"
public static final String	MARKET_DATA_SETS_HIERARCHY	"MarketDataSets"
public static final String	MATURITY_DATES_HIERARCHY	"MaturityDates"
public static final String	NOTIONAL_CURRENCIES_HIERARCHY	"NotionalCurrencies"
public static final String	ORGANISATION_DIMENSION	"Organization"
public static final String	QUANTILE_2_RANK_DIMENSION	"Quantiles"
public static final String	QUANTILE_2_RANK_HIERARCHY	"Quantiles"
public static final String	ROUNDING_METHODS_DIMENSION	"Rounding"
public static final String	ROUNDING_METHODS_HIERARCHY	"RoundingMethods"
public static final String	SALES_HIERARCHY	"Sales"
public static final String	TRADE_ATTRIBUTES_DIMENSION	"TradeAttributes"
public static final String	TRADE_DATES_HIERARCHY	"TradeDates"
public static final String	TRADE_VAR_INCLUSION_HIERARCHY	"VaR inclusion type"
public static final String	TRADERS_HIERARCHY	"Traders"

com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

Modifier and Type	Constant Field	Value
public static final String	DEFAULT_HIERARCHY_NAME	"Ladder Shifts"
public static final String	DEFAULT_LEVEL_NAME	"Ladder Shift"
public static final String	LEVEL_NAME	"LEVEL_NAME"
public static final String	PLUGIN_KEY	"LADDER_SHIFTS_HIERARCHY"

com.activeviam.risk.starter.cfg.pivot.impl.MarketRiskCatalogConfig

Modifier and Type	Constant Field	Value
public static final String	MARKET_RISK_CATALOG_NAME	"MarketRiskAccelerator"

com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

Modifier and Type	Constant Field	Value
public static final String	APPLICATION_ID_PNL	"PnL"
public static final String	APPLICATION_ID_SENSI	"Sensi"
public static final String	APPLICATION_ID_VAR	"VaR"
public static final String	CLUSTER_ID	"Cluster"
public static final String	CUBE_NAME	"MRACombinedCube"
public static final String	DISTRIBUTION_FIELD	"AsOfDate"
public static final String	NATIVE_MEASURES_FOLDERS	"Native measures"
public static final String	OFFICAL_VAR_VECTOR	"VaR.official.vector"
public static final String	PNL_TYPE_FULL_HIERARCHY	"[PnL].[Types]"
public static final String	PNL_UNEXPLAINED	"PnL Unexplained"
public static final String	PNL_UNEXPLAINED_RELATIVE	"PnL unexplained relative difference"
public static final String	QUANTILE_2_RANK_HIERARCHY_FULL	"[Quantiles].[Quantiles]"
public static final String	ROUNDING_METHODS_HIERARCHY_FULL	"[Rounding].[RoundingMethods]"
public static final String	UNEXPLAINED_PNL_FOLDER	"Unexplained PnL"
public static final String	VAR_OFFICAL	"VaR official"
public static final String	VAR_UNEXPLAIN	"VaR unexplained"
public static final String	VAR_UNEXPLAINED_VECTOR	"VaR.unexplained.vector"

com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

Modifier and Type	Constant Field	Value
public static final String	LEVEL_NAME	"LEVEL_NAME"
public static final String	PLUGIN_KEY	"PERCENTILE_HIERARCHY"

com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

Modifier and Type	Constant Field	Value
public static final String	CUBE_NAME	"PLCube"
public static final String	MARKET_DATA_SETS_HIERARCHY_FULL	"[MarketData].[MarketDataSets]"
public static final String	PNL_SCHEMA_NAME	"PnlSchema"
public static final String	PNL_TYPE_HIERARCHY_FULL	"[PnL].[Types]"

com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

Modifier and Type	Constant Field	Value
public static final String	BOOKING_DIMENSION	"Booking"
public static final String	BOOKS_HIERARCHY	"Books"
public static final String	BUCKET_HIERARCHY	"Buckets"
public static final String	CURRENCIES_HIERARCHY	"Currencies"
public static final String	CURRENCY_DIMENSION	"Currencies"
public static final String	CURRENCY_LEVEL	"Currency"
public static final String	CURVE_TYPES_HIERARCHY	"CurveTypes"
public static final String	DESKS_HIERARCHY	"Desks"
public static final String	IS_FULL_REVAL_HIERARCHY	"IsFullRevals"
public static final String	IS_FULL_REVAL_LEVEL	"IsFullReval"
public static final String	PL_DIMENSION	"PnL"
public static final String	PLDRIVER_HIERARCHY	"PLDrivers"
public static final String	PLDRIVER_LEVEL	"PLDriver"
public static final String	QUALIFIERS_HIERARCHY	"Qualifiers"
public static final String	RISK_CLASSES_HIERARCHY	"Risk Classes"
public static final String	RISK_DIMENSION	"Risk"
public static final String	RISK_FACTOR_CURRENCIES_HIERARCHY	"RiskFactorCurrencies"
public static final String	RISK_FACTOR_TYPES_HIERARCHY	"RiskFactorTypes"
public static final String	RISK_FACTORS_HIERARCHY	"Risk Factors"
public static final String	SIGNOFF_DIMENSION	"Sign-Off"
public static final String	TRADES_HIERARCHY	"Trades"
public static final String	TYPE_HIERARCHY	"Types"

