A B C D E F G H I J K L M N O P Q R S T U V W Y
All Classes All Packages

A

A3DTypeSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

A3DTypeSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

The level specific are given by the constructor

ABSOLUTE - com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

ABSOLUTE - Static variable in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

ABSOLUTE_AMOUNT - Static variable in class com.activeviam.risk.ref.whatif.definition.impl.VectorIndexScalingWhatIfDefinition

ABSOLUTE_AMOUNT - Static variable in class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

absoluteFunctionPnL(double, Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the PNL of absolute sensitivity

absoluteFunctionVaR(double, Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the VaR return of absolute sensitivity

absoluteToRelativeMarketDataOperator(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

The way to convert absolute MD to relative MD

absoluteToRelativeMarketDataOperator(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

absoluteToRelativeShiftOperator(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

The way to convert absolute shift to relative shift

absoluteToRelativeShiftOperator(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

accept(K, V, S) - Method in interface com.activeviam.risk.starter.cfg.pivot.impl.IncrementalMeasureConfig.TriConsumer

ACCUMULATE - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

ACopperPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

ACopperPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

ACopperWPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

ACopperWPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

ACSVSourceConfig - Class in com.activeviam.risk.ref.cfg.impl

ACSVSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

ActiveMonitorConfig - Class in com.activeviam.risk.ref.cfg.impl

ActiveMonitor application configuration.

ActiveMonitorConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorConfig

ActiveMonitorDbMigration - Class in com.activeviam.risk.ref.migration

Class with migration utils for ActiveMonitor database.

ActiveMonitorDbMigration() - Constructor for class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

ActiveMonitorExtensionsConfig - Class in com.activeviam.risk.ref.impl

Spring configuration for setting up the resources required by ActiveMonitor in the ActivePivot server.

ActiveMonitorExtensionsConfig() - Constructor for class com.activeviam.risk.ref.impl.ActiveMonitorExtensionsConfig

activeMonitorGrantedAuthorities() - Static method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

The authorities of the sentinel technical user

ActiveMonitorResourcesServerConfig - Class in com.activeviam.risk.ref.cfg.impl

Configuration class declaring the static resources files to serve for ActiveMonitor UI application.

ActiveMonitorResourcesServerConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorResourcesServerConfig

Default constructor.

ActiveMonitorResourcesServerConfig(String) - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorResourcesServerConfig

Full constructor.

ActiveMonitorSecurityConfig - Class in com.activeviam.risk.ref.cfg.impl

Spring configuration fragment for security in ActiveMonitor sandbox application.

ActiveMonitorSecurityConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig

ActiveMonitorSecurityConfig.DefaultSecurityConfigurer - Class in com.activeviam.risk.ref.cfg.impl

ActiveMonitorServerConfig - Class in com.activeviam.risk.ref.cfg.impl

ActiveMonitor application configuration This class imports the Spring configuration classes and defines additional beans.

ActiveMonitorServerConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorServerConfig

ActivePivotBranchPermissionsManagerConfig - Class in com.activeviam.risk.ref.cfg.datastore.impl

Configuration of branch permissioning

ActivePivotBranchPermissionsManagerConfig() - Constructor for class com.activeviam.risk.ref.cfg.datastore.impl.ActivePivotBranchPermissionsManagerConfig

activePivotConfig - Variable in class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer

activePivotContentService() - Method in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

Service used to store the ActivePivot descriptions and the entitlements (i.e.

activePivotContentService() - Method in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

ActivePivotSecurityConfigurer() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer

ACTUAL_PNL_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

ADataFileWriter - Class in com.activeviam.generator.filewriter.impl

ADataFileWriter(Path, int) - Constructor for class com.activeviam.generator.filewriter.impl.ADataFileWriter

ADbMigration - Class in com.activeviam.risk.ref.migration

Generic class that provides helper methods to migrate hibernate database to newer version.

ADbMigration() - Constructor for class com.activeviam.risk.ref.migration.ADbMigration

Constructor

ADbMigration.DbType - Enum in com.activeviam.risk.ref.migration

List of considered data types.

addChild(PCN) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

addCommonSelection(ISelectionDescriptionBuilder.HasSomeFields) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

addFormatter(Class, String, String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Adds a formatter for a given object class to the map.

addKeyFieldsList(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

addKeyFieldsList(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

AddMatDatesColumns - Class in com.activeviam.generator

AddMatDatesColumns() - Constructor for class com.activeviam.generator.AddMatDatesColumns

addMdxEventFormatter(MessagingConfiguration, ActiveMonitorServiceConfiguration) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxMessagingConfiguration

We extend the default core configuration of velocity templates to inject custom tool to handle Mdx based Events.

addMeasuresAndDimensions(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

addMeasuresAndDimensions(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

addMeasuresAndDimensions(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

addMonitors() - Method in class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

[Optional] Registers a list of monitors within the monitor service.

addNullConstraintsOnParameters() - Method in class com.activeviam.risk.ref.migration.RepositoryDbMigration

Makes fields name and coordinates of table ""repository_pointValues"" non nullable.

addPartitioningLevel(List<T>, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

addPartitioningLevels(Collection<T>, Collection<T>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

addPropertiesFieldToMonitors() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Adds a new column storing properties encoded in a string to the monitors table.

addResourceHandlers(ResourceHandlerRegistry) - Method in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

addToDouble(Double, Double) - Method in class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

addToRepositoryService() - Method in class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

[Optional] Initial Load of Parameters.

AESPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

AESPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

Constructor

AETGPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

AETGPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

Constructor

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

Provides dynamic aggregation of values in multiple currencies, with conversion into a contextual reference currency.

AFXPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

AGENT_PATTERN - Static variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

agentService - Variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

The service that enables us to retrieve agents associated to a monitor

AGGREGATED_EXPORT_TYPE - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

Constant for the aggregated export type.

aggregatedCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

aggregatedDimensions(ICanStartBuildingDimensions) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

Aggregated definition of dimensions for VaR-ES Cube.

aggregatedMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

aggregatedVarEsCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

AggregateProviderConfig - Class in com.activeviam.risk.ref.cfg.impl

Config class for aggregate providers.

AggregateProviderConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

AGreekSensiCubeMarketDataMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AGreekSensiCubeMarketDataMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String[], String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

The level specific are given by the constructor

AGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String[], String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

The level specific are given by the constructor

AGreekSensiCubeMeasureNames - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AGreekSensiCubeMeasureNames(String, String, String, String, String, String, String, String, String, String, String, String, String, String[], String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

The level specific are given by the constructor

AGreekSensiCubeSensiMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AGreekSensiCubeSensiMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String[], String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

The level specific are given by the constructor

AInterpolation<T,U> - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

Interpolation utility

AInterpolation(IMaturityConverter, IInterpolationConfiguration) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

AJwtSecurityConfigurer() - Constructor for class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AJwtSecurityConfigurer

AlertWorkflowUnit - Class in com.activeviam.risk.ref.workflows.units.impl

Basic workflow class to work on alerts.

AlertWorkflowUnit() - Constructor for class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

ALL - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

ALL_ATTRIBUTES - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

ALL_CONFIGURATION - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

ALL_DATE - Static variable in class com.activeviam.risk.core.utils.MarketDataDates

ALL_DAY_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

ALL_FACTS - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

ALL_LEVEL - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

ALL_SENSI - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

allAvailableDates() - Method in class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

allKnownDates(IDatastoreVersion, String) - Static method in class com.activeviam.risk.core.utils.MarketDataDates

Return all the dates that are seen on a specific store column

ALLMember - Static variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

ALLMEMBER_PATH - Static variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

ALTERNATE_LEVEL - Static variable in class com.activeviam.risk.core.utils.BucketingUtils

alterProperties(Properties, Environment) - Method in class com.activeviam.risk.ref.persistence.impl.RiskActiveMonitorDatasourceBuilder

AMarketDataPostProcessor<T> - Class in com.activeviam.risk.core.postprocessor.impl

AMarketDataPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

Constructor

AMarketDataRetrievalService - Class in com.activeviam.risk.ref.services.impl

AMarketDataRetrievalService(IInterpolationConfiguration, IInterpolation<double[], Double>, IInterpolation<IVector[], IVector>, double) - Constructor for class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

AMarketDataset<T,U> - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

AMarketDataset(IMarketDataRetrievalService.IPillarSet[], boolean) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

AMatrixTypeSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AMatrixTypeSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

AMaturityConverter - Class in com.activeviam.risk.core.dates.impl

AMaturityConverter() - Constructor for class com.activeviam.risk.core.dates.impl.AMaturityConverter

amExtensionsConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

ANALYSIS_CONTRIBUTORS_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

ancestorLocation(ILocation, ILocation, IHierarchyInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Get ancestor location along risk factor hierarchy up to level in original location

anyConflict(IWhatIfSubmission, String) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConflictManager

AP_COOKIE_NAME - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

apConfig - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

ActivePivot spring configuration

apConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

ActivePivot spring configuration

apCSConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

APillarSetOfPillar - Class in com.activeviam.risk.core.utils

APillarSetOfPillar(BucketType, List<Object>) - Constructor for class com.activeviam.risk.core.utils.APillarSetOfPillar

apManagerInitPrerequisitePluginInjections() - Method in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

Extended plugin injections that are required before doing the startup of the ActivePivot manager.

apManagerInitPrerequisitePluginInjections() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

APnLBookScalingRestService<T extends PnLBookScalingDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of IPnLBookScalingRestService

APnLBookScalingRestService() - Constructor for class com.activeviam.risk.ref.rest.services.impl.APnLBookScalingRestService

APnLScenarioScalingRestService<T extends PnLVectorScalingDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of IPnLScenarioScalingRestService

APnLScenarioScalingRestService(IDatastore) - Constructor for class com.activeviam.risk.ref.rest.services.impl.APnLScenarioScalingRestService

APnlVectorFromRiskSensiPostProcessor<T> - Class in com.activeviam.risk.core.postprocessor.impl

APnlVectorFromRiskSensiPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

Constructor

APnLVectorScalingRestService<T extends PnLVectorScalingDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of IPnLVectorScalingRestService

APnLVectorScalingRestService() - Constructor for class com.activeviam.risk.ref.rest.services.impl.APnLVectorScalingRestService

APnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of IPnLVectorSubstitutionRestService

APnLVectorSubstitutionRestService(IDatastore) - Constructor for class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

APP_ENV_PROPS_FILE_PATH_SYSPROP - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

Optional system property to define the path of an application 'env' properties file.

APP_ROLE__PUSH_CM_TO_CS - Static variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

Application role required to push new calculated members to Content Service.

APP_ROLE__PUSH_KPI_TO_CS - Static variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

Application role required to push new KPIs to Content Service.

append(List<T>) - Method in class com.activeviam.generator.tradesandbooks.generator.PseudoRandomGenerator

append(List<T>, T) - Static method in class com.activeviam.generator.tradesandbooks.functions.Lists

AppendD2DDiffPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to append the day-to-day difference value to a measure

AppendD2DDiffPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

APPLICATION_ID_PNL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

APPLICATION_ID_SENSI - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

APPLICATION_ID_VAR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

apply(IActivePivot, IDatastoreVersion, IQueryCache, IArrayReader) - Method in interface com.activeviam.risk.core.utils.CopperToService.ICallback

applyCalculation(BiFunction<Double, U, U>, Double, Pair<U, String>, boolean) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

Apply a computation to the result if not null and take care of the debug string

ApplyShiftPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

ApplyShiftPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

approve(SignOffProcessKey) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

approve(SignOffProcessKey) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

approve(Map<String, String>) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Approve mandate from DTO

approve(Map<String, String>) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Approve mandate from DTO

Args() - Constructor for class com.activeviam.generator.SimpleCSVGeneratorFromSeeds.Args

arrayFill(IVector) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

arrayFill(Double) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

arrayFill(U) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Fill the array data with the value of pos in the input data

AS_OF_DATE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

AS_OF_DATE - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

AS_OF_DATE - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

AS_OF_DATE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

AS_OF_DATE - Static variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

AS_OF_DATE_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

AS_OF_DATE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

AS_OF_DATE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

AS_OF_DATE_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

AS_OF_DATE_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

AScalarPnLExplainPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get PnL approximation for Delta, Gamma and Vega.

AScalarPnLExplainPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

AScalarTypeSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

This class handles single plot metrics without any maturity or other

AScalarTypeSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

ASecurityConfig - Class in com.activeviam.risk.cfg.security.impl

Generic implementation for security configuration of a server hosting ActivePivot, or Content server or ActiveMonitor.

ASecurityConfig() - Constructor for class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ASecurityConfig.AJwtSecurityConfigurer - Class in com.activeviam.risk.cfg.security.impl

Configuration for JWT.

ASecurityConfig.AVersionSecurityConfigurer - Class in com.activeviam.risk.cfg.security.impl

Configuration for Version service to allow anyone to access this service

ASecurityConfig.AWebSecurityConfigurer - Class in com.activeviam.risk.cfg.security.impl

Common configuration for HttpSecurity.

ASensiBookScalingRestService<T extends SensiBookScalingDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of ISensiBookScalingRestService

ASensiBookScalingRestService() - Constructor for class com.activeviam.risk.ref.rest.services.impl.ASensiBookScalingRestService

ASensiSourceConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

ASensiSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

ASensiVectorScalingRestService<T extends SensiVectorScalingDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of ISensiVectorScalingRestService

ASensiVectorScalingRestService() - Constructor for class com.activeviam.risk.ref.rest.services.impl.ASensiVectorScalingRestService

ASensiVectorSubstitutionRestService<T extends SensiVectorSubstitutionDTO> - Class in com.activeviam.risk.ref.rest.services.impl

Abstract implementation of ISensiVectorSubstitutionRestService

ASensiVectorSubstitutionRestService(IDatastore, String) - Constructor for class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

asOf - Variable in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

asOf - Variable in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

asOfDataLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

asOfDateHierarchy - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

asOfDateLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

asOfDateLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

AsOfDateNeighbourValuePostProcessor<O> - Class in com.activeviam.risk.core.postprocessor.impl

Extension of the NeighborValuePostProcessor which uses an IDayToDayDifference context value to select the AsOfDate to shift to.

AsOfDateNeighbourValuePostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

AsOfDateNeighbourValuePostProcessor.NeighborValuePrefetcherWithoutFilter - Class in com.activeviam.risk.core.postprocessor.impl

asStream(Map<String, Level>) - Static method in class com.activeviam.risk.starter.logging.LoggingConfiguration

Present the log levels as a configuration input stream.

ATailMeasureCalc - Class in com.activeviam.risk.ref.calc.impl

Abstract base class for ITailMeasureCalc where: The VaR measure is the element in the sorted vector at position (with interpolation) The ES measure is average in the sorted vector of the first elements (with partial weighting in the last element).

ATailMeasureCalc() - Constructor for class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

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

Abstract post-processor used to expand a sensitivity/ladder along tenors, maturities and moneyness levels

ATenorMaturityAndMoneynessExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

ATTRIBUTES - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

authenticationManagerBean() - Method in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer

authenticationManagerBean() - Method in class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer

authorityComparator() - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

[Bean] Comparator for user roles

AVaEPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

AVaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

Constructor

AVAILABLE_MATURITY_SETS_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the available sets of maturities for dynamic bucketing.

AVAILABLE_MONEYNESS_SETS_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the available sets of maturities for dynamic bucketing.

AVAILABLE_TENOR_SETS_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the available sets of tenors for dynamic bucketing.

AVaRPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

This class handles the confidence level and the Calc IF

AVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

Constructor

AVectorTypeSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

AVectorTypeSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

average() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Mean of a vector contains the arithmetic average of its components.

AVERAGE - com.activeviam.risk.core.utils.MathFunctions.Metric

AVersionSecurityConfigurer() - Constructor for class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AVersionSecurityConfigurer

AVGSQ - com.activeviam.risk.core.utils.MathFunctions.Metric

AWebSecurityConfigurer() - Constructor for class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

This constructor does not enable the logout URL

AWebSecurityConfigurer(String) - Constructor for class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

This constructor enables the logout URL

AWeightedESPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

This class handles the confidence level and the Calc IF

AWeightedESPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

Constructor

AWeightedETGPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

This class handles the confidence level and the Calc IF

AWeightedETGPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

Constructor

AWeightedVaEPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

This class handles the confidence level and the Calc IF

AWeightedVaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

Constructor

AWeightedVaRPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

This class handles the confidence level and the Calc IF

AWeightedVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

Constructor

AwsDataFileWriter - Class in com.activeviam.generator.filewriter.impl.aws

AwsDataFileWriter(AmazonS3, String, Path, int) - Constructor for class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

AwsDataFileWriterBuilder - Class in com.activeviam.generator.filewriter.impl.aws

AwsDataFileWriterBuilder(AmazonS3, String) - Constructor for class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriterBuilder

AwsLambdaGeneratorTask - Class in com.activeviam.generator

AwsLambdaGeneratorTask() - Constructor for class com.activeviam.generator.AwsLambdaGeneratorTask

AwsLambdaGeneratorTask.Request - Class in com.activeviam.generator

AwsLambdaGeneratorTask.Response - Class in com.activeviam.generator

B

BASE_CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

BASE_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

BaseFactSeed - Class in com.activeviam.generator.tradesandbooks.mdl

BaseFactSeed(int, TradeSeed, RiskFactorSeed) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.BaseFactSeed

baseOutputDir - Variable in class com.activeviam.generator.PropertiesOutput

baseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

Creates a flat store that matches the result of the mandate export.

baseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

Creates a flat store that matches the result of the mandate export.

BASIC_AUTH_BEAN_NAME - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

basicAuthenticationEntryPoint() - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

Returns the default AuthenticationEntryPoint to use for the fallback basic HTTP authentication.

BatchEventProcessExecutor - Class in com.activeviam.risk.ref.workflows.batch.impl

Implementation of workflow process executor with batch capabilities.

BatchEventProcessExecutor(IWorkflowService) - Constructor for class com.activeviam.risk.ref.workflows.batch.impl.BatchEventProcessExecutor

Constructor.

BatchWorkflowConfig - Class in com.activeviam.risk.ref.workflows.batch.impl

Special Workflow configuration to activate batch processing for workflow executor supporting it.

BatchWorkflowConfig(String, String, String) - Constructor for class com.activeviam.risk.ref.workflows.batch.impl.BatchWorkflowConfig

Full constructor.

BEGINS_WITH - Static variable in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

BEST_SCENARIO - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

BOOK - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

BOOK_HIERARCHY__BOOK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__BOOK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__BOOK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__CATEGORY - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__CATEGORY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__DESK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__DESK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__DESK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

BOOK_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

BOOK_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

BOOK_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

BOOK_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_PARENT_CHILD__CATEGORY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_PARENT_CHILD__CHILD - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_PARENT_CHILD__DESK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_PARENT_CHILD__PARENT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOK_PARENT_CHILD_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

BOOK_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

BOOK_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BookHierarchyBuilder - Class in com.activeviam.risk.ref.parentchild.hierarchy.builders

The BookHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make book node tuples to be stored in the "BookHierarchy" datastore.

BookHierarchyBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.hierarchy.builders.BookHierarchyBuilder

BookHierarchyListener - Class in com.activeviam.risk.ref.parentchild.listeners

Listen for changes to VaRDatastoreDescriptionConfig.bookParentChildStoreDescription() ()} and builds the data for VaRDatastoreDescriptionConfig.bookHierarchyStoreDescription().

BookHierarchyListener() - Constructor for class com.activeviam.risk.ref.parentchild.listeners.BookHierarchyListener

bookHierarchyStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BOOKING_DIMENSION - Static variable in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

BOOKING_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

BOOKING_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

BOOKING_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

BOOKMARK_PROPERTIES_FILE - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The file name containing properties for the bookmark exports.

BookNodeBuilder - Class in com.activeviam.risk.ref.parentchild.builders

The BookNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make book nodes.

BookNodeBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

BookNodeTreeFilter - Class in com.activeviam.risk.ref.parentchild.provider

The BookNodeTreeFilter is an instance of ParentChildNodeTreeFilter that provides various ways of filtering trees that map to the rows/columns in the StoreNames.BOOK_PARENT_CHILD_STORE_NAME datastore.

BookNodeTreeFilter() - Constructor for class com.activeviam.risk.ref.parentchild.provider.BookNodeTreeFilter

bookParentChildDAO - Variable in class com.activeviam.risk.ref.parentchild.service.ParentChildService

BookParentChildDAO - Class in com.activeviam.risk.ref.parentchild.provider

The BookParentChildDAO service is the main way for the Parent Child Service to access and change parent child data directly from the datastore.

BookParentChildDAO() - Constructor for class com.activeviam.risk.ref.parentchild.provider.BookParentChildDAO

BookParentChildNode - Class in com.activeviam.risk.ref.parentchild.nodes

The BookParentChildNode is an instance of ParentChildNode which provides a business model for use throughout the parent child service.

BookParentChildNode() - Constructor for class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

bookParentChildStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

bookParentChildWhatIfSubmitter - Variable in class com.activeviam.risk.ref.parentchild.service.ParentChildService

BookParentChildWhatIfSubmitter - Class in com.activeviam.risk.ref.parentchild.submitter

The BookParentChildWhatIfSubmitter service is the main way for the Parent Child Service to interact with and submit what-if submissions to the what-if engine.

BookParentChildWhatIfSubmitter() - Constructor for class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

BOOKS_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

BOOKS_GENERATION_FACTOR_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

BOOKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

BOOKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

BOOKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

BOOKS_INPUT_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

BOOKS_OUTPUTFOLDER_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

BOOKS_SEED_LOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

BookSeed - Class in com.activeviam.generator.tradesandbooks.mdl

BookSeed(int) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.BookSeed

booksInput - Variable in class com.activeviam.generator.PropertiesOutput

booksInputsToOutputs - Variable in class com.activeviam.generator.PropertiesOutput

booksOutput - Variable in class com.activeviam.generator.PropertiesOutput

booksSeedLocation - Variable in class com.activeviam.generator.PropertiesOutput

bottomK(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Returns an iterator of a collection composed of the k smallest elements of the vector.

bottomKIndices(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Return the k indices of the k smallest elements of the vector sorted in ascending order.

branchPermissionsManager() - Method in class com.activeviam.risk.ref.cfg.datastore.impl.ActivePivotBranchPermissionsManagerConfig

Return branch permission manager

branchPermissionsManagerForTests() - Method in class com.activeviam.risk.ref.cfg.datastore.impl.ActivePivotBranchPermissionsManagerConfig

Return branch permission manager for tests

BUCKET - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

BUCKET_BUCKETS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BUCKET_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

BUCKET_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

BUCKET_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

BUCKET_TYPE - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

BUCKET_TYPES - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

BUCKET_TYPES - Static variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

BUCKET_TYPES - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

BUCKET_TYPES - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

BucketComparator - Class in com.activeviam.risk.core.ordering

Comparator for "Bucket" cube levels.

BucketComparator() - Constructor for class com.activeviam.risk.core.ordering.BucketComparator

BucketConstants - Class in com.activeviam.risk.core.utils

BucketConstants() - Constructor for class com.activeviam.risk.core.utils.BucketConstants

BucketingUtils - Class in com.activeviam.risk.core.utils

Helper methods for bucketing

BucketingUtils() - Constructor for class com.activeviam.risk.core.utils.BucketingUtils

BUCKETS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

BUCKETS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

bucketStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

bucketType - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

BucketType - Enum in com.activeviam.risk.core.dates

bucketTypes - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

bucketTypes - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

bucketTypes - Variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

bucketTypes - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

build() - Method in class com.activeviam.generator.tradesandbooks.builder.SeedBagBuilder

build() - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.CompleteBuilder

Builds this monitor.

build() - Method in class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

Takes all previously declared fields from this builder and generates the node model.

build() - Method in class com.activeviam.risk.ref.parentchild.builders.CounterpartyNodeBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.builders.LegalEntityNodeBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.BookHierarchyBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.CounterpartyHierarchyBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

build() - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.LegalEntityHierarchyBuilder

build() - Method in class com.activeviam.risk.ref.persistence.impl.RiskActiveMonitorDatasourceBuilder

build() - Method in class com.activeviam.risk.security.impl.InMemoryUserDetailsManagerBuilder

Builds the In-memory UserDetailsManager and returns it

build(FieldGenerator...) - Method in class com.activeviam.generator.tradesandbooks.generator.RowGenerator

build(DataSeed) - Method in interface com.activeviam.generator.tradesandbooks.generator.FieldGenerator

build(DataSeed, String...) - Method in interface com.activeviam.generator.tradesandbooks.generator.FieldGeneratorWithParameters

build(String, SensitivityVectorBuilder.SensiVectorType) - Method in class com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder

buildBookCountMeasure(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildCardinality(int) - Method in class com.activeviam.generator.tradesandbooks.builder.CardinalityBuilder

buildContextualMeasures(ICopperContext, MetricConfiguration, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildContextualRiskClassDistributionMeasures(ICopperContext, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildContextualRiskClassMeasures(ICopperContext, MetricConfiguration, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildContextualVaEMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildDiscriminatorPaths() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

buildDiscriminatorPaths() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

buildExpandedPyParameters(List<List<String>>, FieldGeneratorWithParameters...) - Method in class com.activeviam.generator.tradesandbooks.generator.RowGenerator

buildExpandedPyParametersFile(String, int, boolean, List<List<String>>, List<? extends DataSeed>, FieldGeneratorWithParameters...) - Static method in class com.activeviam.generator.tradesandbooks.functions.FileBuilder

buildFile(String, int, boolean, List<? extends DataSeed>, FieldGenerator...) - Static method in class com.activeviam.generator.tradesandbooks.functions.FileBuilder

buildFixedConfidenceMeasures(ICopperContext, MetricConfiguration, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildFromProperties(Properties) - Method in class com.activeviam.generator.DataGenerator

buildFromProperties(Properties) - Method in class com.activeviam.generator.MandateGenerator

buildFromProperties(Properties) - Method in class com.activeviam.generator.tradesandbooks.TradeAndBookGenerator

buildGeneratorFromArgs(String[]) - Method in class com.activeviam.generator.DataGeneratorBuilder

Uses the args passed as variables to build a generator

buildLevels(BookParentChildNode, LocalDate, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.BookHierarchyListener

buildLevels(CounterpartyParentChildNode, LocalDate, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.CounterpartyHierarchyListener

buildLevels(LegalEntityParentChildNode, LocalDate, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.LegalEntityHierarchyListener

buildLevels(P, LocalDate, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

buildLevelsRecursively(BookParentChildNode, BookHierarchyBuilder, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.BookHierarchyListener

buildLevelsRecursively(P, H, List<Object[]>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

buildMRACombinedCube() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

buildNeighbourDateMarketDataMeasures(ICopperContext, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

buildNode(IRecordReader) - Method in class com.activeviam.risk.ref.parentchild.listeners.BookHierarchyListener

buildNode(IRecordReader) - Method in class com.activeviam.risk.ref.parentchild.listeners.CounterpartyHierarchyListener

buildNode(IRecordReader) - Method in class com.activeviam.risk.ref.parentchild.listeners.LegalEntityHierarchyListener

buildNode(IRecordReader) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

buildPnlCube(IActivePivotInstanceDescription, Function<IDatastoreSchemaDescription, ISelectionDescription>) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

buildPnlExplainMeasure() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

buildPnlExplainMeasure(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

buildPnlExplainMeasure(ICanStartBuildingMeasures) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

buildPnlShiftMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

buildPnlShiftMeasures(ICopperContext) - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Measure builder class for combined cube measures which shift the dates of the PnL explain measures.

buildReferenceMetrics(String, ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.IncrementalMeasureConfig

This function need to be called once in order to create the reference metric used after in order to construct the incremental metrics

buildRestrictedMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

Measure builder class for restricted measures to be used for store or aggregate reimported data.

buildRestrictedMeasures(ICopperContext) - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Measure builder class for restricted measures to be used for store or aggregate reimported data.

buildRiskCatalog(List<String>) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MarketRiskCatalogConfig

buildRiskClassFixedConfidenceMeasures(ICopperContext, MetricConfiguration, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildScalarMarketDataMeasures(ICopperContext, String, String, String, String, Boolean, IMarketDataRetrievalService.MarketType, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

buildScalarMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

Measure builder class for scalar measures.

buildScalarMeasures(ICopperContext) - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Measure builder class for scalar measures.

buildScalarMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

buildScalarMeasures(ICopperContext, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

Measure builder method for scalar measures with sensitivity type

buildScalarRestrictedMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

Measure builder class for scalar restricted measures to be used for store or aggregate reimported data.

buildScalarRestrictedMeasures(ICopperContext) - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Measure builder class for restricted measures to be used for store or aggregate reimported data.

buildSensiCube(Function<IDatastoreSchemaDescription, ISelectionDescription>, IActivePivotInstanceDescription) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

buildStandardMarketDataMeasures(ICopperContext, String, String, String, String, Boolean, IMarketDataRetrievalService.MarketType, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

buildStandardMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

Measure builder class for standard, vectorised Greek measures.

buildStandardMeasures(ICopperContext) - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Measure builder class for standard, vectorised Greek measures

buildStandardMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

buildStandardMeasures(ICopperContext, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

Measure builder class for standard, vectorised Greek measures, with sensitivity type.

buildStaticFile(String, boolean, List<List<String>>) - Static method in class com.activeviam.generator.tradesandbooks.functions.FileBuilder

buildStaticFile(String, boolean, List<List<String>>, String) - Static method in class com.activeviam.generator.tradesandbooks.functions.FileBuilder

buildStorePermission(IDatastoreConfig) - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreRestStoresSecurityConfig

buildTradeCountMeasure(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

buildVarEsCube(Function<IDatastoreSchemaDescription, ISelectionDescription>, IActivePivotInstanceDescription) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

buildVaRRiskClassVectorMeasure(ICopperContext, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

businessDay(LocalDate, IBusinessDayCalendar) - Method in interface com.activeviam.risk.core.dates.IBusinessDayConvention

Rolls the input date to the appropriate business day.

businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.BusinessDayFollowing

businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.BusinessDayModifiedFollowing

businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.BusinessDayModifiedPrevious

businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.BusinessDayNoAdjustment

businessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.BusinessDayPrevious

BusinessDayFollowing - Class in com.activeviam.risk.core.dates.impl

Implementation of the "following" business day convention

BusinessDayFollowing() - Constructor for class com.activeviam.risk.core.dates.impl.BusinessDayFollowing

BusinessDayModifiedFollowing - Class in com.activeviam.risk.core.dates.impl

Implementation of the "modified following" business day convention

BusinessDayModifiedFollowing() - Constructor for class com.activeviam.risk.core.dates.impl.BusinessDayModifiedFollowing

BusinessDayModifiedPrevious - Class in com.activeviam.risk.core.dates.impl

Implementation of the "modified previous" business day convention

BusinessDayModifiedPrevious() - Constructor for class com.activeviam.risk.core.dates.impl.BusinessDayModifiedPrevious

BusinessDayNoAdjustment - Class in com.activeviam.risk.core.dates.impl

Implementation of the "no adjustment" business day convention

BusinessDayNoAdjustment() - Constructor for class com.activeviam.risk.core.dates.impl.BusinessDayNoAdjustment

BusinessDayPrevious - Class in com.activeviam.risk.core.dates.impl

Implementation of the "previous" business day convention

BusinessDayPrevious() - Constructor for class com.activeviam.risk.core.dates.impl.BusinessDayPrevious

C

CALCULATED_MEMBER_ROLE_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

The name of the property which contains the role allowed to add new calculated members in the configuration service.

calculateFromSensi(double, IVector, double[], int, int, boolean) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Recursively calculates the value based on the sensitivity ladder.

calculateInputFromLadder(IVector, double, double[], boolean) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Calculates a PnL value for a given ladder and market data shift.

calculateNbDays(String) - Method in class com.activeviam.risk.core.dates.impl.SmileTenorConverter

Transforms a tenor into a number of days.

calculateNbDays(String, String) - Method in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

Transforms a tenor into a number of days.

calculateNbDays(LocalDate, String) - Method in class com.activeviam.risk.core.dates.impl.TenorConverter30360

Transforms a tenor into a number of days.

calculateWeights(int, double) - Method in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalc

Generates an array of weightings of length equal to the number of scenarios n, based on a Lambda value.

calculateWeights(int, double) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Generates an array of weightings of length equal to the number of scenarios n, based on a Lambda value.

CALCULATION_ID - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

CALCULATION_ID_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

call() - Method in class com.activeviam.generator.mandates.CreateMandateCallable

Cardinality - Class in com.activeviam.generator.tradesandbooks.mdl

Cardinality(int, int, int) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.Cardinality

CardinalityBuilder - Class in com.activeviam.generator.tradesandbooks.builder

CardinalityBuilder(List<Cardinality>) - Constructor for class com.activeviam.generator.tradesandbooks.builder.CardinalityBuilder

CASH_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

CashDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

CashDescription(CashGreekSensiCubeMeasureConfig) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

CashGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

CashGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

cashTaylorVarCommonMetrics(ICopperContext, Function<Object, Double>, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

catalogs - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

CATEGORY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

CEIL - Static variable in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

CeilVaRRounding - Class in com.activeviam.risk.core.calc.impl

This class provides ceil rounding calculation formula

CeilVaRRounding() - Constructor for class com.activeviam.risk.core.calc.impl.CeilVaRRounding

CENTERED - Static variable in class com.activeviam.risk.core.calc.impl.CenteredQuantile

CenteredQuantile - Class in com.activeviam.risk.core.calc.impl

This class provides central quantile calculation formula

CenteredQuantile() - Constructor for class com.activeviam.risk.core.calc.impl.CenteredQuantile

change - Variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

The point values

changeColumnType(String, String, String) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Gets a SQL statement to change the type of given table column

checkFilter(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

CHILD - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

childLocation(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

childLocation(ILocation, List<ILevelInfo>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

cleanSensitivities(List<List<String>>) - Static method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

cleanTradesPnL(List<List<String>>) - Static method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

CLEAR_FILTER - Static variable in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

clone() - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

clone() - Method in class com.activeviam.risk.core.utils.PartitionedCache

clone() - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

clone(List<T>) - Static method in class com.activeviam.generator.tradesandbooks.functions.Lists

close() - Method in interface com.activeviam.generator.filewriter.IDataFileWriter

close() - Method in class com.activeviam.generator.filewriter.impl.ADataFileWriter

close() - Method in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

close() - Method in class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriter

close() - Method in class com.activeviam.risk.ref.migration.ADbMigration

Closes the connection to the db.

CLUSTER_ID - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

com.activeviam.generator - package com.activeviam.generator

com.activeviam.generator.filewriter - package com.activeviam.generator.filewriter

com.activeviam.generator.filewriter.impl - package com.activeviam.generator.filewriter.impl

com.activeviam.generator.filewriter.impl.aws - package com.activeviam.generator.filewriter.impl.aws

com.activeviam.generator.filewriter.impl.local - package com.activeviam.generator.filewriter.impl.local

com.activeviam.generator.mandates - package com.activeviam.generator.mandates

com.activeviam.generator.tradesandbooks - package com.activeviam.generator.tradesandbooks

com.activeviam.generator.tradesandbooks.builder - package com.activeviam.generator.tradesandbooks.builder

com.activeviam.generator.tradesandbooks.files - package com.activeviam.generator.tradesandbooks.files

com.activeviam.generator.tradesandbooks.functions - package com.activeviam.generator.tradesandbooks.functions

com.activeviam.generator.tradesandbooks.generator - package com.activeviam.generator.tradesandbooks.generator

com.activeviam.generator.tradesandbooks.mdl - package com.activeviam.generator.tradesandbooks.mdl

com.activeviam.risk.cfg.security.impl - package com.activeviam.risk.cfg.security.impl

com.activeviam.risk.core.calc - package com.activeviam.risk.core.calc

com.activeviam.risk.core.calc.impl - package com.activeviam.risk.core.calc.impl

com.activeviam.risk.core.constants - package com.activeviam.risk.core.constants

com.activeviam.risk.core.context - package com.activeviam.risk.core.context

com.activeviam.risk.core.context.impl - package com.activeviam.risk.core.context.impl

com.activeviam.risk.core.dates - package com.activeviam.risk.core.dates

com.activeviam.risk.core.dates.impl - package com.activeviam.risk.core.dates.impl

com.activeviam.risk.core.dto - package com.activeviam.risk.core.dto

com.activeviam.risk.core.format.impl - package com.activeviam.risk.core.format.impl

com.activeviam.risk.core.ordering - package com.activeviam.risk.core.ordering

com.activeviam.risk.core.postprocessor.fxconversion.impl - package com.activeviam.risk.core.postprocessor.fxconversion.impl

com.activeviam.risk.core.postprocessor.impl - package com.activeviam.risk.core.postprocessor.impl

com.activeviam.risk.core.postprocessor.limits.impl - package com.activeviam.risk.core.postprocessor.limits.impl

com.activeviam.risk.core.services - package com.activeviam.risk.core.services

com.activeviam.risk.core.utils - package com.activeviam.risk.core.utils

com.activeviam.risk.core.vector.impl - package com.activeviam.risk.core.vector.impl

com.activeviam.risk.ref.activepivot.mdx.impl - package com.activeviam.risk.ref.activepivot.mdx.impl

com.activeviam.risk.ref.calc.impl - package com.activeviam.risk.ref.calc.impl

com.activeviam.risk.ref.cfg.datastore.impl - package com.activeviam.risk.ref.cfg.datastore.impl

com.activeviam.risk.ref.cfg.datastore.restapi.impl - package com.activeviam.risk.ref.cfg.datastore.restapi.impl

com.activeviam.risk.ref.cfg.datastore.triggers - package com.activeviam.risk.ref.cfg.datastore.triggers

com.activeviam.risk.ref.cfg.environment - package com.activeviam.risk.ref.cfg.environment

com.activeviam.risk.ref.cfg.impl - package com.activeviam.risk.ref.cfg.impl

com.activeviam.risk.ref.cfg.pivot.impl - package com.activeviam.risk.ref.cfg.pivot.impl

com.activeviam.risk.ref.cfg.pnl.impl - package com.activeviam.risk.ref.cfg.pnl.impl

com.activeviam.risk.ref.cfg.sensi.impl - package com.activeviam.risk.ref.cfg.sensi.impl

com.activeviam.risk.ref.cfg.var.impl - package com.activeviam.risk.ref.cfg.var.impl

com.activeviam.risk.ref.constants - package com.activeviam.risk.ref.constants

com.activeviam.risk.ref.impl - package com.activeviam.risk.ref.impl

com.activeviam.risk.ref.main - package com.activeviam.risk.ref.main

com.activeviam.risk.ref.migration - package com.activeviam.risk.ref.migration

com.activeviam.risk.ref.monitors.impl - package com.activeviam.risk.ref.monitors.impl

com.activeviam.risk.ref.parentchild.builders - package com.activeviam.risk.ref.parentchild.builders

com.activeviam.risk.ref.parentchild.cfg - package com.activeviam.risk.ref.parentchild.cfg

com.activeviam.risk.ref.parentchild.hierarchy.builders - package com.activeviam.risk.ref.parentchild.hierarchy.builders

com.activeviam.risk.ref.parentchild.listeners - package com.activeviam.risk.ref.parentchild.listeners

com.activeviam.risk.ref.parentchild.nodes - package com.activeviam.risk.ref.parentchild.nodes

com.activeviam.risk.ref.parentchild.provider - package com.activeviam.risk.ref.parentchild.provider

com.activeviam.risk.ref.parentchild.service - package com.activeviam.risk.ref.parentchild.service

com.activeviam.risk.ref.parentchild.submitter - package com.activeviam.risk.ref.parentchild.submitter

com.activeviam.risk.ref.persistence.impl - package com.activeviam.risk.ref.persistence.impl

com.activeviam.risk.ref.rest.services - package com.activeviam.risk.ref.rest.services

com.activeviam.risk.ref.rest.services.impl - package com.activeviam.risk.ref.rest.services.impl

com.activeviam.risk.ref.services.impl - package com.activeviam.risk.ref.services.impl

com.activeviam.risk.ref.services.impl.marketdataretrieval - package com.activeviam.risk.ref.services.impl.marketdataretrieval

com.activeviam.risk.ref.signoff.cfg - package com.activeviam.risk.ref.signoff.cfg

com.activeviam.risk.ref.signoff.service - package com.activeviam.risk.ref.signoff.service

com.activeviam.risk.ref.signoff.service.dto - package com.activeviam.risk.ref.signoff.service.dto

com.activeviam.risk.ref.signoff.service.dto.impl - package com.activeviam.risk.ref.signoff.service.dto.impl

com.activeviam.risk.ref.signoff.service.impl - package com.activeviam.risk.ref.signoff.service.impl

com.activeviam.risk.ref.signoff.service.utils - package com.activeviam.risk.ref.signoff.service.utils

com.activeviam.risk.ref.source.dataloadcontroller - package com.activeviam.risk.ref.source.dataloadcontroller

com.activeviam.risk.ref.source.dataloadcontroller.impl - package com.activeviam.risk.ref.source.dataloadcontroller.impl

com.activeviam.risk.ref.whatif.cfg - package com.activeviam.risk.ref.whatif.cfg

com.activeviam.risk.ref.whatif.definition.impl - package com.activeviam.risk.ref.whatif.definition.impl

com.activeviam.risk.ref.whatif.rest.dto.impl - package com.activeviam.risk.ref.whatif.rest.dto.impl

com.activeviam.risk.ref.whatif.rest.services.impl - package com.activeviam.risk.ref.whatif.rest.services.impl

com.activeviam.risk.ref.workflows.batch.impl - package com.activeviam.risk.ref.workflows.batch.impl

In this package, we show how to replace the default workflow processing for events.

com.activeviam.risk.ref.workflows.tasks - package com.activeviam.risk.ref.workflows.tasks

com.activeviam.risk.ref.workflows.units.impl - package com.activeviam.risk.ref.workflows.units.impl

com.activeviam.risk.security.impl - package com.activeviam.risk.security.impl

com.activeviam.risk.starter - package com.activeviam.risk.starter

com.activeviam.risk.starter.cfg.impl - package com.activeviam.risk.starter.cfg.impl

com.activeviam.risk.starter.cfg.pivot.builders.sensi - package com.activeviam.risk.starter.cfg.pivot.builders.sensi

com.activeviam.risk.starter.cfg.pivot.builders.var - package com.activeviam.risk.starter.cfg.pivot.builders.var

com.activeviam.risk.starter.cfg.pivot.impl - package com.activeviam.risk.starter.cfg.pivot.impl

com.activeviam.risk.starter.cfg.pivot.impl.greek.description - package com.activeviam.risk.starter.cfg.pivot.impl.greek.description

com.activeviam.risk.starter.epoch.impl - package com.activeviam.risk.starter.epoch.impl

com.activeviam.risk.starter.logging - package com.activeviam.risk.starter.logging

com.activeviam.risk.starter.main - package com.activeviam.risk.starter.main

com.activeviam.risk.starter.utils - package com.activeviam.risk.starter.utils

combine(CopperMeasure...) - Static method in class com.activeviam.risk.core.utils.CopperToService

This is the main function that should be called first

combine(List<T>...) - Static method in class com.activeviam.generator.tradesandbooks.functions.Lists

commodityBucketsInput - Variable in class com.activeviam.generator.PropertiesOutput

commodityBucketsOutput - Variable in class com.activeviam.generator.PropertiesOutput

commonCcy - Variable in class com.activeviam.risk.ref.services.impl.FXRates

Common currency used for indirect FX rate lookups

CommonDimensionsConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

CommonDimensionsConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

commonMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

commonPnLExplainMetrics(ICopperContext, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

commonReferences() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates all of the references needed for both the standard and scalar sensitivity cube

compare(String, String) - Method in class com.activeviam.risk.core.ordering.BucketComparator

Compares two buckets for order.

compareTo(MaturityPillarsDTO) - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

componentVaR(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

componentVaR(CopperMeasure, CopperMeasure, double, String, String) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

ComponentVaRCalc - Class in com.activeviam.risk.core.calc

Class containing helper methods for performing Component VaR calculations.

ComponentVaRCalc() - Constructor for class com.activeviam.risk.core.calc.ComponentVaRCalc

componentVaRDelta(CopperMeasure, CopperMeasure, CopperMeasure, CopperHierarchy) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

CompositeKey - Class in com.activeviam.risk.core.utils

CompositeKey(Object[]) - Constructor for class com.activeviam.risk.core.utils.CompositeKey

compute(IColumnCalculator.IColumnCalculationContext) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiValueCalculator

compute(IColumnCalculator.IColumnCalculationContext) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.TenorIndexCalculator

compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

compute(ILocation, IAdvancedAggregatesRetriever) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

computeComponentVaR(IVector, IVector, double, int) - Static method in class com.activeviam.risk.core.calc.ComponentVaRCalc

Calculates component VaR of a sub-portfolio using a quadratic regression technique.

computeDeltaComponentVaR(IVector, IVector, double, int, IVector, IVector) - Static method in class com.activeviam.risk.core.calc.ComponentVaRCalc

Calculates the Delta Component VaR of a sub-portfolio using a quadratic regression technique.

computeOutput(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

There is only one underlying measure here: the IVector that we want to expand.

computePrefetches(ILocation, ICubeFilter) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor.NeighborValuePrefetcherWithoutFilter

computeShift(int, TreeMap<Double, Integer>[], int) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This function compute the shift on the data vector corresponding to the given pillar according to the pillar set topology

computeShift(int, TreeMap<Double, Integer>[], int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function compute the shift on the data vector corresponding to the given pillar according to the pillar set topology

confidenceLevel - Variable in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

confidenceLevel - Variable in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

confidenceLevel - Variable in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

confidenceLevel - Variable in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

configure(SessionCookieConfig, String) - Static method in class com.activeviam.risk.security.impl.CookieUtil

Configures the cookies

configure(AuthenticationManagerBuilder) - Method in class com.activeviam.risk.security.impl.InMemoryUserDetailsManagerBuilder

configure(HttpSecurity) - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AJwtSecurityConfigurer

configure(HttpSecurity) - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AVersionSecurityConfigurer

configure(HttpSecurity) - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

configureCubeBuilder(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

configureCubeBuilder(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

configureCubeBuilder(ICubeDescriptionBuilder.INamedCubeDescriptionBuilder) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

configureGlobal(AuthenticationManagerBuilder) - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

connection - Variable in class com.activeviam.risk.ref.migration.ADbMigration

CONNECTION_URL_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

ConstantPP - Class in com.activeviam.risk.starter

ConstantPP(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.starter.ConstantPP

Constructor

ConstantZeroPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Returns zero at any location, to allow usage as an underlying measure for analysis hierarchy postprocessors.

ConstantZeroPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

CONTAINS - Static variable in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

CONTENT_SERVER_BOOKMARKS_DEFAULT_OWNERS_PROP - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The properties entry for the default bookmark owners.

CONTENT_SERVER_BOOKMARKS_DEFAULT_READERS_PROP - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The properties entry for the default bookmark readers.

CONTENT_SERVER_URL - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The URL of the content server.