com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

Modifier and Type	Constant Field	Value
public static final String	ACTUAL_PNL_FOLDER	"PnL Values"
public static final String	DAILY	"Daily"
public static final String	DTD_PNL_FX	"DTD PnL"
public static final String	DTD_PNL_NATIVE	"DTD PnL Native"
public static final String	PNL	"PnL"
public static final String	PNL_TRADE_COUNT	"PnL Trade Count"

com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

Modifier and Type	Constant Field	Value
public static final String	MANAGER_NAME	"MarketRiskManager"

com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

Modifier and Type	Constant Field	Value
public static final String	CUBE_NAME	"Sensitivity Cube"
public static final String	MARKET_DATA_SETS_HIERARCHY_FULL	"[MarketData].[MarketDataSets]"
public static final String	QUANTILE_2_RANK_HIERARCHY_FULL	"[Quantiles].[Quantiles]"
public static final String	ROUNDING_METHODS_HIERARCHY_FULL	"[Rounding].[RoundingMethods]"
public static final String	SENSI_SCHEMA_NAME	"SensiSchema"

com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

Modifier and Type	Constant Field	Value
public static final String	BOOKING_DIMENSION	"Booking"
public static final String	BOOKS_HIERARCHY	"Books"
public static final String	CURRENCIES_DIMENSION	"Currencies"
public static final String	CURVE_TYPES_HIERARCHY	"CurveTypes"
public static final String	DESKS_HIERARCHY	"Desks"
public static final String	DYNAMIC_BUCKETING_DIMENSION	"DynamicBucketing"
public static final String	HAS_LADDERS_HIERARCHY	"Ladder Availability"
public static final String	HAS_LADDERS_LEVEL	"Ladder Available"
public static final String	HISTORICAL_SET_NAME	"Historical"
public static final String	LADDER_SHIFT_LEVEL	"Ladder Shift"
public static final String	LADDER_SHIFTS_HIERARCHY	"Ladder Shifts"
public static final String	MARKET_DATA_SETS_HIERARCHY	"MarketDataSets"
public static final String	MATURITIES	"Maturities"
public static final String	MATURITY_LEVEL	"Maturity"
public static final String	MONEYNESS_LEVEL	"Moneyness"
public static final String	QUALIFIERS_HIERARCHY	"Qualifiers"
public static final String	RISK_CLASSES_HIERARCHY	"Risk Classes"
public static final String	RISK_DIMENSION	"Risk"
public static final String	RISK_FACTOR_CURRENCIES_HIERARCHY	"RiskFactorCurrencies"
public static final String	RISK_FACTOR_TYPES_HIERARCHY	"RiskFactorTypes"
public static final String	RISK_FACTORS_HIERARCHY	"Risk Factors"
public static final String	RISK_FACTORS_HIERARCHY_2	"Risk Factors Secondary"
public static final String	SCENARIO_SET_HIERARCHY	"Scenario Sets"
public static final String	SENSITIVITIES_DIMENSION	"Sensitivities"
public static final String	SENSITIVITY_HIERARCHY	"Sensitivity"
public static final String	SIGNOFF_DIMENSION	"Sign-Off"
public static final String	STRESSED_SET_NAME	"Stressed"
public static final String	TENOR_LEVEL	"Tenor"
public static final String	TRADES_HIERARCHY	"Trades"

com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

Modifier and Type	Constant Field	Value
public static final String	CUBE_NAME	"VaR-ES Cube"
public static final String	VARES_SCHEMA_NAME	"VaR/ESSchema"