CONTENTSERVER_DIRECTORY - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

CONTENTSERVER_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

ContentServerSecurityConfigurer() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer

contentService() - Method in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

context - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AJwtSecurityConfigurer

context - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AVersionSecurityConfigurer

context - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

context - Variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

contribute(boolean, Object...) - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

CONTRIBUTORS_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

CONTRIBUTORS_COUNT_ALIAS - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

CONTRIBUTORS_COUNT_PREVIOUS_D2D_DATE - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

CONTRIBUTORS_COUNT_PREVIOUS_DATE - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

convert(IDatastoreVersion, LocalDate, BucketType, String, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

convert(IDatastoreVersion, LocalDate, BucketType, String, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.PeriodActualTenorConverter

convert(IDatastoreVersion, LocalDate, BucketType, String, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.SmileTenorConverter

convert(IDatastoreVersion, LocalDate, BucketType, String, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.TenorConverter30360

convert(IDatastoreVersion, LocalDate, BucketType, String, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in interface com.activeviam.risk.core.dates.ITenorConverter

Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention).

convert(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

Convert tenor to a LocalDate; with business day convention applied.

convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

Implementation of ITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) which first converts the tenor into a number of days using LegacyTenorConverter.calculateNbDays(String, String).

convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.PeriodActualTenorConverter

convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.SmileTenorConverter

Implementation of ITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) which first converts the tenor into a number of days using SmileTenorConverter.calculateNbDays(String).

convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.TenorConverter30360

Implementation of ITenorConverter.convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) which first converts the tenor into a number of days using TenorConverter30360.calculateNbDays(LocalDate, String).

convert(LocalDate, String, IBusinessDayConvention, IBusinessDayCalendar) - Method in interface com.activeviam.risk.core.dates.ITenorConverter

Given an as-of-date and a String representation of a tenor, returns the LocalDate representation of the tenor (after application of business day convention).

convertBucketToMaturity(RuntimeData<U>, IMarketDataRetrievalService.IPillarSet) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function returns an ordered map that can be used to find interpolation vectors

COOKIE_NAME - Static variable in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig

Cookie name for sessions over ActiveMonitor server

cookieName - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

The name of the cookie to clear

CookieUtil - Class in com.activeviam.risk.security.impl

Utility class to configure the cookies.

CookieUtil() - Constructor for class com.activeviam.risk.security.impl.CookieUtil

CopperESPostProcessors - Class in com.activeviam.risk.core.postprocessor.impl

CopperESPostProcessors() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

CopperETGPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

CopperETGPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

copperHierarchy(String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Transforms a legacy hierarchy string into a copper legacy it could be * level@hierarchy@dimension * hierarchy@dimension * hierarchy

copperLevel(String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Transforms a legacy level string : level@hierarchy@dimension into a copper level

CopperToService - Class in com.activeviam.risk.core.utils

This Copper class exposes the references to the following references : + IActivePivot activePivot + IDatastoreVersion datastore + IQueryCache cache It should be used with the following syntax : CopperMeasure m = CopperToService.combine([copper measures]).map((activePivot, datastore, cache, data) -> ...); it is almost the same syntax as the one used for the vanilla map function except the 3 additional parameters.

CopperToService.ICallback - Interface in com.activeviam.risk.core.utils

This is the signature of the lambda function used on the map method

CopperToService.ServiceFunction - Class in com.activeviam.risk.core.utils

Almost the same as the core class but with the additional parameters Function associated to the CopperToService.ServiceOperator.

CopperToService.ServiceOperator - Class in com.activeviam.risk.core.utils

This class is mainly copied back from the core Operator with only one operand that returns a new measure of type Types.TYPE_OBJECT.

CopperVaEPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

CopperVaEPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

CopperVaRPostProcessors - Class in com.activeviam.risk.core.postprocessor.impl

CopperVaRPostProcessors() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

CopperWEsPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

CopperWEsPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

CopperWEtgPostProcessors - Class in com.activeviam.risk.core.postprocessor.impl

CopperWEtgPostProcessors() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

CopperWVaEPostProcessors - Class in com.activeviam.risk.core.postprocessor.impl

CopperWVaEPostProcessors() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

CopperWVaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

CopperWVaRPostProcessor() - Constructor for class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

copyFrom(IVector, IVector) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.ReadOnlySparseVectorBinding

copyTo(double[]) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

corsFilter() - Method in class com.activeviam.risk.cfg.security.impl.RiskCorsFilterConfig

COUNTER_CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTERPARTIES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

COUNTERPARTY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTERPARTY__COUNTERPARTY_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY__COUNTERPARTY_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY__COUNTERPARTY_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY__COUNTERPARTY_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY__COUNTRY_OF_ADDRESS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY__COUNTRY_OF_ADDRESS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY__COUNTRY_OF_RISK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY__COUNTRY_OF_RISK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY__RATING - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY__RATING - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY__SECTOR - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY__SECTOR - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_COUNTRIES_OF_ADDRESS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_COUNTRIES_OF_RISK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_HIERARCHY__COUNTERPARTY_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY__HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTERPARTY_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

COUNTERPARTY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_ID - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTERPARTY_IDS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_NAME - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTERPARTY_NAMES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_PARENT_CHILD__CHILD - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_PARENT_CHILD__PARENT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_PARENT_CHILD_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

COUNTERPARTY_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

COUNTERPARTY_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_RATINGS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_SECTORS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

COUNTERPARTY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

COUNTERPARTY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_TO_COUNTRY_ADDRESS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTERPARTY_TO_COUNTRY_ADDRESS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTERPARTY_TO_COUNTRY_RISK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

CounterpartyHierarchyBuilder - Class in com.activeviam.risk.ref.parentchild.hierarchy.builders

The CounterpartyHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make counterparty node tuples to be stored in a hierarchy datastore.

CounterpartyHierarchyBuilder(LocalDate, IDatastore) - Constructor for class com.activeviam.risk.ref.parentchild.hierarchy.builders.CounterpartyHierarchyBuilder

CounterpartyHierarchyListener - Class in com.activeviam.risk.ref.parentchild.listeners

Listen for changes to VaRDatastoreDescriptionConfig.counterpartyParentChildStoreDescription() ()} ()} and builds the data for VaRDatastoreDescriptionConfig.counterpartyHierarchyStoreDescription() ()}.

CounterpartyHierarchyListener(IDatastore) - Constructor for class com.activeviam.risk.ref.parentchild.listeners.CounterpartyHierarchyListener

counterpartyHierarchyStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

CounterpartyNodeBuilder - Class in com.activeviam.risk.ref.parentchild.builders

The CounterpartyNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make counterparty nodes.

CounterpartyNodeBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.builders.CounterpartyNodeBuilder

CounterpartyParentChildNode - Class in com.activeviam.risk.ref.parentchild.nodes

Counterparty nodes are only used to generate the counterparty hierarchy datastore (which requires only parent child fields.) Because of this, as of now this class does not contain any fields unique from ParentChildNode though counterparties in the datastore do contain counterparty specific fields.

CounterpartyParentChildNode() - Constructor for class com.activeviam.risk.ref.parentchild.nodes.CounterpartyParentChildNode

counterpartyParentChildStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

counterpartyStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRIES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

COUNTRY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTRY__COUNTRY - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__COUNTRY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY__COUNTRY_CODE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__COUNTRY_CODE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY__LATITUDE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__LATITUDE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY__LONGITUDE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__LONGITUDE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY__REGION - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__REGION - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY__SUB_REGION - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

COUNTRY__SUB_REGION - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

COUNTRY_CODE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTRY_OF_ADDRESS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTRY_OF_RISK - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

COUNTRY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

COUNTRY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

countryStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

CREATE_DB_FILE_ON_RESET_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

createAdjustmentsForOneMandate(int, String, boolean, String, String) - Method in class com.activeviam.generator.MandateGenerator

createAggregateChunkFactory(int, boolean, IAllocationSettings) - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

createAggregatedDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createAggregatedDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

createAggregation(String, int) - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

createAggregationFunction(String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

createBranch(String, String, String, String) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

This method provides a way to create a new branch off of master and asofDate from the book parent child datastore and provided changes to that new branch.

createBranchFromMaster(String, String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.risk.ref.parentchild.service.ParentChildService

This method provides a way to both create a branch and submit changes off of the master branch.

createChannel(IStoreMessageChannelFactory<I, E>) - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig.ITopicConfig

Create a message channel using a store message channel factory.

createChannel(IStoreMessageChannelFactory<I, E>) - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

Create a message channel using TopicConfig.messageChannelFactory if it is set, otherwise use messageChannelFactory.

createChannel(IStoreMessageChannelFactory<I, E>, String, String, ITuplePublisher<I>) - Static method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

createChannel(String) - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig

createChannel(String) - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.ISourceConfig

Create a message channel for the topic.

createCommonStores() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates all of the stores needed for the sensitivity cube

createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[], boolean) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Return a IMarketDataset of the same type of this

createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[], boolean) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

createCompatibleDataset(IMarketDataRetrievalService.IPillarSet[], boolean) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

createConnection() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

createConnection() - Method in class com.activeviam.risk.ref.migration.ADbMigration

Creates a connection to the database.

createConnection() - Method in class com.activeviam.risk.ref.migration.RepositoryDbMigration

createCSVAdjustment(int, String, boolean, String, String) - Method in class com.activeviam.generator.MandateGenerator

createCsvSource(String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Create a CSV source object suitable for use with the IDataLoadController.

createDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

createDynamicTenorsStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates a store for the superset of Sensitivity dynamic tenors

createFilename(SignOffProcessInstanceExportDTO, String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a filename for a DEE export.

createFlatDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createFlatDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

createHistory(int) - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

createInstance(Boolean) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

createInstance(Double) - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

createInstance(Integer) - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

createInstance(Integer) - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

createInstance(Integer) - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

createInstance(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

createLeafLevelProperty(String, String, boolean, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

CreateMandateCallable - Class in com.activeviam.generator.mandates

CreateMandateCallable(String, String, String, String, int, CloseableHttpClient, String, String) - Constructor for class com.activeviam.generator.mandates.CreateMandateCallable

createMarketDataSetsStore() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

createMarketDataStoreDescription(String, String) - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates the vectorised market data store

createMDXFiltersFromFilters(List<List<String>>, IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a list of MDX filters out of a list of sign-off filters.

createMessage(ITemplateEngine, String) - Method in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

Creates a message for AlertWorkflowUnit.sendMessage(IMessageService, ITemplateEngine, String).

createOtherAggregatedDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

createOtherDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

createParentChildKey(String, LocalDate) - Static method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition

createPath(ILevelInfo, Object) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

createPnlSchemaSelectionDescription(IDatastoreSchemaDescription) - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSchemaDescriptionConfig

createPnlSchemaSelectionDescription(IDatastoreSchemaDescription) - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSchemaDescriptionConfig

createPrefetchedLocation(ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Modifies the current location to be able to retrieve the source contributions.

createProcedure(IAggregatesRetrievalResult, IAdvancedAggregatesRetriever, String[], MaturityPillarsDTO, ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Create the point procedure that will be executed on the evaluation retrieval result.

createScalarAggregatedDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createScalarDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createScalarFlatDimensions() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

createScalarMarketDataStoreDescription(String, String) - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates the scalar market data store

createScalarTradeBaseStoreDescription(String, String) - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates a store for the Trades with have sensitivities.

createSensiSchemaSelectionDescription(IDatastoreSchemaDescription) - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiImportSchemaDescriptionConfig

createSensiSchemaSelectionDescription(IDatastoreSchemaDescription) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

createSequence(String, int) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Creates a sequence.

createSparseVector(int[], double[], Integer) - Method in class com.activeviam.risk.ref.cfg.datastore.triggers.SparseVectorCommitTimeUpdater

This is intended to be used in order to avoid the expansion and re-compaction effect.

createTenorsStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates a store for the superset of Sensitivity tenors

createTopicConfig(String, String, ITuplePublisher<IFileInfo<Path>>) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Create an SimpleSourceConfig.ITopicConfig object.

createTradeBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates a store for the Trades with have sensitivities.

createTupleForStore(IDatastore, Map<String, Integer>, Object[], String) - Static method in class com.activeviam.risk.core.utils.PublisherUtils

Creates a tuple for the required store, by attempting to extract the value for each store field from the input tuple

createTupleForStore(IDatastore, Map<String, Integer>, Object[], String, Map<String, Object>) - Static method in class com.activeviam.risk.core.utils.PublisherUtils

Creates a tuple for the required store, by attempting to extract the value for each store field from the input tuple

createVarSchemaSelectionDescription(IDatastoreSchemaDescription) - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRSchemaDescriptionConfig

createVaRSchemaSelectionDescription(IDatastoreSchemaDescription) - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSchemaDescriptionConfig

createWorkflowTable() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Creates the new table for workflow configuration system.

CSV_AGGREGATED_IMPORT_DATASET - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_BUFFER_SIZE - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_DATASET - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_LINES_TO_SKIP - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_PARSER_THREADS - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_POLLING_DELAY - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_SEPARATOR - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

CSV_SEPARATOR_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the separator to be used in the CSV export.

CSV_STORE_IMPORT_DATASET - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

This function must be overridden in order to create a specific bean

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiImportSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

csvChannelFactory() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

csvSource() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

csvSource(String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Generates a specific source with topics

csvSourceConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

The CSVSource properties

CUBE_EXPORT_TYPE - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

Constant for the cube export type.

CUBE_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

CUBE_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

CUBE_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

CUBE_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

CubeFilterDefinition - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation for the definition of a filter that will be applied to an export task.

CubeFilterDefinition() - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

CubeFilterDefinition(String, String, List<String>) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

CubeLevelDefinition - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation for the definition of a level that will be included in an export task.

CubeLevelDefinition() - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

CubeLevelDefinition(String, String, String, String) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

CubeMeasureDefinition - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation for the definition of a measure that will be included in an export task.

CubeMeasureDefinition() - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

CubeMeasureDefinition(String, String) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

cubes - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

currencies - Static variable in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

CURRENCIES_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

currency - Variable in class com.activeviam.risk.core.context.impl.ReferenceCurrency

reference currency

CURRENCY_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

CURRENCY_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

CURRENCY_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

CURRENCY_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

currencyLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

currencyLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

currencyLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

CURRENT_DATE - Static variable in class com.activeviam.risk.core.utils.MarketDataDates

currentOutputFile - Variable in class com.activeviam.generator.filewriter.impl.ADataFileWriter

CURVE_TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

CURVE_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

CURVE_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

CURVE_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

customFormatters - Variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

customListenerInjections - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

customParameters - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

customParameters - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

customParameters - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

customParameters - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

customParameters - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

CustomParamtersConfig - Class in com.activeviam.risk.starter.cfg.impl

CustomParamtersConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.CustomParamtersConfig

customParsers - Variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

CVAR_REGRESSION_LENGTH - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of regression length for component VaR

D

DAILY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

DAILY - Static variable in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

DAILY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

DAILY_SENSI_CONFIG - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

DataCountPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

DataCountPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.DataCountPostProcessor

Constructor

dataCubeMessengerDefinitionLocal() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MessengerDefinitionConfig

dataCubeMessengerDefinitionNetty(String) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MessengerDefinitionConfig

dataExtractionService - Variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

DataGenerator - Class in com.activeviam.generator

Class defining the common traits of Data generator

DataGenerator() - Constructor for class com.activeviam.generator.DataGenerator

DataGeneratorBuilder<T extends DataGenerator> - Class in com.activeviam.generator

Class used as a builder for the different types of generators using config files (Mandate generator and TradeAndBookGenerator)

DataGeneratorBuilder() - Constructor for class com.activeviam.generator.DataGeneratorBuilder

dataLoadController - Variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

dataLoadController(List<Consumer<IDataLoadController>>) - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

Spring bean for the data load controller.

DataLoadControllerConfig - Class in com.activeviam.risk.starter.cfg.impl

Configure a data load controller.

DataLoadControllerConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

DataLoadControllerFileConfig - Class in com.activeviam.risk.starter.cfg.impl

DataLoadControllerFileConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DataLoadControllerFileConfig

DataLoadControllerRestServiceConfig - Class in com.activeviam.risk.starter.cfg.impl

Configure a Rest service to allow remote control of data loading in ActivePivot.

DataLoadControllerRestServiceConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

DataQualityCheck - Class in com.activeviam.risk.core.utils

DataQualityCheck() - Constructor for class com.activeviam.risk.core.utils.DataQualityCheck

DataSeed - Class in com.activeviam.generator.tradesandbooks.mdl

DataSeed(int) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.DataSeed

dataSet - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

dataSet - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

dataSourceBuilder() - Method in class com.activeviam.risk.ref.cfg.impl.RiskActiveMonitorAppConfig

datastore - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

datastore - Variable in class com.activeviam.risk.ref.parentchild.provider.BookParentChildDAO

datastore - Variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

datastore - Variable in class com.activeviam.risk.ref.rest.services.impl.APnLScenarioScalingRestService

datastore - Variable in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

datastore - Variable in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

datastore - Variable in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

datastore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

datastore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

datastore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

datastore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

datastore() - Method in class com.activeviam.risk.ref.cfg.impl.ExtendedDatastoreConfig

DatastoreConditionDefinition - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation for the condition objects to be used in a DEE datastore export.

DatastoreConditionDefinition() - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

DatastoreConditionDefinition(String, List<IDatastoreConditionDefinition>, String, List<Pair<String, String>>) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

datastoreConfig - Variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.RiskDatastoreServicesConfig

datastoreConfig - Variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

datastoreConfig - Variable in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

datastoreConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

datastoreCustomisations() - Method in class com.activeviam.risk.starter.cfg.impl.DatastoreCustomisationsConfig

Returns the datastore modifications to be performed in the project, as a bean.

DatastoreCustomisations - Class in com.activeviam.risk.starter.cfg.impl

Datastore modifications to be performed on the default Accelerator stores.

DatastoreCustomisations() - Constructor for class com.activeviam.risk.starter.cfg.impl.DatastoreCustomisations

DatastoreCustomisationsConfig - Class in com.activeviam.risk.starter.cfg.impl

A configuration class to set the datastore modifications to be performed in the project.

DatastoreCustomisationsConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DatastoreCustomisationsConfig

datastoreDescription - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

DatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.impl

The datastore description configuration class

DatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionConfig

DatastoreDescriptionHelper - Class in com.activeviam.risk.ref.cfg.impl

DatastoreDescriptionHelper() - Constructor for class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionHelper

DatastoreFieldDefinition - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation for the field objects to be used to be used in a DEE datastore export.

DatastoreFieldDefinition() - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

DatastoreFieldDefinition(String, String) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

DatastoreRestStoresSecurityConfig - Class in com.activeviam.risk.ref.cfg.datastore.restapi.impl

Configuration of datastore rest service security

DatastoreRestStoresSecurityConfig(IDatastoreConfig) - Constructor for class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreRestStoresSecurityConfig

datastoreServiceConfiguration() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.RiskDatastoreServicesConfig

DatastoreServiceConfiguration - Class in com.activeviam.risk.ref.cfg.datastore.restapi.impl

Datastore service configuration

DatastoreServiceConfiguration(IDatastoreConfig) - Constructor for class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

Constructor of DatastoreServiceConfiguration.

DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

DATE_HIERARCHIES_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The property for the date hierarchies to use when filtering exports.

DATE_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

DATE_INFO - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

DATE_INFO - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

DATE_LEVELS - Static variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

DATE_LEVELS - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

DATE_PATTERN - Static variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

Date pattern for date calculators

DATE_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

DATE_STORE - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

dateDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

dateInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

dateLevel - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

dates - Static variable in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

DATES_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

dateSearch(LocalDate, BiFunction<LocalDate, Boolean, LocalDate>, int, Function<LocalDate, Optional<T>>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Utility method to search through the datastore for the "next" or "previous" date which contains the desired data.

dateStore - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

DateTimeFormatterLocaleConfig - Class in com.activeviam.risk.starter.cfg.impl

A Spring configuration class to manage the configuration of the Locale used in DateTimeFormatter calls.

DateTimeFormatterLocaleConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DateTimeFormatterLocaleConfig

dateToDiff - Variable in class com.activeviam.risk.core.context.impl.DayToDayDifference

DAY_COUNT_A_360 - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Spring Bean qualifier for A/360 day count.

DAY_COUNT_A_365 - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Spring Bean qualifier for A/365 day count.

DAY_COUNT_A_365_FIXED - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Spring Bean qualifier for A/365F day count.

DAY_FORMAT - Static variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Format string to display a day date

dayCount(IActivePivot, LocalDate, LocalDate, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

Given start and end dates, calculate the number of days between them.

dayCount(LocalDate, LocalDate) - Method in interface com.activeviam.risk.core.dates.IDayCountConvention

Given two dates, calculates the number of days between them.

dayCount(LocalDate, LocalDate) - Method in class com.activeviam.risk.core.dates.impl.SimpleDayCount

dayCountConvention - Variable in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

DAYS_IN_MONTH_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the number of days in a month for bucketing purposes.

DAYS_IN_WEEK_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the number of days in a week for bucketing purposes.

DAYS_IN_YEAR_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the number of days in a year for bucketing purposes.

DayToDayDifference - Class in com.activeviam.risk.core.context.impl

Day-to-day difference context value

DayToDayDifference(String) - Constructor for class com.activeviam.risk.core.context.impl.DayToDayDifference

Constructor

DayToDayDifferenceTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for rday-to-day differences.

DayToDayDifferenceTranslator() - Constructor for class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

DayToDayMetric - Class in com.activeviam.risk.starter.cfg.pivot.impl

DB_FILE_NAME_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

DB_FILE_VARIABLE - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

dbType - Variable in class com.activeviam.risk.ref.migration.ADbMigration

DEBUG_ID - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

DEBUG_SUFFIX - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

debugId - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

debugId - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

debugId - Variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

debugString - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

decimalFormat - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

DEEConfig - Class in com.activeviam.risk.starter.cfg.impl

DEEConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.DEEConfig

DEFAULT_APP_ENV_PROPS_FILE_PATH - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

Default application 'env' properties file used if EnvironmentConstants.APP_ENV_PROPS_FILE_PATH_SYSPROP system property has not been explicitly set.

DEFAULT_CSV_BUFFER_SIZE - Static variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

DEFAULT_CSV_LINES_TO_SKIP - Static variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

DEFAULT_CSV_PARSER_THREADS - Static variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

DEFAULT_CSV_SEPARATOR - Static variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

DEFAULT_HIBERNATE_ENV_PROPS_FILE_PATH - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

Default hibernate 'env' properties file used if EnvironmentConstants.HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP system property has not been explicitly set.

DEFAULT_HIERARCHY_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

DEFAULT_LEVEL - Static variable in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

DEFAULT_LEVEL_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

DEFAULT_MAX_FALLBACK_DAYS - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

DEFAULT_NO_MATURITY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

DEFAULT_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DEFAULT_PORT - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DEFAULT_QUERY_TIMEOUT - Static variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

Default query timeout for queries

DEFAULT_SEPARATOR - Static variable in interface com.activeviam.generator.filewriter.IDataFileWriter

DEFAULT_SEPARATOR - Static variable in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

defaultConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

defaultConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

defaultConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

defaultConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

defaultCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

defaultInjections() - Method in class com.activeviam.risk.ref.cfg.impl.RiskInjectionsConfig

defaultLambda - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

defaultLambda - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

defaultLambda - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

defaultLambda - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

DefaultSecurityConfigurer() - Constructor for class com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer

Default constructor.

defaultValue - Variable in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

defaultVarEsCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

defineDynamicBucketPath(ILocation, Object[], ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Modifies the current location to reach the destination buckets.

defineTopic(CSVSource<Path>, String, String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

DEFINITION_NAME - Static variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

definitionFromDTO(PnLBookScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

definitionFromDTO(PnLVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

definitionFromDTO(PnLVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

definitionFromDTO(SensiBookScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

definitionFromDTO(SensiVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

definitionKey() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

definitionName - Static variable in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition

DELTA - com.activeviam.risk.core.constants.SensitivityType

DELTA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

Not an enum to allow user addons

deltaBookScalingRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

DeltaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

DeltaDescription() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

DeltaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

DeltaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.DeltaGreekSensiCubeMeasureConfig

deltaVectorScalingRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

deltaVectorSubstitutionRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

descendentLocation(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Add wildcards down to the descendent level

description() - Method in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

description() - Method in class com.activeviam.risk.core.calc.impl.CenteredQuantile

description() - Method in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

description() - Method in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

description() - Method in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

description() - Method in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

description() - Method in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

description() - Method in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

DESCRIPTION - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

DESK - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

DESKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

DESKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

DESKS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

determineAbsoluteShift(Double, Double, Double) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Calculates the absolute shift from the provided market data quotes, if the absolute shift is not provided.

determineInput(IInputSelector, IVector, IVector, IPair<Boolean, double[]>, Double, IVector, IVector, int, String) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Determines the sensitivity input for a potential ladder calculation, depending on a configuration variable and calculation parameters.

determinePercentageShift(Double, Double, Double) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Calculates the percentage shift from the provided market data quotes, if the percentage shift is not provided.

DHS - Static variable in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

dhsFunction(double, Integer, double) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the PNL of relative sensitivity shifted from zero (dx/(x+shift))

dimensions(ICanStartBuildingDimensions) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

Standard definition of dimensions for the VaR-ES Cube

disableRegisteringContextValueFilter(ContextValueFilter) - Method in class com.activeviam.risk.starter.main.RiskStarterApplication

dispatcherServletRegistration(DispatcherServlet, ObjectProvider<MultipartConfigElement>) - Method in class com.activeviam.risk.ref.main.RiskActiveMonitorApplication

dispatcherServletRegistration(DispatcherServlet, ObjectProvider<MultipartConfigElement>) - Method in class com.activeviam.risk.starter.main.RiskStarterApplication

DISTRIBUTION_FIELD - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

doBatchFor(String...) - Method in class com.activeviam.risk.ref.workflows.batch.impl.BatchWorkflowConfig

Activates batch for a series of actions.

doConfigure(HttpSecurity) - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

doConfigure(HttpSecurity) - Method in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorSecurityConfig.DefaultSecurityConfigurer

doConfigure(HttpSecurity) - Method in class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ActivePivotSecurityConfigurer

doConfigure(HttpSecurity) - Method in class com.activeviam.risk.starter.cfg.impl.SecurityConfig.ContentServerSecurityConfigurer

DOCS_DIRECTORY - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DOCS_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DOCTORPIVOT_DIRECTORY - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DOCTORPIVOT_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DOMAIN_ALL - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

DOMAIN_DEFAULT - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

DOUBLE_ARRAY_FORMATTER - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

DOUBLE_FORMATTER - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

DOUBLE_PERCENTAGE_FORMATTER - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

DoubleArrayFormatter - Class in com.activeviam.risk.core.format.impl

A formatter used to display all the elements in a double array/vector.

DoubleArrayFormatter(Locale) - Constructor for class com.activeviam.risk.core.format.impl.DoubleArrayFormatter

DoubleArrayFormatter(Locale, String) - Constructor for class com.activeviam.risk.core.format.impl.DoubleArrayFormatter

doubleFormatter - Variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

doubleInterpolation - Variable in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

drillthroughProperties() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

drillthroughProperties() - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

drillthroughProperties() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

DSVIEWER_DIRECTORY - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

DSVIEWER_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

dtd(String, String, String, String, String, String, String, ICopperContext) - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.DayToDayMetric

DTD_PNL_FX - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

DTD_PNL_NATIVE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

dtdMetrics(String, String, String, String, String, String, String, String, ICopperContext) - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.DayToDayMetric

DYN_MATURITIES - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

DYN_MONEYNESS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

DYN_TENORS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

DYN_TENORS_STORES - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

DYNAMIC_BUCKETING_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

DYNAMIC_MATURITY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

DYNAMIC_MONEYNESS_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

DYNAMIC_SENSI_PILLARS - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

DYNAMIC_TENOR_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

DynamicMaturitySets - Class in com.activeviam.risk.core.context.impl

Maturity set context value.

DynamicMaturitySets() - Constructor for class com.activeviam.risk.core.context.impl.DynamicMaturitySets

constructor

DynamicMaturitySets(String) - Constructor for class com.activeviam.risk.core.context.impl.DynamicMaturitySets

DynamicMaturitySets(List<String>) - Constructor for class com.activeviam.risk.core.context.impl.DynamicMaturitySets

Constructor

DynamicMaturitySetsTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for dynamic maturity sets.

DynamicMaturitySetsTranslator() - Constructor for class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

DynamicMoneynessSets - Class in com.activeviam.risk.core.context.impl

Maturity set context value.

DynamicMoneynessSets() - Constructor for class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

constructor

DynamicMoneynessSets(String) - Constructor for class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

DynamicMoneynessSets(List<String>) - Constructor for class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

Constructor

DynamicMoneynessSetsTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for dynamic maturity sets.

DynamicMoneynessSetsTranslator() - Constructor for class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

dynamicTenorsAndMaturitiesPostProcessor(String, String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

dynamicTenorsAndMaturitiesPostProcessor(String, String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

dynamicTenorsAndMaturitiesPostProcessor(String, String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

dynamicTenorsAndMaturitiesPostProcessor(String, String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

dynamicTenorsAndMaturitiesPostProcessor(String, String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

DynamicTenorsAndMaturitiesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Postprocessor that dynamically buckets from an input tenor and maturity to the appropriate destination tenors and maturities.

DynamicTenorsAndMaturitiesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure - Class in com.activeviam.risk.core.postprocessor.impl

Procedure to execute over the evaluation retrieval result.

DynamicTenorSets - Class in com.activeviam.risk.core.context.impl

Tenor set context value.

DynamicTenorSets() - Constructor for class com.activeviam.risk.core.context.impl.DynamicTenorSets

constructor

DynamicTenorSets(String) - Constructor for class com.activeviam.risk.core.context.impl.DynamicTenorSets

DynamicTenorSets(List<String>) - Constructor for class com.activeviam.risk.core.context.impl.DynamicTenorSets

Constructor

DynamicTenorSetsTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for dynamic tenor sets.

DynamicTenorSetsTranslator() - Constructor for class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

E

EmbeddedActiveMonitorConfig - Class in com.activeviam.risk.ref.impl

Configuration class importing all configuration classes and properties sources required to integrate ActiveMonitor in this sandbox application, using an ActiveMonitor server embedded in the current ActivePivot server.

EmbeddedActiveMonitorConfig() - Constructor for class com.activeviam.risk.ref.impl.EmbeddedActiveMonitorConfig

enableMDStringDebug - Variable in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

debug flag

EnableMDStringDebug - Class in com.activeviam.risk.core.context.impl

Context value used to enable a flag to enable the computation of the market data interpolation debug string

EnableMDStringDebug() - Constructor for class com.activeviam.risk.core.context.impl.EnableMDStringDebug

constructor

EnableMDStringDebug(boolean) - Constructor for class com.activeviam.risk.core.context.impl.EnableMDStringDebug

Constructor

EnableMDStringDebugTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for reference currencies.

EnableMDStringDebugTranslator() - Constructor for class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

enterBreach() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Decides if the event starts a new breach.

env - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

env - Variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

env - Variable in class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

env - Variable in class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

env - Variable in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

env - Variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

env - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

Spring environment, automatically wired

env - Variable in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

env - Variable in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

env - Variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

env - Variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

env - Variable in class com.activeviam.risk.ref.parentchild.provider.BookParentChildDAO

env - Variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

env - Variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

env - Variable in class com.activeviam.risk.starter.cfg.impl.DatastoreCustomisations

env - Variable in class com.activeviam.risk.starter.cfg.impl.InputSelectorConfig

Spring environment, automatically wired

env - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Spring environment, automatically wired

env - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

env - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

env - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

env - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

env - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

env - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

EnvironmentConstants - Class in com.activeviam.risk.ref.cfg.environment

Class from various risk environment related constants

EnvironmentConstants() - Constructor for class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

EnvJsResourceResolver - Class in com.activeviam.risk.starter.cfg.impl

EnvJsResourceResolver(URL) - Constructor for class com.activeviam.risk.starter.cfg.impl.EnvJsResourceResolver

EPOCH - Static variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

EPOCH_ID - Static variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

epochManagementPolicy() - Method in class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionConfig

epochManagementPolicy() - Method in class com.activeviam.risk.ref.cfg.impl.ImportDatastoreDescriptionConfig

EQ - Static variable in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

EQUAL_WEIGHT - Static variable in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

equals(Object) - Method in class com.activeviam.generator.tradesandbooks.mdl.DataSeed

equals(Object) - Method in class com.activeviam.risk.core.context.impl.DayToDayDifference

equals(Object) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

equals(Object) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

equals(Object) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

equals(Object) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

equals(Object) - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

equals(Object) - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

equals(Object) - Method in class com.activeviam.risk.core.context.impl.PercentileBuckets

equals(Object) - Method in class com.activeviam.risk.core.context.impl.PnLEndIndex

equals(Object) - Method in class com.activeviam.risk.core.context.impl.PnLStartIndex

equals(Object) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

equals(Object) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

equals(Object) - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

equals(Object) - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

equals(Object) - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriod

equals(Object) - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

equals(Object) - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

equals(Object) - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

equals(Object) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillar

This function has to be able to compare two IPillar

equals(Object) - Method in class com.activeviam.risk.core.utils.CompositeKey

equals(Object) - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

equals(Object) - Method in class com.activeviam.risk.core.utils.PartitionedCache

equals(Object) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar.Pillar

equals(Object) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo.Pillar

equals(Object) - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

equals(Object) - Method in class com.activeviam.risk.core.utils.Triplet

equals(Object) - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

equals(Object) - Method in class com.activeviam.risk.ref.parentchild.nodes.CounterpartyParentChildNode

equals(Object) - Method in class com.activeviam.risk.ref.parentchild.nodes.LegalEntityParentChildNode

equals(Object) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

equals(Object) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

equals(Object) - Method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition.ParentChildKey

EqualWeightQuantile - Class in com.activeviam.risk.core.calc.impl

This class provides equal weight quantile calculation formula

EqualWeightQuantile() - Constructor for class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

ERROR_MESSAGE - Static variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

es(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Description with parametrable confidence level

es(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Description with fixed confidence level

ES - com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

ES - com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

ES - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

ES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_97_5_LIMIT - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

ES_CONFIDENCE_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of ES confidence level

ES_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

ES_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

ES_W - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

ES_WEIGHTED - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

ES_WEIGHTED_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

escapeMdxQuery(String) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Escapes a MDX query for inclusion in Angular.

ESConfidenceLevel - Class in com.activeviam.risk.core.context.impl

ES confidence level context value

ESConfidenceLevel() - Constructor for class com.activeviam.risk.core.context.impl.ESConfidenceLevel

ESConfidenceLevel(double) - Constructor for class com.activeviam.risk.core.context.impl.ESConfidenceLevel

Constructor

ESConfidenceLevelTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for ES confidence level.

ESConfidenceLevelTranslator() - Constructor for class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

ESConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

ESConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

esIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Calculate the incremental es between two measures

esIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Calculate the incremental es between two measures

esIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Calculates the indices for a given PnL vector.

esIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Calculates the indices for a given PnL vector.

ESIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the indices for a given PnL vector that contribute to the expected shortfall.

ESIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

esLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

esLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

ESPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes expected shortfall, the average of losses greater than the VaR of a given position.

ESPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

esQuantile - Variable in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

esQuantile() - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

etg(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Description with parametrable confidence level

etg(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Description with fixed confidence level

ETG - com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

ETG - com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

ETG - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

ETG - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_CONFIDENCE_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of ETG confidence level

ETG_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

ETG_W - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

ETG_WEIGHTED - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETG_WEIGHTED_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

ETGConfidenceLevel - Class in com.activeviam.risk.core.context.impl

ETG confidence level context value

ETGConfidenceLevel() - Constructor for class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

ETGConfidenceLevel(double) - Constructor for class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

Constructor

ETGConfidenceLevelTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for ETG confidence level.

ETGConfidenceLevelTranslator() - Constructor for class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

ETGConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

ETGConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

etgIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Calculate the incremental ETG between two measures

etgIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Calculate the incremental ETG between two measures

etgIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Calculates the indices for a given PnL vector.

etgIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Calculates the indices for a given PnL vector.

ETGIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the indices for a given PnL vector that contribute to the expected tail gain.

ETGIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

etgLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

etgLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

ETGPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes expected tail gain, the average of gains greater than the VaE of a given position.

ETGPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

etgQuantile - Variable in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

etgQuantile() - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

evaluate(ILocation, IRecordReader, IActivePivotContext) - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

evaluate(ILocation, IVector, IVector, LocalDate, String, String, String, String, String, List<Object>, boolean, String) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

evaluate(ILocation, IVector, IVector, LocalDate, String, String, String, String, String, List<Object>, boolean, String) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

evaluate(ILocation, Double, IVector, LocalDate, String, String, String, String, String, List<Object>, boolean, String) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

evaluate(ILocation, Double, IVector, LocalDate, String, String, String, String, String, List<Object>, boolean, String) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

There are two underlying measures here:
* The measure for which the day-to-day difference is provided
* The day-to-day difference

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

Returns zero.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

This method is called to evaluate the post processor value on a given location The underlying measures are provided for the shifted location.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

Calculates the expected shortfall indices from a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

Calculates the expected shortfall for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

Calculates the expected tail gain indices from a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

Calculates the expected tail gain for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

Calculates the incremental ES of a sub-portfolio against a parent portfolio.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

Calculates the incremental ETG of a sub-portfolio against a parent portfolio.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

Calculates the incremental VaE of a sub-portfolio against a parent portfolio.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

Calculates the incremental VaR of a sub-portfolio against a parent portfolio.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Calculates the VaR for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Calculates the VaR for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

Calculates the VaR indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

Calculates the difference between two Double.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

Calculates the VaR for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

Queries and returns the scenario names for an array of vector indices from the datastore.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

There is only one underlying measure here: the IVector that we want to expand.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

There is only one underlying measure here: the String[] that we want to expand.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

There is only one underlying measure here: the String[] that we want to expand.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

Calculates the VaR indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

Calculates the VaE for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

Calculates the VaR indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

Calculates the VaR for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

Takes one underlying measure and returns a subvector based on indices obtained from context values.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

Aggregates a vector

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

Calculates the VaR indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

Calculates the weighted ES for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

Calculates the ETG indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

Calculates the weighted ES for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

Calculates the VaE indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

Calculates the weighted VaE for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

Calculates the VaR indices for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

Calculates the weighted VaR for a given PnL vector.

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsStatusPostProcessor

evaluate(ILocation, Object[]) - Method in class com.activeviam.risk.starter.ConstantPP

evaluate(ILocation, LocalDate, String, String, String, List<Object>) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

evaluate(ILocation, LocalDate, String, String, String, List<Object>) - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

There is only one underlying measure here: the Double Sensi Value .

evaluate(ILocation, LocalDate, String, String, String, List<Object>) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

There is only one underlying measure here: the Double Sensi Value .

evaluate(ILocation, T, IVector, LocalDate, String, String, String, String, String, List<Object>, boolean, String) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.NotionalPostProcessor

Calculates the notional without double-counting.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

There are three underlying measures here: the Sensi value, Current date market data, Previous date market data.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

There are four underlying measures here: the Sensi value, the Sensi ladder, Current date market data, Previous date market data.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

There are three underlying measures here: the Sensi value, Current date market data, Previous date market data.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

There are four underlying measures here: the Sensi value, the Sensi ladder, Current date market data, Previous date market data.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

Returns the sensitivity value for the shift selected on the Ladder Shifts hierarchy.

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

evaluateLeaf(ILocation, Object[]) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

EvaluationProcedure(IAggregatesRetrievalResult, IAdvancedAggregatesRetriever, String[], MaturityPillarsDTO, ILocation) - Constructor for class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

Constructor

EXCLUDE - Static variable in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

EXCLUSIVE - Static variable in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

ExclusiveQuantile - Class in com.activeviam.risk.core.calc.impl

This class provides exclusive quantile calculation formula

ExclusiveQuantile() - Constructor for class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

execute(IWhatIfSubmission) - Method in class com.activeviam.risk.ref.whatif.cfg.RiskWhatIfWorkflow

execute(IPointLocationReader, int) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

execute(IPointLocationReader, Object[], Set<MaturityPillarsDTO>[], List<Double>[], ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

Executes the procedure for one evaluation location given the corresponding shifted underlying measures.

exitBreach() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Decides if the event stops the current breach.

EXPECTED_SHORTFALL_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

EXPECTED_TAIL_GAIN_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

export(SignOffProcessInstanceExportDTO) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

Requests an export and returns a map of export type and task ID.

export(SignOffProcessInstanceExportDTO) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Export data for mandate

export(SignOffProcessInstanceExportDTO) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

Requests an export and returns a map of export type and task ID.

export(SignOffProcessInstanceExportDTO) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Export data for mandate

EXPORT_BOOKMARKS_TO_FILE - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The properties entry that determines whether bookmarks should be exported to a file.

EXPORT_BOOKMARKS_TO_FOLDER - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The properties entry that determines whether bookmarks should be exported to a folder.

EXPORT_FOLDER - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

The folder name for the folder-based bookmarks export.

ExportConstants - Class in com.activeviam.risk.ref.signoff.service.utils

Class containing the constants used for the export functionality.

ExportConstants() - Constructor for class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

ExportRequestUtils - Class in com.activeviam.risk.ref.signoff.service.utils

Utility methods for the creation of DEE orders.

ExportRequestUtils() - Constructor for class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

ExportStatus - Enum in com.activeviam.risk.ref.signoff.service.utils

Enum for possible states of a requested sign-off data export.

ExtendedDatastoreConfig - Class in com.activeviam.risk.ref.cfg.impl

ExtendedDatastoreConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ExtendedDatastoreConfig

extractData(ICursor, List<Map<Object, Integer>>, IMarketDataset<T, U>, int[][]) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This function is intended to extract data from a query cursor in order to fill internal structures

extractDistinctTuples(Collection<Object[]>) - Static method in class com.activeviam.risk.core.utils.PublisherUtils

Extracts unique tuples from an incoming list.

F

factorial(int) - Static method in class com.activeviam.risk.core.utils.MathFunctions

FAILED - com.activeviam.risk.ref.signoff.service.utils.ExportStatus

FAILURE - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

FALSE - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

fetchMarketData(IServiceContext, LocalDate, String, String, IntFunction<Object>, IntFunction<Object>) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

Attempts to fetch a market data record by its key.

FIELD_HEADERS_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for field headers.

FieldGenerator - Interface in com.activeviam.generator.tradesandbooks.generator

FieldGeneratorWithParameters - Interface in com.activeviam.generator.tradesandbooks.generator

FILE_PROTOCOL - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

FileBuilder - Class in com.activeviam.generator.tradesandbooks.functions

FileBuilder() - Constructor for class com.activeviam.generator.tradesandbooks.functions.FileBuilder

FILENAME_ROOT_PATTERN - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Files - Class in com.activeviam.generator.tradesandbooks.files

Files() - Constructor for class com.activeviam.generator.tradesandbooks.files.Files

fillDebug(String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

fillDebug(String) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Set all debug in the underlying vector to a default value

fillHeadersMap(Map<String, String>, String, String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Fills a map of measures to headers based on a property string or a default.

fillResult(IMarketDataset<T, U>, IMarketDataset<T, U>, int, int[][], int, int) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This is a recursive function that will be called for each axis of pillars

fillTemplate(String, Object) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Returns a string writer containing the template filled in with the contents of the filler object.

FilterableBuilder() - Constructor for class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.FilterableBuilder

FILTERING_MEMBERS - Static variable in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

Property specifying a set of filtering members for each leaf level

filterNodesByDiff(ParentChildNode<?>, Map<String, BookParentChildNode>) - Method in class com.activeviam.risk.ref.parentchild.provider.BookNodeTreeFilter

filterNodesByDiff is a very specific method for creating the intersected and merged tree of two existing trees.

filterNodesByDiff(ParentChildNode<?>, Map<String, Node>) - Method in interface com.activeviam.risk.ref.parentchild.provider.ParentChildNodeTreeFilter

FiltersConstants - Class in com.activeviam.risk.ref.signoff.service.utils

Constants used to define filters in sign-off definition.

FiltersConstants() - Constructor for class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

filtersListToMap(List<List<String>>, Function<String, String>) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a map out of a flat list of sign-off filters.

findGreekTypeBean() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

findMapping(IMarketDataRetrievalService.IPillarSet, IMarketDataRetrievalService.IPillarSet) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This function will link the output index to the input index of the pillar sets

FIRST_ORDER - Static variable in class com.activeviam.risk.core.utils.InputSelector

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

FIXED_CONFIDENCE_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

fixedConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

fixedConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

fixedConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

fixedConfidence - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

fixPillarSet(IServiceContext, IMarketDataRetrievalService.IPillarSet, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Can modify on the fly the input pillar set before retrieval if you want to modify the equality condition check the class ModifiedPillarSetOfPillar that could encapsulate the provided pillars

fixPillarSet(IServiceContext, IMarketDataRetrievalService.IPillarSet, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

flatCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

flatDimensions(ICanStartBuildingDimensions) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

Flat definition of dimensions for VaR-ES Cube.

flatVarEsCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

FLOOR - Static variable in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

FloorVaRRounding - Class in com.activeviam.risk.core.calc.impl

This class provides floor rounding calculation formula

FloorVaRRounding() - Constructor for class com.activeviam.risk.core.calc.impl.FloorVaRRounding

folder - Variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

folder - Variable in class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

forEachReference(String, IncrementalMeasureConfig.TriConsumer<CopperMeasure, String, String>) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.IncrementalMeasureConfig

This will iterate on each reference metric in order to build the incremental metrics

forEntities(List<? extends ISentinelEvent>, BiFunction<ISentinelEvent, IWorkflowPayload, IWorkflowPayload>) - Method in class com.activeviam.risk.ref.workflows.batch.impl.BatchEventProcessExecutor

format(Boolean) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

format(Object) - Method in class com.activeviam.risk.core.format.impl.DoubleArrayFormatter

format(Object) - Method in class com.activeviam.risk.core.format.impl.IntegerArrayFormatter

format(Object) - Method in class com.activeviam.risk.core.format.impl.ObjectArrayFormatter

format(Object) - Method in class com.activeviam.risk.core.format.impl.StringArrayFormatter

format(Object) - Method in class com.activeviam.risk.core.format.impl.UTCTimestampFormatter

format(Object) - Method in class com.activeviam.risk.starter.utils.LocationFormatterForQuantiles

format(Object) - Method in class com.activeviam.risk.starter.utils.LocationFormatterForRounding

format(String) - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

format(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

format(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

format(String) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

format(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

format(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

format(LogRecord) - Method in class com.activeviam.risk.starter.logging.QFSFormatter

formatExpiration(long) - Static method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Formats the expiration date of a parameter change.

formatForExport(Object) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Returns a formatted version of a value for inclusion in the export file.

formatMember(String, String) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

formatter - Variable in class com.activeviam.risk.core.dates.impl.TenorConverter30360

FORMATTER_PATTERN - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

formatterPattern - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

FORMULA_INPUT - Static variable in class com.activeviam.risk.core.utils.InputSelector

FORMULA_LADDER_ORDER - Static variable in class com.activeviam.risk.core.utils.InputSelector

FORMULA_RULE - Static variable in class com.activeviam.risk.core.utils.PostProcessorUtils

forUser(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.NamedBuilder

Sets the name of the user owning and executing the monitor.

fromCache(IQueryCache) - Static method in class com.activeviam.risk.core.utils.PartitionedCache

fromProperties(Properties) - Static method in class com.activeviam.generator.PropertiesOutput

FX_RATE__BASE_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATE__BASE_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

FX_RATE__COUNTER_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATE__COUNTER_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

FX_RATE__RATE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATE__RATE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

FX_RATE__RISK_FACTOR_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATE__TERM - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATE__TERM - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

FX_RATE_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

FX_RATE_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

FX_RATES_COMMON_CURRENCY - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

FX_RATES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

FX_RELATIVE - Static variable in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

FX_SHIFT_SUB_VECTOR - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

FX_SHIFT_SUB_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

FX_SHIFT_VECTOR - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

FX_SHIFT_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

FXMarketShiftPostProcessor - Class in com.activeviam.risk.core.postprocessor.fxconversion.impl

FXMarketShiftPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

FXPostProcessor - Class in com.activeviam.risk.core.postprocessor.fxconversion.impl

Provides dynamic aggregation of values in multiple currencies, with conversion into a contextual reference currency.

FXPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

FXRatePostProcessor - Class in com.activeviam.risk.core.postprocessor.fxconversion.impl

Provides dynamic aggregation of values in multiple currencies, with conversion into a contextual reference currency.

FXRatePostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

fxRates - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

fxRates - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

fxRates - Variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

fxRates - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

fxRates(Environment) - Method in class com.activeviam.risk.ref.cfg.impl.FXRatesServiceConfig

FX Rates service bean.