com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

Modifier and Type	Constant Field	Value
public static final String	BOOKING_DIMENSION	"Booking"
public static final String	BOOKS_HIERARCHY	"Books"
public static final String	CALCULATION_ID_HIERARCHY	"CalculationIds"
public static final String	CURRENCIES_HIERARCHY	"Currencies"
public static final String	CURRENCY_DIMENSION	"Currencies"
public static final String	CURRENCY_LEVEL	"Currency"
public static final String	CURVE_TYPES_HIERARCHY	"CurveTypes"
public static final String	DESKS_HIERARCHY	"Desks"
public static final String	HISTORICAL_SET_NAME	"Historical"
public static final String	LIQUIDITY_HORIZONS_HIERARCHY	"Liquidity Horizons"
public static final String	PERCENTILE_HIERARCHY	"Percentile"
public static final String	QUALIFIERS_HIERARCHY	"Qualifiers"
public static final String	RISK_CLASSES_HIERARCHY	"Risk Classes"
public static final String	RISK_DIMENSION	"Risk"
public static final String	RISK_FACTOR_CURRENCIES_HIERARCHY	"RiskFactorCurrencies"
public static final String	RISK_FACTOR_TYPES_HIERARCHY	"RiskFactorTypes"
public static final String	RISK_FACTORS_HIERARCHY	"Risk Factors"
public static final String	SCENARIO_ANALYSIS_HIERARCHY	"Scenarios"
public static final String	SCENARIO_SET_HIERARCHY	"Scenario Sets"
public static final String	SIGNOFF_DIMENSION	"Sign-Off"
public static final String	STRESSED_SET_NAME	"Stressed"
public static final String	TRADES_HIERARCHY	"Trades"

com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

Modifier and Type	Constant Field	Value
public static final String	BEST_SCENARIO	"Best Scenario"
public static final String	ES_FOLDER	"ES"
public static final String	EXPECTED_SHORTFALL_FOLDER	"Expected Shortfall"
public static final String	EXPECTED_TAIL_GAIN_FOLDER	"Expected Tail Gain"
public static final String	FX_SHIFT_SUB_VECTOR	"FxShiftSubVector"
public static final String	FX_SHIFT_VECTOR	"FxShiftVector"
public static final String	NOTIONAL	"Notional"
public static final String	NOTIONAL_FOLDER	"Notional"
public static final String	NOTIONAL_NATIVE	"Notional Native"
public static final String	NOTIONAL_NATIVE_INTERMEDIATE	"Notional Native.Intermediate"
public static final String	NOTIONAL_NATIVE_SUM	"Notional Native.Sum"
public static final String	PNL_ACCUMULATED_DISTRIBUTION	"PnL accumulated distribution"
public static final String	PNL_DISTRIBUTION	"PnL distribution"
public static final String	PNL_VECTOR_COUNT	"PnLVector.COUNT"
public static final String	PNL_VECTOR_EXPAND	"PnLVectorExpand"
public static final String	PNL_VECTOR_SUM	"PnLVector.SUM"
public static final String	PNL_VECTOR_VAE_EXPAND	"PnLVectorVaEExpand"
public static final String	RISK_CLASSES_FOLDER	"Risk Classes"
public static final String	TAIL_FOLDER	"Tail"
public static final String	TAIL_VAE	"Tail VaE"
public static final String	TAIL_VAE_INDEX	"TailVaEIndex"
public static final String	TAIL_VAR	"Tail VaR"
public static final String	TAIL_VAR_INDEX	"TailVaRIndex"
public static final String	UTILITY_FOLDER	"Utility"
public static final String	VAE_FOLDER	"VaE"
public static final String	VAE_PARAMETRIC	"Parametric VaE"
public static final String	VALUE_AT_EARNING_FOLDER	"Value At Earning"
public static final String	VALUE_AT_RISK_FOLDER	"Value At Risk"
public static final String	VAR_FOLDER	"VaR"
public static final String	VAR_FX_RATE	"VaR FX Rate"
public static final String	VAR_FX_VECTOR	"VaRFXVector"
public static final String	VAR_PARAMETRIC	"Parametric VaR"
public static final String	VAR_SUB_VECTOR	"VaRSubVector"
public static final String	VAR_SUB_WITH_FX	"VaRSubVectorWithFX"
public static final String	VECTOR_QUALITY	"Vector Quality"
public static final String	WORST_SCENARIO	"Worst Scenario"

com.activeviam.risk.starter.logging.QFSFormatter

Modifier and Type	Constant Field	Value
public static final String	LOG_LOGGER_NAME_PROPERTY	"logLoggerName"
public static final String	LOG_THREAD_PROPERTY	"logThread"
public static final String	LOG_USER_PROPERTY	"logUser"

com.activeviam.risk.starter.utils.InterpolationConfiguration

Modifier and Type	Constant Field	Value
public static final String	INTERPOLATION_FLAG	"interpolationFlag"
public static final String	VARIANCE_TO_VOLATILITY	"varianceToVolatility"
public static final String	VOLATILITY_TO_VARIANCE	"volatilityToVariance"

com.activeviam.risk.starter.utils.LocationFormatterForQuantiles

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"QuantilesFormatter"

com.activeviam.risk.starter.utils.LocationFormatterForRounding

Modifier and Type	Constant Field	Value
public static final String	PLUGIN_KEY	"RoundingFormatter"