FXRates - Class in com.activeviam.risk.ref.services.impl

Implementation of IFXRates

FXRates(String, String, String) - Constructor for class com.activeviam.risk.ref.services.impl.FXRates

FXRatesServiceConfig - Class in com.activeviam.risk.ref.cfg.impl

The configuration of the FX service

FXRatesServiceConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.FXRatesServiceConfig

fxRateStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

fxRateStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

fxRateStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

fxRelativeFunctionPnL(Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the PNL of relative sensitivity (dx/x)

fxRelativeFunctionVaR(Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the VaR of relative sensitivity (dx/x)

fxRiskClass - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

FXVectorPostProcessor - Class in com.activeviam.risk.core.postprocessor.fxconversion.impl

Provides dynamic aggregation of values in multiple currencies, with conversion into a contextual reference currency.

FXVectorPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

G

GAMMA - com.activeviam.risk.core.constants.SensitivityType

GAMMA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

GammaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

GammaDescription() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

GammaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

GammaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.GammaGreekSensiCubeMeasureConfig

generate(PropertiesOutput, IDataFileWriterBuilder) - Static method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

generateBookCondition(PnLBookScalingDTO) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLBookScalingRestService

Generate the ICondition used to retrieve the data corresponding to the book to scale

generateBookCondition(T) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiBookScalingRestService

Generate the ICondition used to retrieve the data corresponding to the books to scale

generateDebugString(boolean, Double, Pair<U, String>, Double) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

The debug string for a one pillar result

GenerateMandateJSON(String, String, String, String) - Static method in class com.activeviam.generator.MandateGenerator

generateMarketDataDebugStringMeasureName(String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

Generates the measure name for the market data interpolation debug string measure from the name of the market data measure

generateMarketDataDebugStringMeasureName(String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

generateNewFlattenedMergedParentTree(String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.risk.ref.parentchild.service.ParentChildService

generateNewFlattenedMergedParentTree is a very specific method for creating the intersected and merged tree of two existing trees.

generateSensiCondition(SensiVectorSubstitutionDTO, String) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

Generate the ICondition used to retrieve the data corresponding to the sensitivities to substitute

generateSparseVectorInternalRepresentation(double[], double) - Static method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Generate an internal compact representation of a (allegedly) sparse vector.

generateSparseVectorInternalRepresentation(int, double, int[], double[]) - Static method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Generate an internal compact representation of a (allegedly) sparse vector.

generatetParentChildMap(List<ParentChildNode<?>>) - Method in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

generateTradeCondition(PnLVectorScalingDTO, boolean) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLScenarioScalingRestService

Generate the ICondition used to retrieve the data corresponding to the trades to scale

generateTradeCondition(PnLVectorScalingDTO, boolean) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorScalingRestService

Generate the ICondition used to retrieve the data corresponding to the trades to scale

generateTradeCondition(PnLVectorSubstitutionDTO) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

Generate the ICondition used to retrieve the data corresponding to the trades to substitute

generateTradeCondition(SensiVectorScalingDTO, boolean, String) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorScalingRestService

Generate the ICondition used to retrieve the data corresponding to the trades to scale

GeneratorArgs - Class in com.activeviam.generator

List of parameters we can pass when running a generator

GeneratorArgs() - Constructor for class com.activeviam.generator.GeneratorArgs

get(Object) - Method in class com.activeviam.risk.core.utils.PartitionedCache

getAbsoluteAmount() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getAbsoluteAmount() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getAbsoluteAmount() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getAbsoluteAmount() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getActivationPeriod(IUpdateRequest<? extends IPointValue, ? extends IPointValue>) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the activation period description for a point value update.

getActivationPeriod(IPointValue) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the activation period description for a point value.

getActivePivot() - Method in interface com.activeviam.risk.core.services.IServiceContext

This is the active pivot

getActivePivot() - Method in class com.activeviam.risk.core.utils.ServiceContext

getActivePivot() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getActivePivotEpoch() - Method in class com.activeviam.risk.core.utils.PartitionedCache

getAgent(IMonitor) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Retrieve the agent description on which the given monitor is registered.

getAllowedOrigins() - Method in class com.activeviam.risk.cfg.security.impl.RiskCorsFilterConfig

getAsOfDate() - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

getAsOfDate() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

getAsOfDate() - Method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition.ParentChildKey

getAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getAsOfDate(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getAsOfDate(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getAvailableMaturitySets() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the maturity sets defined as available in the Accelerator properties.

getAvailableMoneynessSets() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the maturity sets defined as available in the Accelerator properties.

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

getAvailableProperties() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

getAvailableTenorSets() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the tenor sets defined as available in the Accelerator properties.

getAwsProfile() - Method in class com.activeviam.generator.GeneratorArgs

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getBaseBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getBaseFolder() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getBaseFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getBaseOutputDir() - Method in class com.activeviam.generator.PropertiesOutput

getBindingId() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

getBook() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getBook() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getBook() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getBook() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getBookHierarchyListener() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

getBookParentChildDAO() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildServiceConfig

getBookParentChildWhatIfSubmitter() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildServiceConfig

getBookSeed() - Method in class com.activeviam.generator.tradesandbooks.mdl.TradeSeed

getBookSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getBooksInput() - Method in class com.activeviam.generator.PropertiesOutput

getBooksInputsToOutputs() - Method in class com.activeviam.generator.PropertiesOutput

getBooksOutput() - Method in class com.activeviam.generator.PropertiesOutput

getBooksSeedLocation() - Method in class com.activeviam.generator.PropertiesOutput

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getBranch() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getBucket() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

getBucket(ILocation, List<ILevelInfo>, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Retrieve the bucket by scanning the location level by level on the list order

getBucketsDefinition(String) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

getBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

getBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

getBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

getBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

getBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

getBucketType() - Method in class com.activeviam.risk.core.utils.APillarSetOfPillar

getBusinessDayCalendar(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

getBusinessDayCalendar(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

getBusinessDayConvention(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

getBusinessDayConvention(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

getBySeed(int) - Method in class com.activeviam.generator.tradesandbooks.generator.PseudoRandomGenerator

getCalculationId() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getCalculationId() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getCalculationId() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getCalculationId(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getCalculationMethod(Environment, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Return a calculation method found at the key formula.rule.[sensitivityName].[riskClass]

getCalculationMethod(Environment, String, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Return the calculation method found in the config file

getCategory() - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

getChange() - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the change definition.

getChildren() - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

getCollector() - Method in enum com.activeviam.risk.core.utils.MathFunctions.Metric

getCommodityBucketsInput() - Method in class com.activeviam.generator.PropertiesOutput

getCommodityBucketsOutput() - Method in class com.activeviam.generator.PropertiesOutput

getCompetentUsersFor(Set<String>) - Method in class com.activeviam.risk.ref.workflows.tasks.RiskTaskAssigner

getComponent(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getComponent(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure, double, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getComponentDelta(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure, CopperMeasure, CopperHierarchy) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getComponentType() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

getConditionsConstants() - Static method in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

Retrun all the conditions

getConfidenceLevel() - Method in interface com.activeviam.risk.core.context.IESConfidenceLevel

The confidence level

getConfidenceLevel() - Method in interface com.activeviam.risk.core.context.IETGConfidenceLevel

The confidence level

getConfidenceLevel() - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

getConfidenceLevel() - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

getConfidenceLevel() - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

getConfidenceLevel() - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

getConfidenceLevel() - Method in interface com.activeviam.risk.core.context.IVaEConfidenceLevel

The confidence level

getConfidenceLevel() - Method in interface com.activeviam.risk.core.context.IVaRConfidenceLevel

The confidence level

getConfidenceLevel() - Method in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

Retrieves the confidence level from the IESConfidenceLevel context value if it has been set, the default otherwise.

getConfidenceLevel() - Method in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

Retrieves the confidence level from the IETGConfidenceLevel context value if it has been set, the default otherwise.

getConfidenceLevel() - Method in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

Retrieves the confidence level from the IVaRConfidenceLevel context value if it has been set, the default otherwise.

getConfidenceLevel() - Method in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

Retrieves the confidence level from the IVaRConfidenceLevel context value if it has been set, the default otherwise.

getConfig() - Method in class com.activeviam.generator.GeneratorArgs

getConnectedUser() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

getContent() - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

getContent(IDayToDayDifference) - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

getContent(IDynamicMaturitySets) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

getContent(IDynamicMoneynessSets) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

getContent(IDynamicTenorSets) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

getContent(IEnableMDStringDebug) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

getContent(IESConfidenceLevel) - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

getContent(IETGConfidenceLevel) - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

getContent(IPercentileBuckets) - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

getContent(IPnLEndIndex) - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

getContent(IPnLStartIndex) - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

getContent(IReferenceCurrency) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

getContent(IReferenceLevelContextVal) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

getContent(IVaEConfidenceLevel) - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

getContent(IVaRConfidenceLevel) - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

getContent(IVaRTimePeriod) - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

getContent(IWeightedVaRLambda) - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

getContextDependencies() - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifference

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PercentileBuckets

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndex

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndex

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriod

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

getContextInterface() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

getContextInterface() - Method in class com.activeviam.risk.core.utils.PartitionedCache

getContextValues(IMonitor, ISentinelEvent) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Retrieve the actual context values from the given monitor and event.

getCounterpartyHierarchyListener() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

getCriteria() - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

getCubeLevels() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Returns the list of cube levels for the query.

getCubeLevels() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Returns the list of cube levels for the query.

getCubeName() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Returns the cube name for the query.

getCubeName() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Returns the cube name for the query.

getCurrency() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

getCurrency() - Method in interface com.activeviam.risk.core.context.IReferenceCurrency

getCurrencyLevel() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getCurrencyLevel() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getCurrentThread() - Method in class com.activeviam.risk.starter.logging.QFSFormatter

getCurrentUser() - Method in class com.activeviam.risk.starter.logging.QFSFormatter

Retrieve the current user authenticated with the current thread.

getCustomFormatters() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

getCustomParsers() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

getData() - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

The underlying vector

getData() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

getData() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

getData(int) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Return an underlying value

getData(int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

getData(int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

getDataLength() - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

The size of the data vector

getDataLength() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

getDataLength() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

getDatastoreVersion() - Method in interface com.activeviam.risk.core.services.IServiceContext

The datastore

getDatastoreVersion() - Method in class com.activeviam.risk.core.utils.PartitionedCache

getDatastoreVersion() - Method in class com.activeviam.risk.core.utils.ServiceContext

getDatastoreVersion() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getDate() - Method in class com.activeviam.generator.PropertiesOutput

getDate() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getDay(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

getDayCountConvention(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

getDayCountConvention(IActivePivot, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

getDays() - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

getDays(IActivePivot, IQueryCache, IMaturityConverter, int, LocalDate) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillarSet

Compute the number of days corresponding to this pillar

getDays(IActivePivot, IQueryCache, IMaturityConverter, int, LocalDate) - Method in class com.activeviam.risk.core.utils.ModifiedPillarSetOfPillar

getDays(IActivePivot, IQueryCache, IMaturityConverter, int, LocalDate) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar

getDays(IActivePivot, IQueryCache, IMaturityConverter, int, LocalDate) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo

getDays(IActivePivot, IQueryCache, IMaturityConverter, int, LocalDate) - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

getDays(IActivePivot, IQueryCache, IMaturityConverter, LocalDate, Object) - Method in class com.activeviam.risk.core.utils.APillarSetOfPillar

getDaysInMonth() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the configured number of days in a month, for bucketing purposes.

getDaysInWeek() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the configured number of days in a week, for bucketing purposes.

getDaysInYear() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the configured number of days in a year, for bucketing purposes.

getDayToDiff() - Method in interface com.activeviam.risk.core.context.IDayToDayDifference

The day-to-day difference

getDayToDiff() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifference

getDebug() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

getDebug() - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Retrieve a debug string

getDebugKey() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getDebugString(Pair<U, String>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

Extract the debug string of the pair value / debug

getDefaultConfig() - Method in class com.activeviam.generator.DataGeneratorBuilder

getDefaultConfig() - Method in class com.activeviam.generator.MandateGeneratorBuilder

getDefaultConfig() - Method in class com.activeviam.generator.TradeBookGeneratorBuilder

getDefaultQueryTimeout() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

getDefinitionName() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

getDeltaSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getDepth() - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillar

The number of different content available for this pillar

getDepth() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar.Pillar

getDepth() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo.Pillar

getDepth() - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

getDetailedMarketShift(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String, String) - Method in interface com.activeviam.risk.core.services.IFXRates

Retrieve the FX market shifts between two currencies.

getDetailedMarketShift(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String, String) - Method in class com.activeviam.risk.ref.services.impl.FXRates

getDimension() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Returns the dimension to which the level belongs.

getDimension() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Returns the dimension to which the level belongs.

getDimension() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Returns the dimension to which the level belongs.

getDimension() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Returns the dimension to which the level belongs.

getDoubleArray() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Will return the full double array containing whole SparseVector.

getElement1() - Method in class com.activeviam.risk.core.utils.Triplet

getElement2() - Method in class com.activeviam.risk.core.utils.Triplet

getElement3() - Method in class com.activeviam.risk.core.utils.Triplet

getEnableMDStringDebug() - Method in interface com.activeviam.risk.core.context.IEnableMDStringDebug

getEnableMDStringDebug() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

getEnableMDStringDebug() - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

If the service should generate debug string

getEndIndex() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndex

getEndIndex() - Method in interface com.activeviam.risk.core.context.IPnLEndIndex

getESIndices(double, IntStream) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

getESMetric(double, PrimitiveIterator.OfDouble) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

getEsQuantile(IESConfidenceLevel) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperESPostProcessors

Retrieves the confidence level from the IESConfidenceLevel context value if it has been set, the default otherwise.

getEtgQuantile(IETGConfidenceLevel) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperETGPostProcessor

Retrieves the confidence level from the IETGConfidenceLevel context value if it has been set, the default otherwise.

getExpression() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Returns the datastore schema field selection expression.

getExpression() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Returns the datastore schema field selection expression.

getFieldForLevel(ICubeLevelDefinition, IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves the datastore field for a given level definition.

getFieldsFromPivot(IMultiVersionActivePivot, Map<String, String>) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a list of datastore field definitions from the levels available in the cube.

getFileColumns(String, Map<String, IPair<String, String>>, IDatastoreSchemaMetadata) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.

getFileColumns(String, Map<String, IPair<String, String>>, IDatastoreSchemaMetadata) - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.

getFileColumns(String, Map<String, IPair<String, String>>, IDatastoreSchemaMetadata) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiSourceConfig

Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.

getFileColumns(String, Map<String, IPair<String, String>>, IDatastoreSchemaMetadata) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSourceConfig

Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.

getFileColumns(String, Map<String, IPair<String, String>>, IDatastoreSchemaMetadata) - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

Retrieves the list of file columns for a given store, either from a custom list where configured, or from the store configuration.

getFilePattern() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getFilePattern() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getFileWriterBuilder() - Method in class com.activeviam.generator.DataGenerator

getFilters() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Returns the list of filters for the query.

getFilters() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Returns the list of filters for the query.

getFirstLevel(String, IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves the first level in a given hierarchy.

getFirstLevelField(String, IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves the datastore field for the first level in a given hierarchy.

getFormatterLocale() - Method in interface com.activeviam.risk.core.dates.IDateTimeFormatterLocale

Returns a configured Locale for DateTimeFormatter calls.

getFormatterLocale() - Method in class com.activeviam.risk.core.dates.impl.USDateTimeFormatterLocale

getFormatters() - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves formatters used in the export process.

getFormula() - Method in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

getFormula() - Method in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

getFormula() - Method in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

getFormula() - Method in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

getFormula() - Method in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

getFormula() - Method in interface com.activeviam.risk.core.calc.IVaRRounding

Provides Double Unary Operator for rounding calculation formula

getFormulaInput(String) - Method in interface com.activeviam.risk.core.services.IInputSelector

Returns the configured input for the PnLExplain or TaylorVaR calculations.

getFormulaInput(String) - Method in class com.activeviam.risk.core.utils.InputSelector

getFromAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getFromAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getFromAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getFromAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getGammaSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getGreekRegexp() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekRegexp() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

The RegExp that gives the sensi type from the sensi name

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getGreekRegexp() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getGreekSensiCurrentDateMdFx2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiCurrentDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNative2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeExpandIntermediate2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeExpandIntermediateInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiCurrentDateMdNativeIntermediate2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFiltered2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeIntermediateFilteredInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiCurrentDateMdNativeIntermediateInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiCurrentDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiCurrentDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

getGreekSensiCurrentDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

getGreekSensiFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderExpand() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderExpandTechnical() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderNativeExpand() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderNativeExpandTechnical() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderSumTechnical() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderSumTechnicalFiltered() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiLadderValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNative() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNativeBucketed() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNativeFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNativeIntermediate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNativeVectorSum() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNextDateMdFx2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNative2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNativeIntermediate2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNativeIntermediateFiltered2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiNextDateMdNativeIntermediateFilteredInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiNextDateMdNativeIntermediateInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplain() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplain() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNative() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplainNativeExpandNextDate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplainNativeIntermediateNextDate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplainNativeNextDate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplainNativeNextDate() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

getGreekSensiPnlExplainNextDate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlExplainNextDate() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

getGreekSensiPnlSubVectorForTaylorVar() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlSubVectorForTaylorVarWithFx() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlVectorForTaylorVar() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlVectorForTaylorVar() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

getGreekSensiPnlVectorForTaylorVarNative() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPnlVectorForTaylorVarNative() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

getGreekSensiPnlVectorForTaylorVarNative() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

getGreekSensiPnlVectorForTaylorVarNative() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VolgaGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdFx2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPreviousDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdFxInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdNative2Interpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiPreviousDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

getGreekSensiPreviousDateMdNativeInterpolated() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

getGreekSensiPreviousVectorNativeExpand() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiRate() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiScalarSumTechnical() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiScalarSumTechnicalFiltered() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiSumTechnical() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiSumTechnicalFiltered() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiTaylorVar() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiType() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiType() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

This is the type of Greek

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getGreekSensiType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getGreekSensiValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekSensiVectorNativeExpand() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekTaylorVarFolder() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

getGreekTopics() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

getGreekTypeDimension() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

getGreekTypeDimension() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.sensi.IGreekSensiCubeMeasureConfig

Number of dimention of this greek

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getGreekTypeDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getHeader() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Returns the header that will be used in the exported file.

getHeader() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeMeasureDefinition

Returns the header that will be used in the exported file.

getHeader() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreFieldDefinition

Returns the header to be used in the export file, for the field.

getHeader() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Returns the header that will be used in the exported file.

getHeader() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

Returns the header that will be used in the exported file.

getHeader() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

Returns the header to be used in the export file, for the field.

getHierarchies(IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves a map of all hierarchies in a given pivot.

getHierarchy() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Returns the hierarchy to which the level belongs.

getHierarchy() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Returns the hierarchy to which the level belongs.

getHierarchy() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Returns the hierarchy to which the level belongs.

getHierarchy() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Returns the hierarchy to which the level belongs.

getId() - Method in class com.activeviam.generator.tradesandbooks.mdl.DataSeed

getInCacheOrCompute(ConcurrentMap<K, ? super Optional<T>>, K, Supplier<T>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

This function does mainly the same as computeIfAbsent, except that it is not synchronized, so it won't produces dead locks in case of nested calls, and will run faster.

getInCacheOrComputeNeverNull(ConcurrentMap<K, ? super T>, K, Supplier<T>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

This function does mainly the same as computeIfAbsent, except that it is not synchronized, so it won't produces dead locks in case of nested calls, and will run faster.

getIncrementalPostProcessor(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getIncrementalPostProcessor(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getIndex(IQueryCache, BucketType, String, String, Object) - Method in class com.activeviam.risk.core.dates.impl.TenorUtils

getIndex(IQueryCache, BucketType, String, String, Object) - Method in interface com.activeviam.risk.core.dates.ITenorUtil

getIndices(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, double, String, String) - Method in interface com.activeviam.risk.core.calc.ITailMeasureCalc

Return an array of the indices in the vector that contribute to the VaR/ES.

getIndices(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, double, String, String) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

getIndices(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, double[], double, boolean) - Method in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalc

Return an array of the indices in the vector that contribute to the weighted VaR/ES.

getIndices(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, double[], double, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

getIndicesFromScenario(PnLVectorScalingDTO) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLScenarioScalingRestService

Retrieve the indices corresponding to the scenarios pesent in the submission

getIndicesPostProcessor(MetricConfiguration.MetricKind, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getIndicesPostProcessor(MetricConfiguration.MetricKind, CopperMeasure, double) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getInputStream() - Method in class com.activeviam.generator.DataGenerator

getInt(int) - Static method in class com.activeviam.generator.tradesandbooks.functions.Random

getInt(int, int) - Static method in class com.activeviam.generator.tradesandbooks.functions.Random

getInterpolationOrder(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves an arrays that gives the order in which the interpolation of market data is performed.

getInterpolationOrder(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getIVectorFromDoubleFunction(BinaryOperator<Double>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationVector

getKeyFieldsList() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getKeyFieldsList() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getKind() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getKind() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getKpis() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Returns the list of kpis for the query.

getKpis() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Returns the list of kpis for the query.

getLadderScale(IDatastoreVersion, IQueryCache, ILocation, ILevelInfo, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Retrieves the sensitivity ladder scale and type, based on an as-of date and risk class retrieved from the location, with caching.

getLadderScale(IDatastoreVersion, IQueryCache, LocalDate, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

Retrieves the sensitivity ladder scale and type depending on as-of date and risk class, with caching.

getLambda() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

getLambda() - Method in interface com.activeviam.risk.core.context.IWeightedVaRLambda

The lambda value

getLambdaValue() - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

Retrieves the lambda value from the WeightedVaRLambda context value if it has been set, the default otherwise.

getLambdaValue() - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

Retrieves the lambda value from the WeightedVaRLambda context value if it has been set, the default otherwise.

getLambdaValue() - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

Retrieves the lambda value from the WeightedVaRLambda context value if it has been set, the default otherwise.

getLambdaValue() - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

Retrieves the lambda value from the WeightedVaRLambda context value if it has been set, the default otherwise.

getLatestTask() - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

getLeafCoordinates() - Method in interface com.activeviam.risk.core.services.IServiceContext

Some extra parameters coming from the location

getLeafCoordinates() - Method in class com.activeviam.risk.core.utils.ServiceContext

getLeafCoordinates() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getLeafCoordinatesFunction(IActivePivot, Properties, String) - Method in interface com.activeviam.risk.core.services.ICustomParameters

This function is used to extend the core accelerators post processors, by enabling the possibility to provide extra parameters to service beans

getLegalEntityHierarchyListener() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

getLEstimator(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getLEstimator(MetricConfiguration.MetricKind, CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getLEstimator(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, IVector, double, String, String) - Method in interface com.activeviam.risk.core.calc.ITailMeasureCalc

Calculate the l-estimator (for VaR or ES) of the PnL vector for the quantile, given the reference PnL vector.

getLEstimator(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, IVector, double, String, String) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

Calculate the VaR or ES L-estimator of the PnL vector for the quantile, given the reference PnL vector.

getLEstimator(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, IVector, double[], double, boolean) - Method in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalc

Calculate the contribution to the VaR, ES, VaE or ETG of the PnL vector for the quantile.

getLEstimator(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, IVector, double[], double, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

getLevel() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

getLevel() - Method in interface com.activeviam.risk.core.context.IReferenceLevelContextVal

getLevel() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Returns the level name.

getLevel() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Returns the level name.

getLevelComparator(int) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

getLevelName(int) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

getLevelName(int) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

getLevelsCount() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

getLevelsCount() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

getLevelsFromPivot(IMultiVersionActivePivot, Map<String, String>, Boolean, Set<String>) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a list of cube level definitions from the levels available in the cube.

getLinesToSkip(String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

getLiveUrl(IMonitor) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Retrieve the live url that can connect to the site on which the given monitor is registered.

getLocale() - Static method in class com.activeviam.risk.core.constants.RiskConstants

Returns the configured locale.

getLocalSensi(IVector, IVector, IPair<Boolean, double[]>) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

The sensitivity vector or a dummy one if the ladders are activated

getLowerBound() - Method in class com.activeviam.generator.tradesandbooks.mdl.Cardinality

getMarketData(IServiceContext, LocalDate, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[], boolean, IMarketDataRetrievalService.MarketType, String) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService

Get some market data

getMarketData(IServiceContext, LocalDate, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[], boolean, IMarketDataRetrievalService.MarketType, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

getMarketData(IServiceContext, LocalDate, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[], boolean, IMarketDataRetrievalService.MarketType, String) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

This function is overridden in order to add an optimisation in case of single non interpolated data retrieval

getMarketData(ILocation, LocalDate, String, String, String, String, IMarketDataRetrievalService.IPillarSet[]) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

Call the market data service

getMarketDataForShiftNormalization(IServiceContext, LocalDate, String, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[]) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Function that retrieves market data for shift normalization

getMarketDataInput() - Method in class com.activeviam.generator.PropertiesOutput

getMarketDataInputsToMaxNbLines() - Method in class com.activeviam.generator.PropertiesOutput

getMarketDataInputsToOutputs() - Method in class com.activeviam.generator.PropertiesOutput

getMarketDataInterpolate(RuntimeData<U>, IMarketDataset<T, U>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function is computing the result by interpolation

getMarketDataInterpolate(RuntimeData<U>, IMarketDataset<T, U>) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IInterpolation

Main function for interpolation returns a dataset interpolated from the input data

getMarketDataInterpolationFlag(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves the flag that specifies whether interpolation of the market data is used for the computation of PnL explain

getMarketDataInterpolationFlag(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService

Retrieves the flag that specifies whether interpolation of the market data is used for the computation of PnL explain

getMarketDataInterpolationFlag(IServiceContext, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

getMarketDataInterpolationFlag(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getMarketDataInterpolationFlag(String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getMarketDataNoInterpolate(IServiceContext, IMarketDataRetrievalService.IPillarSet[], IMarketDataset<T, U>, String, U) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Transforms the values with the inputPillars format into requestedPillars format

getMarketDataOutput() - Method in class com.activeviam.generator.PropertiesOutput

getMarketDataRecord(IServiceContext, LocalDate, String, String, IMarketDataRetrievalService.IPillarSet[]) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

Method that retrieves the market data for the current day

getMarketDataSeedLocation() - Method in class com.activeviam.generator.PropertiesOutput

getMarketDataValues() - Method in class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

getMarketShift(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String, String) - Method in interface com.activeviam.risk.core.services.IFXRates

Retrieve the FX market shifts between two currencies.

getMarketShift(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String, String) - Method in class com.activeviam.risk.ref.services.impl.FXRates

getMarketShiftDirect(IDatastoreVersion, LocalDate, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.FXRates

getMaturitySets() - Method in interface com.activeviam.risk.core.context.IDynamicMaturitySets

getMaturitySets() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

getMaturitySetsAsString() - Method in interface com.activeviam.risk.core.context.IDynamicMaturitySets

getMaturitySetsAsString() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

getMdxQuery(IMonitor, ISentinelEvent) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Creates a MDX query displaying the given event.

getMeasure() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeMeasureDefinition

Returns the name of the measure in the cube.

getMeasure() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

Returns the name of the measure in the cube.

getMeasures() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Returns the list of measures for the query.

getMeasures() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Returns the list of measures for the query.

getMeasuresFromPivot(String, List<String>, IMultiVersionActivePivot, Map<String, String>) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Creates a set of datastore field definitions related to the sign-off task measures.

getMembers() - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Returns the members to be filtered on.

getMembers() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Returns the members to be filtered on.

getMessage() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Response

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricIncremental() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricIncremental() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricIncrementalBook() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricIncrementalBook() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricIncrementalTrades() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricIncrementalTrades() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricIndices() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricIndices() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricName() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricScenarioNames() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricScenarioNames() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getMetricValues() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getMetricValues() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getMoneynessSets() - Method in interface com.activeviam.risk.core.context.IDynamicMoneynessSets

getMoneynessSets() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

getMoneynessSetsAsString() - Method in interface com.activeviam.risk.core.context.IDynamicMoneynessSets

getMoneynessSetsAsString() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

getMonth(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

getName() - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

getName() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreFieldDefinition

Returns the name of the field.

getName() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

Returns the name of the field.

getName() - Method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition.ParentChildKey

getNamespace() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestServiceConfig

getNamespace() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

getNamespace() - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

getNbBooks() - Method in class com.activeviam.generator.PropertiesOutput

getNbMarketData() - Method in class com.activeviam.generator.PropertiesOutput

getNbPlActuals() - Method in class com.activeviam.generator.PropertiesOutput

getNbSensitivites() - Method in class com.activeviam.generator.PropertiesOutput

getNbTrades() - Method in class com.activeviam.generator.PropertiesOutput

getNeedRebuild() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

getNewDatafileWriter(Path, int) - Method in interface com.activeviam.generator.filewriter.IDataFileWriterBuilder

getNewDatafileWriter(Path, int) - Method in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriterBuilder

getNewDatafileWriter(Path, int) - Method in class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriterBuilder

getNextAsOfDateInDimension(IDatastoreVersion, IQueryCache, String, LocalDate) - Static method in class com.activeviam.risk.core.utils.MarketDataDates

Helper method that returns a future member for the as-of date level.

getNominal(IServiceContext, LocalDate, String, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Retrieve the nominal of a risk factor

getNominal(IServiceContext, LocalDate, String, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.MarketDataRetrievalService

getNominal(IServiceContext, LocalDate, String, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

getNumberDaysColl() - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

getNumberOfSlices() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

getOffsetValue() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getOffsetValue() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getOutputBuckets(ILocation, List<Object>) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

getOutputBuckets(ILocation, List<Map<String, Integer>>, List<Object>) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

getOutputFolder() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

getOutputType() - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

getParameterName() - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the name of the parameter from the two possible change definitions.

getParent() - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

getParentChildNodes(String, String, LocalDate) - Method in class com.activeviam.risk.ref.parentchild.service.ParentChildService

This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.

getParentChildService() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildServiceConfig

getPendingChange() - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the definition of the pending change.

getPercentileBuckets() - Method in class com.activeviam.risk.core.context.impl.PercentileBuckets

getPercentileBuckets() - Method in interface com.activeviam.risk.core.context.IPercentileBuckets

The number of buckets used to display the statistical repartition

getPillar() - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

getPillar(int) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillarSet

Get one specific pillar

getPillar(int) - Method in class com.activeviam.risk.core.utils.ModifiedPillarSetOfPillar

getPillar(int) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar

getPillar(int) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo

getPillar(int) - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

getPillarSet(int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

getPillarSet(int) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Return one pillar set

getPillarSets() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

getPillarSets() - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Return all the pillar sets

getPillarSets(IServiceContext, List<Map<Object, Integer>>, int[][], BucketType[]) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Convert a list of pillars info into a IPillarSet[]

getPillarVectorMap(int, ICursor, int[][]) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Extract pillars from a cursor

getPlActualsInput() - Method in class com.activeviam.generator.PropertiesOutput

getPlActualsInputsToMaxNbLines() - Method in class com.activeviam.generator.PropertiesOutput

getPlActualsInputsToOutputs() - Method in class com.activeviam.generator.PropertiesOutput

getPlActualsOutput() - Method in class com.activeviam.generator.PropertiesOutput

getPlActualsSeedLocation() - Method in class com.activeviam.generator.PropertiesOutput

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ESConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.ETGConfiguration

getPlainName() - Method in interface com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

getPlainName() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.CenteredQuantile

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

getPlugin() - Method in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

getPnlExplainFormula(IQueryCache, String, String, String) - Method in interface com.activeviam.risk.core.services.IPnLExplainFormulaProvider

Retrieves a function that computes pnl from a market change from T-1 to T

getPnlExplainFormula(IQueryCache, String, String, String) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

getPnlExplainFormula(String, String, String) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Retrieve a PNL formula

getPnlSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getPnlToSensiMapping(ILocation, List<Map<String, Integer>>, int) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

getPnlVector(IServiceContext, LocalDate, String, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[], boolean, IMarketDataRetrievalService.MarketType, String) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService

Get some market data

getPnlVector(IServiceContext, LocalDate, String, String, String, String, String, String, IMarketDataRetrievalService.IPillarSet[], boolean, IMarketDataRetrievalService.MarketType, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

getPostInterpolationCalcs() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getPostInterpolationFunction(String, String, int) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPostMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves a function that performs a calculation on the market data for a given axis after interpolation of market data is done

getPostMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IInterpolation

Retrieves a function that performs a calculation on the market data for a given axis after interpolation of market data is done

getPostMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationDouble

getPostMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationVector

getPostMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPostProcessorDescription(ICanStartBuildingMeasures, String, String, String, String, boolean, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

This will create a PP configuration

getPostProcessorDescription(ICanStartBuildingMeasures, String, String, String, String, String, String, String, String, String, String, BucketType[], Boolean, IMarketDataRetrievalService.MarketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

This will create a PP configuration

getPostProcessorDescription(String, boolean, String...) - Static method in class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

getPostProcessorDescription(String, String, MathFunctions.Metric, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

This will create a PP configuration

getPostProcessorDescription(String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

getPostProcessorDescription(String, String, String[], BucketType[], String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

getPostProcessorDescription(String, String, String[], BucketType[], String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

getPostProcessorDescription(String, String, String[], String, String, BucketType[], String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

getPostProcessorDescription(String, String, String, boolean, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

getPostProcessorDescription(String, String, String, BucketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

getPostProcessorDescription(String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

getPostProcessorDescription(String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

This will create a PP configuration

getPostProcessorDescription(String, String, String, String, double, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

getPostProcessorDescription(String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

getPostProcessorDescription(String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

getPostProcessorDescription(String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

getPostProcessorDescription(String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

getPostProcessorDescription(String, String, String, String, String[], BucketType, BucketType, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

One axis flavor

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

getPostProcessorDescription(String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

getPostProcessorDescription(String, String, String, String, String, String[], String[], BucketType, BucketType, BucketType, BucketType, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Two axis flavor

getPostProcessorDescription(String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

getPostProcessorDescription(String, String, String, String, String, String, String[][], String, String, String, BucketType[], Boolean, IMarketDataRetrievalService.MarketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

This will create a PP configuration

getPostProcessorDescription(String, String, String, String, String, String, String[], String[], String[], BucketType, BucketType, BucketType, BucketType, BucketType, BucketType, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Three axis flavor

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, String, String, String, String, String[], String, String, String, String, BucketType[], String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, BucketType[], String, String, Boolean, IMarketDataRetrievalService.MarketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

This will create a PP configuration

getPostProcessorDescription(String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String[], String, String, String, String, BucketType[], String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String[][], String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String, BucketType[], String[][], String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String, String, BucketType[], String[][], String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String, String, String, String[][], String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

getPostProcessorDescription(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

getPostProcessorDescription(String, String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

getPostProcessorDescription(String, String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

getPostProcessorDescription(String, String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

getPostProcessorDescription(String, String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

getPostProcessorDescription(String, String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

getPostProcessorDescription(String, String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

getPostProcessorDescription(String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, String, Environment, Boolean, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

getPostProcessorDescription(String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

getPostProcessorDescription(String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

getPostProcessorDescription(String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

getPostProcessorDescription(String, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

getPostProcessorDescription(String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

Description with fixed confidence level

getPostProcessorDescription(String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

getPostProcessorDescription(String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

getPostProcessorDescription(String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

getPostProcessorDescription(String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

getPostProcessorDescription(String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

Description with parametrable confidence level

getPostProcessorDescription(String, String, Environment, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

Description with parametrable confidence level

getPostProDescriptions(IMultiVersionActivePivot) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Retrieves a map of all postprocessor descriptions in the cube, keyed by their name.

getPostShiftDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves a function that performs a calculation on the shift data vector for a given axis after interpolation of shift data is done

getPostShiftDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPreInterpolationCalcs() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getPreInterpolationFunction(String, String, int) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPreMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves a function that performs a calculation on the market data for a given axis before interpolation of market data is done

getPreMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IInterpolation

Retrieves a function that performs a calculation on the market data for a given axis before interpolation of market data is done

getPreMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationDouble

getPreMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationVector

getPreMarketDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPrePostInterpolationCalculationMethod(String, String, String, int) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPreShiftDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves a function that performs a calculation on the shift data vector for a given axis before interpolation of shift data is done

getPreShiftDataInterpolationFunction(IServiceContext, int, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getPreviousAsOfDateInDimension(IDatastoreVersion, IQueryCache, String, LocalDate, IDayToDayDifference) - Static method in class com.activeviam.risk.core.utils.MarketDataDates

Helper method that returns a past member for the as of date level.

getPreviousAsOfDates(ICondition) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

Retrieve the set of previous as of dates for a given ICondition

getPreviousAsOfDates(String, String, String) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

RESTFul call to retrieve the previous as of dates for a given set of criteria

getPreviousAsOfDates(String, String, String) - Method in interface com.activeviam.risk.ref.rest.services.ISensiVectorSubstitutionRestService

getPreviousAsOfDates(String, String, String, String, String) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

RESTFul call to retrieve the previous as of dates for a given set of criteria

getPreviousAsOfDates(String, String, String, String, String) - Method in interface com.activeviam.risk.ref.rest.services.IPnLVectorSubstitutionRestService

getPreviousDayVectors(PnLVectorSubstitutionDTO) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

Retrieve the PnL vectors for previous day

getPreviousDayVectors(T) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

Retrieve the sensitivities vectors for previous day

getPropertiesFile() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

getQuantile() - Method in class com.activeviam.risk.core.calc.impl.CenteredQuantile

getQuantile() - Method in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

getQuantile() - Method in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

getQuantile() - Method in interface com.activeviam.risk.core.calc.IVaRQuantile

Provides Double Binary Operator for quantile calcuclation

getQuantileMap() - Method in class com.activeviam.risk.starter.utils.RoundingQuantilesMaps

getQueryCache() - Method in interface com.activeviam.risk.core.services.IServiceContext

The query cache

getQueryCache() - Method in class com.activeviam.risk.core.utils.ServiceContext

getQueryCache() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getQueryCache(IActivePivot) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

Return the query cache bound to the current query.

getQueryCache(IActivePivot) - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter

Return the query cache bound to the current query.

getRandom() - Method in class com.activeviam.generator.tradesandbooks.generator.PseudoRandomGenerator

getRandomizedValues(double) - Method in class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

getRank(int, double, String, String) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

The position in the (sorted) PnL vector to use.

getRank(int, double, String, String) - Method in class com.activeviam.risk.ref.calc.impl.TailMeasureCalc

getRate(ILocation) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

getRate(IQueryCache, IDatastoreVersion, IFXRates, LocalDate, String, String, IActivePivot, List<Object>, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

getRate(IQueryCache, IDatastoreVersion, IFXRates, LocalDate, String, String, IActivePivot, List<Object>, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

getRate(LocalDate, String, String, List<Object>, String) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

getRate(LocalDate, String, String, List<Object>, String) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

getRate(LocalDate, String, String, List<Object>, String) - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

getRawMarketData(IServiceContext, LocalDate, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This function retrieves the data before any manipulation

getRawMarketData(IServiceContext, LocalDate, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.MarketDataRetrievalService

getRawMarketData(IServiceContext, LocalDate, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

getRawPnlVector(IServiceContext, LocalDate, String, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

This function retrieves the data before any manipulation

getRawPnlVector(IServiceContext, LocalDate, String, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.MarketDataRetrievalService

getRawPnlVector(IServiceContext, LocalDate, String, String, String, String, String, String, int) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

getRequestedPillars() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getResourceLocations() - Method in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorResourcesServerConfig

getResultSize() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

Return the number of elements corresponding to the requested pillars

getResultSize() - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Return the number of elements corresponding to the requested pillars

getRiskClass() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getRiskFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getRiskFactor(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getRiskFactor(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getRiskFactorSeed() - Method in class com.activeviam.generator.tradesandbooks.mdl.BaseFactSeed

getRiskFactorSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getRoundingMap() - Method in class com.activeviam.risk.starter.utils.RoundingQuantilesMaps

getRoundingsDimension(ICanStartBuildingDimensions) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

getS3() - Method in class com.activeviam.generator.DataGenerator

getScalarBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

getScalarBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

getScalarBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

getScalarBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

getScalarBucketsLevels() - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

getScaleFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getScaleFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getScaleFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

getScaleFactor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getScenario(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getScenarioSet() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

getScenarioSet() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getScenarioSet() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getScenarioSet(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getSeeds() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

getSeedsFolder() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

getSensitivitiesInputsToMaxNbLines() - Method in class com.activeviam.generator.PropertiesOutput

getSensitivitiesInputsToOutputs() - Method in class com.activeviam.generator.PropertiesOutput

getSensitivitiesSeedLocation() - Method in class com.activeviam.generator.PropertiesOutput

getSensitivityColName() - Method in class com.activeviam.risk.core.dates.impl.TenorUtils.StoreDescription

getSensitivityKind() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getSensitivityName() - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

getServedDirectories() - Method in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorResourcesServerConfig

Gets directories whose content is to serve, whatever the extension.

getServedExtensions() - Method in class com.activeviam.risk.ref.cfg.impl.ActiveMonitorResourcesServerConfig

Gets the extensions of files to serve.

getShiftDataInterpolationFlag(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Retrieves the flag that specifies whether interpolation of the shift data vector is used for the computation of VaR

getShiftDataInterpolationFlag(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService

Retrieves the flag that specifies whether interpolation of the shift data vector is used for the computation of VaR

getShiftDataInterpolationFlag(IServiceContext, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

getShiftDataInterpolationFlag(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

getSize() - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillarSet

The number of pillars on this axis

getSize() - Method in class com.activeviam.risk.core.utils.ModifiedPillarSetOfPillar

getSize() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar

getSize() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo

getSize() - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

getSortedWeightedPnLs(IVector, IVector, double[], boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

getSource() - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.ICsvSourceConfig

getSource() - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.IJdbcSourceConfig

getSource() - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleCsvSourceConfig

getSource() - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleJdbcSourceConfig

getSource() - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig

getSource() - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.ISourceConfig

getSpotFXRate(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String) - Method in interface com.activeviam.risk.core.services.IFXRates

Retrieve the spot FX rate between two currencies.

getSpotFXRate(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String) - Method in class com.activeviam.risk.ref.services.impl.FXRates

Retrieve the spot FX rate between two currencies.

getSpotFXRate(IDatastoreVersion, LocalDate, String, String, String, IActivePivot, List<Object>, String) - Static method in class com.activeviam.risk.ref.services.impl.FXRates

Lookup the spot FX rate between two currencies.

getSpotFXRateDirect(IDatastoreVersion, LocalDate, String, String, String) - Static method in class com.activeviam.risk.ref.services.impl.FXRates

Queries the datastore directly for the spot FX rate.

getSpotFXRateDirectOrReverse(IDatastoreVersion, LocalDate, String, String, String) - Static method in class com.activeviam.risk.ref.services.impl.FXRates

Queries the datastore for the direct spot rate, if not found queries the reverse spot rate and returns the reciprocal.

getSpotFXRateWithErrorHandling(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String) - Method in interface com.activeviam.risk.core.services.IFXRates

Retrieve the spot FX rate between two currencies with error handling.

getSpotFXRateWithErrorHandling(IDatastoreVersion, LocalDate, String, String, IActivePivot, List<Object>, String) - Method in class com.activeviam.risk.ref.services.impl.FXRates

Retrieve the spot FX rate between two currencies.

getStartIndex() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndex

getStartIndex() - Method in interface com.activeviam.risk.core.context.IPnLStartIndex

getStatusValue(Double) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Gets a value representing the status.

getStoreColumns(IDatastore, String) - Static method in class com.activeviam.risk.core.utils.StoreUtils

getStoreColumns(IDatastoreVersion, String) - Static method in class com.activeviam.risk.core.utils.StoreUtils

getStoreName() - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

getStoreName() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getStoreName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getStoresSecurity() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreRestStoresSecurityConfig

getStoresSecurity() - Method in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

getStreamOfIndices(ITailMeasureCalc.CalcType, IVector, double) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

The stream is not in the same order depending if the top or the bottom is requested, always ascending, but wwe want from cutoff to tail.

getSubConditions() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Returns the list of subconditions, when the condition is of type 'and' or 'or'.

getSubConditions() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Returns the list of subconditions, when the condition is of type 'and' or 'or'.

getTailMeasure(MetricConfiguration.MetricKind, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getTailMeasure(MetricConfiguration.MetricKind, CopperMeasure, double) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

getTailMeasure(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, double, String, String) - Method in interface com.activeviam.risk.core.calc.ITailMeasureCalc

Calculate the VaR, ES or VaE of the PnL vector for the quantile.

getTailMeasure(IActivePivot, IDatastoreVersion, ITailMeasureCalc.CalcType, IVector, double, String, String) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

Calculate the ES or VaR of the PnL vector for the quantile.

getTargetMeasures(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

getTargetMeasures(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

getTargetStores() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher

Returns the list of stores that will be impacted by publishing, which is the Market Data store in this case.

getTargetStores() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiTradeStoreTuplePublisher

Returns the list of stores that will be impacted by publishing, which is the Sensi Trade base store in this case.

getTargetStores() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher

Returns the list of stores that will be impacted by publishing, which is the Sensi Trade base store in this case.

getTargetStores() - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig.ITopicConfig

The target stores for the created channel.

getTargetStores() - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

getTargetStores(String) - Method in class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig

getTargetStores(String) - Method in interface com.activeviam.risk.ref.source.dataloadcontroller.ISourceConfig

The stores that are targeted by the topic.

getTenor() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getTenor(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getTenorConverter(IActivePivot, List<Object>, BucketType) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

getTenorConverter(IActivePivot, List<Object>, BucketType) - Method in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

getTenorLabelToIndexMapping(IDatastoreVersion, BucketType) - Method in class com.activeviam.risk.core.dates.impl.TenorUtils

getTenorLabelToIndexMapping(IDatastoreVersion, BucketType) - Method in interface com.activeviam.risk.core.dates.ITenorUtil

getTenorLabelToIndexMapping(IQueryCache, BucketType, String, String) - Method in class com.activeviam.risk.core.dates.impl.TenorUtils

getTenorLabelToIndexMapping(IQueryCache, BucketType, String, String) - Method in interface com.activeviam.risk.core.dates.ITenorUtil

getTenors() - Method in class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

getTenorSets() - Method in interface com.activeviam.risk.core.context.IDynamicTenorSets

getTenorSets() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

getTenorSets(IQueryCache, BucketType) - Method in class com.activeviam.risk.core.dates.impl.TenorUtils

getTenorSets(IQueryCache, BucketType) - Method in interface com.activeviam.risk.core.dates.ITenorUtil

getTenorSetsAsString() - Method in interface com.activeviam.risk.core.context.IDynamicTenorSets

getTenorSetsAsString() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

getThreads() - Method in class com.activeviam.generator.MandateGenerator

getThreshold() - Method in class com.activeviam.generator.tradesandbooks.mdl.Cardinality

getTimePeriod() - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriod

getTimePeriod() - Method in interface com.activeviam.risk.core.context.IVaRTimePeriod

The confidence level

getToAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

getToAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getToAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

getToAsOfDate() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getTopicName() - Method in interface com.activeviam.risk.ref.cfg.sensi.impl.IGreekDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.CashDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.DeltaDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GammaDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

getTopicName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

getTopicToPublisherMap() - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

getTopicToStoreAndFilePatternMap() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

getTradeId(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

getTradeId(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

getTradeIds() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

getTradeIds() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

getTradeSeed() - Method in class com.activeviam.generator.tradesandbooks.mdl.BaseFactSeed

getTradeSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getTradesInputsToMaxNbLines() - Method in class com.activeviam.generator.PropertiesOutput

getTradesInputsToOutputs() - Method in class com.activeviam.generator.PropertiesOutput

getTradesSeedLocation() - Method in class com.activeviam.generator.PropertiesOutput

getTuplePublisher(String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

This function is intended to be overridden in order to specify some specific tuple publishers

getTuplePublisher(String) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiSourceConfig

getTuplePublisher(String) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSourceConfig

getType() - Method in class com.activeviam.generator.tradesandbooks.mdl.RiskFactorSeed

getType() - Method in class com.activeviam.risk.core.format.impl.DoubleArrayFormatter

getType() - Method in class com.activeviam.risk.core.format.impl.IntegerArrayFormatter

getType() - Method in class com.activeviam.risk.core.format.impl.ObjectArrayFormatter

getType() - Method in class com.activeviam.risk.core.format.impl.StringArrayFormatter

getType() - Method in class com.activeviam.risk.core.format.impl.UTCTimestampFormatter

getType() - Method in class com.activeviam.risk.core.ordering.BucketComparator

getType() - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.NotionalPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

getType() - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsStatusPostProcessor

getType() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Returns the type of the condition.

getType() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Returns the type of the condition.

getType() - Method in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

getType() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

getType() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

getType() - Method in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

getType() - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

getType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

getType() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

getType() - Method in class com.activeviam.risk.starter.ConstantPP

getType() - Method in class com.activeviam.risk.starter.utils.LocationFormatterForQuantiles

getType() - Method in class com.activeviam.risk.starter.utils.LocationFormatterForRounding

getTypeForClob() - Method in class com.activeviam.risk.ref.migration.ADbMigration

Gets the type name for CLOB, depending on the databose type.

getUndlMat() - Method in class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

getUnit(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

getUpdateDefinition() - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Gets the proper definition of the update from the received data.

getUpperBound() - Method in class com.activeviam.generator.tradesandbooks.mdl.Cardinality

getVaEQuantile(IVaEConfidenceLevel) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Retrieves the confidence level from the IVaEConfidenceLevel context value if it has been set, the default otherwise.

getValue(int) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalService.IPillar

The content of the pillar

getValue(int) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar.Pillar

getValue(int) - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo.Pillar

getValue(int) - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

getValues() - Method in class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

getValues() - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Returns the list of pairs of XSI type definition and the condition value.

getValues() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Returns the list of pairs of XSI type definition and the condition value.

getVannaSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getVaRExplainFormula(IQueryCache, String, String, String) - Method in interface com.activeviam.risk.core.services.IPnLExplainFormulaProvider

Retrieves a function that computes pnl from a market change expressed as a shift that may be Absolute : shift = MtM(T)-MtM(T-1) Relative : shift = MtM(T)/MtM(T-1) - 1 DHS : shift = (MtM(T) + c)/(MtM(T-1) + c) - 1

getVaRExplainFormula(IQueryCache, String, String, String) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

getVaRExplainFormula(String, String, String) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Retrieve a VaR formula

getVaRIndices(double, IntStream) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

getVaRMetric(double, PrimitiveIterator.OfDouble) - Method in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

getVaRQuantile(IVaRConfidenceLevel) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Retrieves the confidence level from the IVaRConfidenceLevel context value if it has been set, the default otherwise.

getVaRTimePeriod() - Method in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

getVaRTimePeriod() - Method in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

getVaRTimePeriod() - Method in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

getVaRTimePeriod(IVaRTimePeriod) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

getVaRTimePeriod(IVaRTimePeriod) - Static method in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

getVegaSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getVersion() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestServiceConfig

getVolgaSeeds() - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

getWeek(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

getWeightedESMetric(IVector, IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate the weighted VaR of the PnL vector for the quantile.

getWeightedESMetricIndices(IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate indices of the scenarios that contribute to the weighted VaR of the PnL vector for the quantile.

getWeightedESMetricWithIndices(IVector, IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate the weighted ES of the PnL vector for the quantile.

getWeightedTailMeasure(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, double[], double, boolean) - Method in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalc

Calculate the VaR, ES, VaE or ETG of the PnL vector for the quantile.

getWeightedTailMeasure(IActivePivot, IDatastoreVersion, IWeightedTailMeasureCalc.CalcType, IVector, double[], double, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate the ES or VaR of the PnL vector for the quantile.

getWeightedVaRMetric(IVector, IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate the weighted VaR of the PnL vector for the quantile.

getWeightedVaRMetricIndices(IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate indices of the scenarios that contribute to the weighted VaR of the PnL vector for the quantile.

getWeightedVaRMetricWithIndices(IVector, IVector, double[], double, boolean, boolean) - Method in class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

Calculate the weighted VaR of the PnL vector for the quantile and also rfetrun the list of indicies that correspond to the weighted VaR.

getWeights(IVector, double) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

Get array of weightings: Retrieve from query cache, or calculate based on lambda value.

getWeights(IVector, double) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

Get array of weightings: Retrieve from query cache, or calculate based on lambda value.

getWeights(IVector, double) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

Get array of weightings: Retrieve from query cache, or calculate based on lambda value.

getWeights(IVector, double) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

Get array of weightings: Retrieve from query cache, or calculate based on lambda value.

getYear(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

GOOD - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

greekCcyHierarchies() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

greekDescription - Variable in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

greekDescription() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

GreekSensiDescriptionConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

GreekSensiDescriptionConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

GROUP_MANAGERS - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

GROUP_USERS - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

H

H2 - com.activeviam.risk.ref.migration.ADbMigration.DbType

H2_FILE_EXTENSION - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

handleAbsoluteRelativeResult(IServiceContext, double[], IMarketDataRetrievalService.MarketType, LocalDate, String, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Convert the data from absolute to relative or vice-versa if needed

handleAbsoluteRelativeResult(IServiceContext, IMarketDataset<IVector[], IVector>, IMarketDataRetrievalService.MarketType, LocalDate, String, String, String, String, String, String) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Convert the data from absolute to relative or vice-versa if needed

handleConflict(IWhatIfSubmission, String) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConflictManager

handleDebug(boolean, Pair<U, String>, Supplier<String>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

Fill the debug string with the debug provider

handleRequest(AwsLambdaGeneratorTask.Request, Context) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask

HAS_LADDERS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

HAS_LADDERS_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

hasBatchFor(String) - Method in class com.activeviam.risk.ref.workflows.batch.impl.BatchWorkflowConfig

Gets if batch processing is activated for a given action.

hasChanges(List<?>) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Decides if the list contains some changes.

hashCode() - Method in class com.activeviam.generator.tradesandbooks.mdl.DataSeed

hashCode() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifference

hashCode() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

hashCode() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

hashCode() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

hashCode() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

hashCode() - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

hashCode() - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

hashCode() - Method in class com.activeviam.risk.core.context.impl.PercentileBuckets

hashCode() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndex

hashCode() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndex

hashCode() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

hashCode() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

hashCode() - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

hashCode() - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

hashCode() - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriod

hashCode() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

hashCode() - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

hashCode() - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

hashCode() - Method in class com.activeviam.risk.core.utils.CompositeKey

hashCode() - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

hashCode() - Method in class com.activeviam.risk.core.utils.PartitionedCache

hashCode() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar.Pillar

hashCode() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo.Pillar

hashCode() - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

hashCode() - Method in class com.activeviam.risk.core.utils.Triplet

hashCode() - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

hashCode() - Method in class com.activeviam.risk.ref.parentchild.nodes.CounterpartyParentChildNode

hashCode() - Method in class com.activeviam.risk.ref.parentchild.nodes.LegalEntityParentChildNode

hashCode() - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

hashCode() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

hashCode() - Method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition.ParentChildKey

hasSecondOrderLadder(String) - Method in interface com.activeviam.risk.core.services.IInputSelector

Returns whether the sensitivity ladder is second order, depending on the sensitivity name.

hasSecondOrderLadder(String) - Method in class com.activeviam.risk.core.utils.InputSelector

hasStatusChanged() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

HIBERNATE_ENV_PROPS_FILE_PATH_SYSPROP - Static variable in class com.activeviam.risk.ref.cfg.environment.EnvironmentConstants

Optional system property to define the path of an application 'env' properties file.

HIBERNATE_PROPERTIES_FILE - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

HIBERNATE_SEQUENCE - Static variable in class com.activeviam.risk.ref.migration.ADbMigration

Name of the generic Hibernate sequence for ids

HIERARCHIES_TO_AGGREGATE_ACROSS_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the hierarchies to aggregate across when exporting aggregated data.

HIERARCHY_LEVEL - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_10 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_11 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_12 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_13 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_14 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_15 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_6 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_7 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_8 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HIERARCHY_LEVEL_9 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

HierarchyBuilder<HB extends HierarchyBuilder<HB>> - Class in com.activeviam.risk.ref.parentchild.hierarchy.builders

The HierarchyBuilder is an abstract class that provides a way to make tuples to be stored in a hierarchy based datastore.

HierarchyBuilder(LocalDate, int) - Constructor for class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

hierarchyStoreName - Variable in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

HISTORICAL_SET_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

HISTORICAL_SET_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

History() - Constructor for class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

History(RemoveDifferentValues.History) - Constructor for class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

I

IBusinessDayCalendar - Interface in com.activeviam.risk.core.dates

Interface to determine if a date is a business day or a holiday.

IBusinessDayConvention - Interface in com.activeviam.risk.core.dates

Interface used for rolling dates to get business days.

ICsvSourceConfig<I> - Interface in com.activeviam.risk.ref.source.dataloadcontroller

A flavour of ISourceConfig for use with CSV file sources.

ICubeFilterDefinition - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the definition of a filter that will be applied to an export task.

ICubeLevelDefinition - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the definition of a level that will be included in an export task.

ICubeMeasureDefinition - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the definition of a measure that will be included in an export task.

ICustomParameters - Interface in com.activeviam.risk.core.services

ICustomParameters.ILocationFunction - Interface in com.activeviam.risk.core.services

ICustomParametersAware - Interface in com.activeviam.risk.core.services

IDataFileWriter - Interface in com.activeviam.generator.filewriter

IDataFileWriterBuilder - Interface in com.activeviam.generator.filewriter

IDatastoreConditionDefinition - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the condition objects to be used when filling in the datastore query XML template.

IDatastoreFieldDefinition - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the field objects to be used when filling in the datastore query XML template.

IDateTimeFormatterLocale - Interface in com.activeviam.risk.core.dates

Interface to determine which locale to use in DateTimeFormatter calls.

IDayCountConvention - Interface in com.activeviam.risk.core.dates

Interface used for calculating day counts.

IDayToDayDifference - Interface in com.activeviam.risk.core.context

Context value storing a day-to-day difference

IDENTIFIER - Static variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

IDENTIFIER - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

IDynamicMaturitySets - Interface in com.activeviam.risk.core.context

IDynamicMoneynessSets - Interface in com.activeviam.risk.core.context

IDynamicTenorSets - Interface in com.activeviam.risk.core.context

IEnableMDStringDebug - Interface in com.activeviam.risk.core.context

Context value used to enable a flag to enable the computation of the market data interpolation debug string

IESConfidenceLevel - Interface in com.activeviam.risk.core.context

ES confidence level context value

IETGConfidenceLevel - Interface in com.activeviam.risk.core.context

ETG confidence level context value

IFXRates - Interface in com.activeviam.risk.core.services

Interface for retrieving FX rates.

IFXRatesAware - Interface in com.activeviam.risk.core.services

IGreekDescription - Interface in com.activeviam.risk.ref.cfg.sensi.impl

IGreekSensiCubeMeasureConfig - Interface in com.activeviam.risk.starter.cfg.pivot.builders.sensi

IInputSelector - Interface in com.activeviam.risk.core.services

IInputSelectorAware - Interface in com.activeviam.risk.core.services

IInterpolation<T,U> - Interface in com.activeviam.risk.ref.services.impl.marketdataretrieval

Defines an interpolation utility

IInterpolationConfiguration - Interface in com.activeviam.risk.core.services

IJdbcSourceConfig - Interface in com.activeviam.risk.ref.source.dataloadcontroller

A flavour of ISourceConfig for use with JDBC sources.

IMarketDataRetrievalService - Interface in com.activeviam.risk.core.services

IMarketDataRetrievalService.IPillar - Interface in com.activeviam.risk.core.services

One pillar

IMarketDataRetrievalService.IPillarSet - Interface in com.activeviam.risk.core.services

This interface describes an set of pillar allong an axis

IMarketDataRetrievalService.MarketType - Enum in com.activeviam.risk.core.services

The returned type of the market data

IMarketDataRetrievalServiceAware - Interface in com.activeviam.risk.core.services

IMarketDataset<T,U> - Interface in com.activeviam.risk.ref.services.impl.marketdataretrieval

This interface is used by th market data service in order to manipulate underlying data

IMaturityConverter - Interface in com.activeviam.risk.core.dates

Interface for custom maturity/date conversions.

IMaturityConverterAware - Interface in com.activeviam.risk.core.dates

IMDXQueryFiller - Interface in com.activeviam.risk.ref.signoff.service.dto

Interface for the object containing required details for an MDX query.

importAggregatedFolder() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

importDataFolder() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

ImportDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.impl

The datastore description configuration class

ImportDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.ImportDatastoreDescriptionConfig

importInjections() - Method in class com.activeviam.risk.ref.cfg.impl.RiskInjectionsConfig

importStoreFolder() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

IN_MEMORY_IMPL - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

incremental(CopperMeasure, CopperMeasure, double, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculate the incremental VaR between two measures

incremental(CopperMeasure, CopperMeasure, CopperMeasure, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculate the incremental VaR between two measures

incremental(IWeightedTailMeasureCalc.CalcType, CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

incremental(IWeightedTailMeasureCalc.CalcType, CopperMeasure, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

IncrementalESPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes incremental ES, a measure of the change in the ES of a parent portfolio should a sub-portfolio be removed from it.

IncrementalESPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

IncrementalETGPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes incremental ETG, a measure of the change in the ETG of a parent portfolio should a sub-portfolio be removed from it.

IncrementalETGPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

IncrementalMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Helper methods for the definition of VaR and ES measures

IncrementalMeasureConfig(Environment) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.IncrementalMeasureConfig

IncrementalMeasureConfig.TriConsumer<K,V,S> - Interface in com.activeviam.risk.starter.cfg.pivot.impl

IncrementalVaEPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes incremental VaE, a measure of the change in the VaE of a parent portfolio should a sub-portfolio be removed from it.

IncrementalVaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

IncrementalVaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes incremental VaR, a measure of the change in the VaR of a parent portfolio should a sub-portfolio be removed from it.

IncrementalVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

incrementCurrentLines(int) - Method in class com.activeviam.generator.filewriter.impl.ADataFileWriter

inCube(String, String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.UserBuilder

Sets the cube on which the monitor is run.

INDEX - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

INDEX - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

indexColumnName - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

indices(CopperMeasure, double, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculates the indices for a given PnL vector.

indices(CopperMeasure, CopperMeasure, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculates the indices for a given PnL vector.

indices(IWeightedTailMeasureCalc.CalcType, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Description with parametrized confidence level confidence level

indices(IWeightedTailMeasureCalc.CalcType, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Description with parametrized confidence level confidence level

init(IActivePivot) - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

We will backup the AP value for later use

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

This post-processor requires one property to be specified in its definition: The leafLevels property of ABaseDynamicAggregationPostProcessor specifying the leaf levels at which this post-processor will be evaluated, in this case the AsOfDate and Currency levels. The optional preferredCurrency property can be used fix the output of this post-processor to a specific currency, overriding the currency specified by the IReferenceCurrency context value.

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

This post-processor requires one property to be specified in its definition: The leafLevels property of ABaseDynamicAggregationPostProcessor specifying the leaf levels at which this post-processor will be evaluated, in this case the AsOfDate and Currency levels. The optional preferredCurrency property can be used fix the output of this post-processor to a specific currency, overriding the currency specified by the IReferenceCurrency context value.

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

The level corresponding to the risk class needs to be present in the configuration of the post-processor.

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

This post-processor requires two properties to be specified in its definintion: The asOfDateLevel property as a string representation of the AsOfDate level e.g.

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

Three custom properties need to be present in the configuration of the post-processor: asOfDate: its value is the string representing the as of date level, e.g.
"AsOfDate@Date@Dates" dataSet: its value is the string representing the data set level, e.g.
"Scenario Set@Scenario Sets@Risk" scenario: its value is the string representing the scenario level, e.g.
"Scenario@Scenarios@Risk" On top of those custom properties the analysisLevels property needs to be defined for the scenario level since that level is part of an analysis hierarchy, e.g.
"Scenario@Scenarios@Risk"

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

Two custom properties need to be present in the configuration of the post-processor: BUCKET_TYPE: its value is the string representing the bucket type, e.g.
"TENOR_INPUT" SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
"SensitivityName@Sensitivity@Sensitivities" On top of those custom properties the analysisLevels property needs to be defined for the tenor level since that level is part of an analysis hierarchy, e.g.
"Tenor@Tenors@Risk"

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

Three custom properties need to be present in the configuration of the post-processor: BUCKET_TYPES: its value is the string representing the bucket types, e.g.
"TENOR_INPUT,MATURITY_INPUT,MONEYNESS_INPUT" LABELS_PROPERTY: its value is the string representing the labels, e.g.
"Tenor@Tenors@Risk,Maturity@Maturities@Risk,Moneyness@Moneyness@Risk" SENSITIVITY_NAME_LEVEL: its value is the string representing the sensitivity name level, e.g.
"SensitivityName@Sensitivity@Sensitivities" On top of those custom properties the analysisLevels property needs to be defined for the tenor level since that level is part of an analysis hierarchy, e.g.
"Tenor@Tenors@Risk"

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

init(Properties) - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

InitialActiveMonitorConfig - Class in com.activeviam.risk.ref.cfg.impl

Initial ActiveMonitor configuration

InitialActiveMonitorConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

initialDataLoad(IDataLoadController) - Method in class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

InitialDataLoadConfig - Class in com.activeviam.risk.starter.cfg.impl

Configure the initial data load for the IDataLoadController, which takes place at application startup.

InitialDataLoadConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

initialLoadAsOfDates() - Method in class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

The set of as-of dates to include in the initial load.

InitialMonitorLoadingCondition - Class in com.activeviam.risk.ref.cfg.impl

A Condition based on the InitialMonitorLoadingCondition.LOADING_PROPERTY property.

InitialMonitorLoadingCondition() - Constructor for class com.activeviam.risk.ref.cfg.impl.InitialMonitorLoadingCondition

InitialRepositoryConfig - Class in com.activeviam.risk.ref.cfg.impl

The initial repository configuration.

InitialRepositoryConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

initialValue() - Method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor.ThreadLocalDecimalFormat

initiate(SignOffProcessKey) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

initiate(SignOffProcessKey) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

initiate(Map<String, String>) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Initiate mandate from DTO

initiate(Map<String, String>) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Initiate mandate from DTO

initLevelsAndConditions(Properties) - Method in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

injectAll(Class<T>, Class<U>, V) - Static method in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

This function will inject a bean to all the kind of selected QFS plugin that accept it, aka.

injectFormatters(Map<Class, String[]>) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Adds formatters to be used in the export process.

INJECTION_ERROR - Static variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

injectRegistry() - Method in class com.activeviam.risk.ref.impl.ActiveMonitorExtensionsConfig

injectServices() - Method in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

[Optional] Injects objects into plugin values.

InMemoryUserDetailsManagerBuilder - Class in com.activeviam.risk.security.impl

An In-memory UserDetailsService builder which can be used without AuthenticationManagerBuilder contrary to InMemoryUserDetailsManagerConfigurer.

InMemoryUserDetailsManagerBuilder() - Constructor for class com.activeviam.risk.security.impl.InMemoryUserDetailsManagerBuilder

Creates a new instance

inputBasedExpansion(boolean, IVector, double[], int) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Selects a subvector according to the input and the parameters.

inputBooksToGeneratedBooks - Static variable in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

inputLocation - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

The input location

inputSelector - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

inputSelector - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

inputSelector - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

inputSelector() - Method in class com.activeviam.risk.starter.cfg.impl.InputSelectorConfig

InputSelector - Class in com.activeviam.risk.core.utils

InputSelector(Environment) - Constructor for class com.activeviam.risk.core.utils.InputSelector

InputSelectorConfig - Class in com.activeviam.risk.starter.cfg.impl

A Spring configuration class to manage the configuration of the ladder input selector.

InputSelectorConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.InputSelectorConfig

inputStreamFromArgs(Properties, GeneratorArgs) - Method in class com.activeviam.generator.DataGeneratorBuilder

inputStreamFromArgs(Properties, GeneratorArgs) - Method in class com.activeviam.generator.MandateGeneratorBuilder

inputStreamFromArgs(Properties, GeneratorArgs) - Method in class com.activeviam.generator.TradeBookGeneratorBuilder

inputTradeIdsToGeneratedTradeIds - Static variable in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

insert(List<T>, T, int) - Static method in class com.activeviam.generator.tradesandbooks.functions.Lists

INSTRUMENT_CLASS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

INSTRUMENT_CLASSES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

INSTRUMENT_SUB_TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

INSTRUMENT_TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

INSTRUMENT_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

INSTRUMENTS_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

INT_FORMATTER - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

IntegerArrayFormatter - Class in com.activeviam.risk.core.format.impl

A formatter used to display all the elements in a integer array/vector.

IntegerArrayFormatter(Locale) - Constructor for class com.activeviam.risk.core.format.impl.IntegerArrayFormatter

IntegerArrayFormatter(Locale, String) - Constructor for class com.activeviam.risk.core.format.impl.IntegerArrayFormatter

interpolate - Variable in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

interpolate - Variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

interpolate(RuntimeData<U>, IMarketDataset<T, U>, int, double[], int[], TreeMap<Double, Integer>[], int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function will interpolate an output plot from an input set of values

interpolate(RuntimeData<U>, IMarketDataset<T, U>, IMarketDataset<T, U>, int, double[], int[], TreeMap<Double, Integer>[], int) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function will fill a vector with interpolated data

INTERPOLATE_MARKET_SHIFTS - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Flag used to enable or disable interpolation of market data for Taylor VaR

interpolation - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

interpolation(boolean, Double, NavigableSet<Double>, BiFunction<Double, IVector, IVector>, BiFunction<Double, IVector, IVector>, Function<Double, Pair<IVector, String>>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationVector

interpolation(boolean, Double, NavigableSet<Double>, BiFunction<Double, Double, Double>, BiFunction<Double, Double, Double>, Function<Double, Pair<Double, String>>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationDouble

interpolation(boolean, Double, NavigableSet<Double>, BiFunction<Double, U, U>, BiFunction<Double, U, U>, Function<Double, Pair<U, String>>) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IInterpolation

Linear interpolation between two plots of a value

interpolation(boolean, Double, NavigableSet<Double>, BiFunction<Double, U, U>, BiFunction<Double, U, U>, Function<Double, Pair<U, String>>, AInterpolation.ConvolutionMethod<U>) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

Linear interpolation between two plots of a value

INTERPOLATION_FLAG - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

INTERPOLATION_FLAG - Static variable in class com.activeviam.risk.starter.utils.InterpolationConfiguration

interpolationConfiguration - Variable in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

interpolationConfiguration - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

interpolationConfiguration() - Method in class com.activeviam.risk.starter.cfg.impl.MarketDataRetrievalServiceConfig

InterpolationConfiguration - Class in com.activeviam.risk.starter.utils

InterpolationConfiguration(Environment) - Constructor for class com.activeviam.risk.starter.utils.InterpolationConfiguration

InterpolationDouble - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

This class defines methods to interpolate double

InterpolationDouble(IMaturityConverter, IInterpolationConfiguration) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationDouble

InterpolationVector - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

InterpolationVector(IMaturityConverter, IInterpolationConfiguration) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.InterpolationVector

intFormatter - Variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

InvokeBranchRelease - Class in com.activeviam.risk.starter.epoch.impl

InvokeBranchRelease() - Constructor for class com.activeviam.risk.starter.epoch.impl.InvokeBranchRelease

IPercentileBuckets - Interface in com.activeviam.risk.core.context

IPnLBookScalingRestService<T extends PnLBookScalingDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for PnL book scaling RESTful service

IPnLEndIndex - Interface in com.activeviam.risk.core.context

IPnLExplainFormulaProvider - Interface in com.activeviam.risk.core.services

IPnLExplainFormulaProviderAware - Interface in com.activeviam.risk.core.services

IPnLScenarioScalingRestService<T extends PnLVectorScalingDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for PnL scenario scaling RESTful service

IPnLStartIndex - Interface in com.activeviam.risk.core.context

IPnLVectorScalingRestService<T extends PnLVectorScalingDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for PnL vector scaling RESTful service

IPnLVectorSubstitutionRestService<T extends PnLVectorSubstitutionDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for PnL vector substitution RESTful service

IReferenceCurrency - Interface in com.activeviam.risk.core.context

Context value storing a reference currency.

IReferenceLevelContextVal - Interface in com.activeviam.risk.core.context

IS_DESK - Static variable in class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

IS_EMPTY - Static variable in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

IS_FULL_REVAL - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

IS_FULL_REVAL_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

IS_FULL_REVAL_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

isAbsolute() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

isAbsolute() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

isAbsolute() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

isAbsolute() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

isBusinessDay(LocalDate) - Method in interface com.activeviam.risk.core.dates.IBusinessDayCalendar

Determine if a date is a business day or a holiday

isDesk() - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

isDivisionByZero(double) - Method in class com.activeviam.risk.core.utils.DataQualityCheck

ISensiBookScalingRestService<T extends SensiBookScalingDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for PnL sensitivitiy book scaling RESTful service

ISensiVectorScalingRestService<T extends SensiVectorScalingDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for sensitivity vector scaling RESTful service

ISensiVectorSubstitutionRestService<T extends SensiVectorSubstitutionDTO> - Interface in com.activeviam.risk.ref.rest.services

Interface for sensitivity vector substitution RESTful service

isEpoch(ISentinelState) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

IServiceContext - Interface in com.activeviam.risk.core.services

This interface is used to pass parameters to the called services

isHelp() - Method in class com.activeviam.generator.GeneratorArgs

ISignOffRestService - Interface in com.activeviam.risk.ref.signoff.service

Interface for the RESTful service used for sign-off operations

ISignOffService - Interface in com.activeviam.risk.ref.signoff.service.impl

isMonitorPublished() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Decides if a monitor is being published.

isNumber(double) - Method in class com.activeviam.risk.core.utils.DataQualityCheck

isOffset() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

isOffset() - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

ISourceConfig<I,E> - Interface in com.activeviam.risk.ref.source.dataloadcontroller

Extension of ISource for use with the data load controller.

isPnlOldestFirst - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

isPnlOldestFirst - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

isPnlOldestFirst - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

isPnlOldestFirst - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

ISpringEnvAware - Interface in com.activeviam.risk.core.services

This will allow to batch inject the environment

isRelativeMarketData(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Tells if the retrieved MD is absolute or relative

isRelativeMarketData(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

isRelativeShiftData(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

Tells if the retrieved shift is absolute or relative

isRelativeShiftData(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

isSingleValue(IMarketDataRetrievalService.IPillarSet[]) - Method in class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

Return the number of elements corresponding to the requested pillars

isSuccess() - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Response

isValidMember(Object, Object) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

isWorkflowUpdated() - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Decides if the workflow during monitor update.

ITailMeasureCalc - Interface in com.activeviam.risk.core.calc

Functions for calculating tail measures.

ITailMeasureCalc.CalcType - Enum in com.activeviam.risk.core.calc

ITailMeasureCalcAware - Interface in com.activeviam.risk.core.calc

Marker interface for post-processor that expect an implementation of ITailMeasureCalc to be injected.

ITenorAndMaturityDefaultValueAware - Interface in com.activeviam.risk.core.services

Interface for retrieving the default value for tenors and maturities

ITenorConverter - Interface in com.activeviam.risk.core.dates

Interface used for converting tenors to dates.

ITenorUtil - Interface in com.activeviam.risk.core.dates

ITenorUtilAware - Interface in com.activeviam.risk.core.dates

IVaEConfidenceLevel - Interface in com.activeviam.risk.core.context

VaE confidence level context value

IVaRConfidenceLevel - Interface in com.activeviam.risk.core.context

VaR confidence level context value

IVaRQuantile - Interface in com.activeviam.risk.core.calc

Function to provide formula for VaR quantile.

IVaRRounding - Interface in com.activeviam.risk.core.calc

Function to provide formula for VaR rounding.

IVaRTimePeriod - Interface in com.activeviam.risk.core.context

VaR confidence level context value

IWeightedTailMeasureCalc - Interface in com.activeviam.risk.core.calc

Functions for calculating weighted tail measures.

IWeightedTailMeasureCalc.CalcType - Enum in com.activeviam.risk.core.calc

IWeightedTailMeasureCalcAware - Interface in com.activeviam.risk.core.calc

Marker interface for post-processor that expect an implementation of IWeightedTailMeasureCalc to be injected.

IWeightedVaRLambda - Interface in com.activeviam.risk.core.context

Weighted VaR lambda context value

J

JMXActivePivotContentServiceEnabler() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Enable JMX Monitoring for the Content Service

JMXActivePivotEnabler() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Enable JMX Monitoring for ActivePivot Components

JMXDatastoreEnabler() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Enable JMX Monitoring for the Datastore

JMXMemoryMonitoringServiceEnabler() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

joinName(String, String) - Static method in class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionHelper

jsonFileToContentTree(InputStream) - Static method in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

Converts the JSON file at the input path to an IContentTree.

jwtConfig - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

jwtConfig - Variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

JwtSecurityConfigurer() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig.JwtSecurityConfigurer

K

key() - Method in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

key() - Method in class com.activeviam.risk.core.calc.impl.CenteredQuantile

key() - Method in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

key() - Method in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

key() - Method in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

key() - Method in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

key() - Method in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

key() - Method in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

key() - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

key() - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

key() - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

key() - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

key() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

key() - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

key() - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

key() - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

key() - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

key() - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

key() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

key() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

key() - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

key() - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

key() - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

key() - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

key() - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

KEY - Static variable in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

Translator key

KEY - Static variable in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

Translator key

KEY - Static variable in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

Translator key

KEY - Static variable in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

Translator key

KEY - Static variable in class com.activeviam.risk.core.context.impl.ESConfidenceLevelTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.ETGConfidenceLevelTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

Translator key

KEY - Static variable in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

KEY - Static variable in class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

KEY - Static variable in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

KEY - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

PlUGIN KEY

KEY - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Plugin key

KEY - Static variable in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

KEY - Static variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Key of the unit

KEY_LEAF_LEVELS - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

KEY_LEAF_LEVELS - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

KEY_SEPARATOR - Static variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

KPI_ROLE_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

The name of the property which contains the role allowed to add new KPIs in the configuration service.

kpiESDifferenceLimit() - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeKpisConfig

KpiMonitorBuilder - Class in com.activeviam.risk.ref.monitors.impl

Syntactic shortcut builder to create standard monitors over KPIs with MDX queries.

KpiMonitorBuilder() - Constructor for class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder

Constructor.

KpiMonitorBuilder.CompleteBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.ConfigurableBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.DescriptiveBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.FilterableBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.NamedBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.QueryableBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.UserBuilder - Class in com.activeviam.risk.ref.monitors.impl

KpiMonitorBuilder.WorkflowMissing - Class in com.activeviam.risk.ref.monitors.impl

kpis(SignOffProcessInstanceExportDTO) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

Requests KPI values for a sign-off process instance.

kpis(SignOffProcessInstanceExportDTO) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Fetch KPIs for

kpis(SignOffProcessInstanceExportDTO) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

Requests KPI values for a sign-off process instance.

kpis(SignOffProcessInstanceExportDTO) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Fetch KPIs for

kpiVaRDifferenceLimit() - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeKpisConfig

L

LABELS_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

LABELS_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

LADDER_EXISTS - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

LADDER_FIRST - Static variable in class com.activeviam.risk.core.constants.RiskConstants

LADDER_INPUT_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

LADDER_ONLY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

LADDER_SHIFT_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

LADDER_SHIFT_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

LADDER_SHIFT_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

LADDER_SHIFTS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

ladderAvailabilityLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

ladderAvailabilityLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

ladderAvailabilityLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

LadderDisplay - Class in com.activeviam.risk.core.postprocessor.impl

Returns the valid ladder measure at the given location, between the shift expanded value and the vector.

LadderDisplay(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

ladderExists(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.LadderUtils

Determines if a ladder exists, based on the member on the ladder availability level.

ladderShiftLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

LadderShiftsAnalysisHierarchy - Class in com.activeviam.risk.starter.cfg.pivot.impl

LadderShiftsAnalysisHierarchy(IAnalysisHierarchyInfo) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

Constructor

LadderUtils - Class in com.activeviam.risk.core.utils

Helper methods used for sensitivity ladder calculations.

LadderUtils() - Constructor for class com.activeviam.risk.core.utils.LadderUtils

lambda - Variable in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

lambdaValue() - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

LATITUDE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

leaf - Variable in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

LegacyTenorConverter - Class in com.activeviam.risk.core.dates.impl

Legacy implementation of ITenorConverter.

LegacyTenorConverter(String) - Constructor for class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

LEGAL_ENTITY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

LEGAL_ENTITY_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_1 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_2 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_3 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_4 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY__HIERARCHY_LEVEL_5 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY__LEGAL_ENTITY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

LEGAL_ENTITY_HIERARCHY_STORE_HIERARCHIES - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

LEGAL_ENTITY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

LEGAL_ENTITY_HIERARCHY_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_PARENT_CHILD__CHILD - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_PARENT_CHILD__PARENT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LEGAL_ENTITY_PARENT_CHILD_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

LEGAL_ENTITY_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

LEGAL_ENTITY_PARENT_CHILD_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LegalEntityHierarchyBuilder - Class in com.activeviam.risk.ref.parentchild.hierarchy.builders

The LegalEntityHierarchyBuilder is an instance of HierarchyBuilder that provides a way to make legal entity node tuples to be stored in a hierarchy datastore.

LegalEntityHierarchyBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.hierarchy.builders.LegalEntityHierarchyBuilder

LegalEntityHierarchyListener - Class in com.activeviam.risk.ref.parentchild.listeners

Listen for changes to VaRDatastoreDescriptionConfig.legalEntityParentChildStoreDescription() ()} ()} and builds the data for VaRDatastoreDescriptionConfig.bookHierarchyStoreDescription().

LegalEntityHierarchyListener() - Constructor for class com.activeviam.risk.ref.parentchild.listeners.LegalEntityHierarchyListener

legalEntityHierarchyStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

LegalEntityNodeBuilder - Class in com.activeviam.risk.ref.parentchild.builders

The LegalEntityNodeBuilder is an instance of ParentChildNodeBuilder that provides a way to make legal entity nodes.

LegalEntityNodeBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.builders.LegalEntityNodeBuilder

LegalEntityParentChildNode - Class in com.activeviam.risk.ref.parentchild.nodes

Legal entity nodes are only used to generate the legal entity hierarchy datastore (which requires only parent child fields.) Because of this, as of now this class does not contain any fields unique from ParentChildNode though legal entities in the datastore do contain legal entity specific fields.

LegalEntityParentChildNode() - Constructor for class com.activeviam.risk.ref.parentchild.nodes.LegalEntityParentChildNode

legalEntityParentChildStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

lEstimator(CopperMeasure, CopperMeasure, double, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculate the l-estimator VaR between two measures

lEstimator(CopperMeasure, CopperMeasure, double, IWeightedTailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Calculate the l-estimator VaR between two measures

lEstimator(CopperMeasure, CopperMeasure, CopperMeasure, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Calculate the l-estimator VaR between two measures

lEstimator(CopperMeasure, CopperMeasure, CopperMeasure, IWeightedTailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Calculate the l-estimator VaR between two measures

LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_1 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_10 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_11 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_12 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_13 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_14 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_15 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_2 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_3 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_4 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_5 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_6 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_7 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_8 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_9 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

LEVEL_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

LEVEL_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

levelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

levelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

levels - Variable in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

LEVELS_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

The key of the property whose value is the list of levels having a condition.

LIFETIME - Static variable in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

LIMIT_FIELD_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

LIMIT_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

limitField - Variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

limitLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

LimitsPostProcessor - Class in com.activeviam.risk.core.postprocessor.limits.impl

LimitsPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

LimitsStatusPostProcessor - Class in com.activeviam.risk.core.postprocessor.limits.impl

LimitsStatusPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.limits.impl.LimitsStatusPostProcessor

LIQUIDITY_HORIZON - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

LIQUIDITY_HORIZONS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

Lists - Class in com.activeviam.generator.tradesandbooks.functions

Lists() - Constructor for class com.activeviam.generator.tradesandbooks.functions.Lists

loadCurrentNodes(String, LocalDate) - Method in class com.activeviam.risk.ref.parentchild.provider.BookParentChildDAO

This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate for the StoreNames.BOOK_PARENT_CHILD_STORE_NAME datastore.

loadCustomisations() - Method in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

Defines the transformations to be performed on the default Accelerator stores, using DatastoreHelper.

loadCustomisations() - Method in class com.activeviam.risk.starter.cfg.impl.DatastoreCustomisations

Defines the transformations to be performed on the default Accelerator stores, using DatastoreHelper.

loadData() - Method in class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

Decides if initial data must be loaded.

LOADING_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.InitialMonitorLoadingCondition

Parameter controlling initial loading

LOADING_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

Parameter controlling initial loading

loadProperties(Properties) - Method in class com.activeviam.generator.DataGeneratorBuilder

loadProperties(Properties) - Method in class com.activeviam.generator.MandateGeneratorBuilder

loadProperties(Properties) - Method in class com.activeviam.generator.TradeBookGeneratorBuilder

LOCAL_DATE_DIRECTORY_NAME_FORMAT - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerFileConfig

LOCAL_DATE_DIRECTORY_NAME_FORMAT - Static variable in class com.activeviam.risk.starter.cfg.impl.InitialDataLoadConfig

LocalContentServiceConfig - Class in com.activeviam.risk.ref.cfg.impl

Spring configuration of the Content Service backed by a local Content Server.

LocalContentServiceConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

LocalDataFileWriter - Class in com.activeviam.generator.filewriter.impl.local

LocalDataFileWriter(Path, boolean, int) - Constructor for class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriter

LocalDataFileWriterBuilder - Class in com.activeviam.generator.filewriter.impl.local

LocalDataFileWriterBuilder(boolean) - Constructor for class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriterBuilder

locale - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

locale() - Method in class com.activeviam.risk.starter.cfg.impl.DateTimeFormatterLocaleConfig

LocationFormatterForQuantiles - Class in com.activeviam.risk.starter.utils

This class provides a formatter for quantile technical names

LocationFormatterForQuantiles() - Constructor for class com.activeviam.risk.starter.utils.LocationFormatterForQuantiles

LocationFormatterForRounding - Class in com.activeviam.risk.starter.utils

This class provides a formatter for rounding technical names

LocationFormatterForRounding() - Constructor for class com.activeviam.risk.starter.utils.LocationFormatterForRounding

locationFunction - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

locationFunction - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

locationFunction - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

locationFunction - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

locationFunctionMD - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

locationFunctionSensi - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

LOG_LOGGER_NAME_PROPERTY - Static variable in class com.activeviam.risk.starter.logging.QFSFormatter

System property to activate logging the name of the logger

LOG_THREAD_PROPERTY - Static variable in class com.activeviam.risk.starter.logging.QFSFormatter

System property to activate logging the current thread

LOG_USER_PROPERTY - Static variable in class com.activeviam.risk.starter.logging.QFSFormatter

System property to activate logging the current user

logger - Static variable in class com.activeviam.risk.core.context.impl.DayToDayDifference

logger - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorSubstitutionRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

logger - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

LOGGER - Static variable in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

The logger

LOGGER - Static variable in class com.activeviam.risk.ref.calc.impl.ATailMeasureCalc

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.impl.RiskInjectionsConfig

Logger

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

Logger

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher

Logger

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiSourceConfig

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiTradeStoreTuplePublisher

Logger

LOGGER - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher

Logger

LOGGER - Static variable in class com.activeviam.risk.ref.parentchild.hierarchy.builders.BookHierarchyBuilder

LOGGER - Static variable in class com.activeviam.risk.ref.parentchild.listeners.BookHierarchyListener

LOGGER - Static variable in class com.activeviam.risk.ref.parentchild.listeners.CounterpartyHierarchyListener

LOGGER - Static variable in class com.activeviam.risk.ref.parentchild.listeners.LegalEntityHierarchyListener

LOGGER - Static variable in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

LOGGER - Static variable in class com.activeviam.risk.ref.services.impl.FXRates

LOGGER - Static variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

LOGGER - Static variable in class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

LOGGER - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

LoggingConfiguration - Class in com.activeviam.risk.starter.logging

java.util.logging configuration class with the following features: Define independently the log levels of the main ActivePivot components Define both a console handler and a file handler Apply the QFS formatter to enrich log records with the current thread and the current user.

LoggingConfiguration() - Constructor for class com.activeviam.risk.starter.logging.LoggingConfiguration

logLoggerName - Variable in class com.activeviam.risk.starter.logging.QFSFormatter

Flag to log the name of the logger

logout - Variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig.AWebSecurityConfigurer

true to enable the logout URL

logThread - Variable in class com.activeviam.risk.starter.logging.QFSFormatter

Flag to log the current thread

logUser - Variable in class com.activeviam.risk.starter.logging.QFSFormatter

Flag to log the current user

LONGITUDE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

LTD_PNL_FX - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

LTD_PNL_NATIVE - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

M

main(String[]) - Static method in class com.activeviam.generator.AddMatDatesColumns

main(String[]) - Static method in class com.activeviam.generator.MandateGenerator

main(String[]) - Static method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

main(String[]) - Static method in class com.activeviam.generator.tradesandbooks.TradeAndBookGenerator

main(String[]) - Static method in class com.activeviam.risk.ref.main.RiskActiveMonitorApplication

main(String...) - Static method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Runs the migration for ActiveMonitor database.

main(String...) - Static method in class com.activeviam.risk.ref.migration.RepositoryDbMigration

Runs the migration for Repository database.

main(String[]) - Static method in class com.activeviam.risk.starter.epoch.impl.InvokeBranchRelease

main(String[]) - Static method in class com.activeviam.risk.starter.main.RiskStarterApplication

MANAGER_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

managerDescription() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

MandateGenerator - Class in com.activeviam.generator

MandateGenerator() - Constructor for class com.activeviam.generator.MandateGenerator

MandateGeneratorBuilder - Class in com.activeviam.generator

MandateGeneratorBuilder() - Constructor for class com.activeviam.generator.MandateGeneratorBuilder

MandatePojo - Class in com.activeviam.generator

MandatePojo - Class in com.activeviam.generator.mandates

MandatePojo(String, String, String, String, List<String>, List<String>, String, String, String, List<String>, List<String>, List<ScopeCondition>) - Constructor for class com.activeviam.generator.mandates.MandatePojo

MandatePojo(String, String, String, String, List<String>, List<String>, String, String, String, List<String>, List<String>, List<ScopeCondition>) - Constructor for class com.activeviam.generator.MandatePojo

map(CopperToService.ICallback) - Method in class com.activeviam.risk.core.utils.CopperToService

This is the function we want to expose the cube, store and cache

MARKET_DATA_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

MARKET_DATA_DIMENSION - Static variable in class com.activeviam.risk.core.constants.RiskConstants

MARKET_DATA_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

MARKET_DATA_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

MARKET_DATA_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

MARKET_DATA_FX_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

MARKET_DATA_MAXNBLINES_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

MARKET_DATA_NATIVE_DEBUG_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

MARKET_DATA_NATIVE_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

MARKET_DATA_OUTPUT_FOLDER_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

MARKET_DATA_SEED_LOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

MARKET_DATA_SET - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MARKET_DATA_SET - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

MARKET_DATA_SET_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

MARKET_DATA_SET_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the default market data set.

MARKET_DATA_SETS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

MARKET_DATA_SETS_HIERARCHY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

MARKET_DATA_SETS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

MARKET_DATA_SETS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

MARKET_DATA_SETS_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

MARKET_DATA_SETS_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

MARKET_DATA_SETS_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

MARKET_DATA_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

MARKET_DATA_STORE_NAME - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

MARKET_RISK_CATALOG_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MarketRiskCatalogConfig

MARKET_SHIFT_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

MarketData - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

MarketData(double[], IMarketDataRetrievalService.IPillarSet[]) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

MarketData(IMarketDataRetrievalService.IPillarSet[]) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

MarketData(IMarketDataRetrievalService.IPillarSet[], boolean) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

MARKETDATA_GENERATION_FACTOR_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

MARKETDATA_INPUT_FILE_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

marketDataAnalysisLevels - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

MarketDataDates - Class in com.activeviam.risk.core.utils

MarketDataDebugStringPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get market data debug string for market data interpoaltion

MarketDataDebugStringPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

marketDataDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

MarketDataDynamicAggregationPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

MarketDataDynamicAggregationPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.MarketDataDynamicAggregationPostProcessor

marketDataInput - Variable in class com.activeviam.generator.PropertiesOutput

marketDataInputsToMaxNbLines - Variable in class com.activeviam.generator.PropertiesOutput

marketDataInputsToOutputs - Variable in class com.activeviam.generator.PropertiesOutput

marketDataOutput - Variable in class com.activeviam.generator.PropertiesOutput

MarketDataPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Abstract Post-processor used to get market data for current and previous date values.

MarketDataPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

marketDataRetrievalService - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

marketDataRetrievalService - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

marketDataRetrievalService - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

marketDataRetrievalService(IMaturityConverter, IInterpolationConfiguration) - Method in class com.activeviam.risk.starter.cfg.impl.MarketDataRetrievalServiceConfig

MarketDataRetrievalService - Class in com.activeviam.risk.ref.services.impl

MarketDataRetrievalService(IMaturityConverter, IInterpolationConfiguration, double) - Constructor for class com.activeviam.risk.ref.services.impl.MarketDataRetrievalService

MarketDataRetrievalServiceConfig - Class in com.activeviam.risk.starter.cfg.impl

MarketDataRetrievalServiceConfig(Environment, String, String) - Constructor for class com.activeviam.risk.starter.cfg.impl.MarketDataRetrievalServiceConfig

marketDataSeedLocation - Variable in class com.activeviam.generator.PropertiesOutput

marketDataSetLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

marketDataSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

marketDataSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

marketDataSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

marketDataSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

marketDataSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

MarketPrice - Class in com.activeviam.risk.core.utils

MarketPrice() - Constructor for class com.activeviam.risk.core.utils.MarketPrice

MarketRiskCatalogConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

MarketRiskCatalogConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.MarketRiskCatalogConfig

matches(ConditionContext, AnnotatedTypeMetadata) - Method in class com.activeviam.risk.ref.cfg.impl.InitialMonitorLoadingCondition

MathFunctions - Class in com.activeviam.risk.core.utils

MathFunctions() - Constructor for class com.activeviam.risk.core.utils.MathFunctions

MathFunctions.Metric - Enum in com.activeviam.risk.core.utils

MATURITIES - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

MATURITIES - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

maturitiesAnalysisLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

maturitiesFactLevels - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

MATURITY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MATURITY_CONVERTER_LEGACY - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Spring Bean qualifier for legacy maturity converter.

MATURITY_CONVERTER_SIMPLE - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

Spring Bean qualifier for simple maturity converter.

MATURITY_DATE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MATURITY_DATES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MATURITY_DATES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

MATURITY_DYNAMIC - com.activeviam.risk.core.dates.BucketType

MATURITY_INPUT - com.activeviam.risk.core.dates.BucketType

MATURITY_LABELS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MATURITY_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

MATURITY_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

maturityConverter - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

maturityConverter - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

maturityConverter - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

maturityConverter() - Method in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

MaturityConverterConfig - Class in com.activeviam.risk.starter.cfg.impl

A Spring configuration class to manage the configuration of the maturity converter (IMaturityConverter), along with the implementations of IDayCountConvention and ITenorConverter.

MaturityConverterConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

MaturityPillarsDTO - Class in com.activeviam.risk.core.dto

DTO for maturity pillars, holding a pillar and it's respective number of days.

MaturityPillarsDTO(String, double) - Constructor for class com.activeviam.risk.core.dto.MaturityPillarsDTO

maturitySets - Variable in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

the list of maturity sets

maturitySets - Variable in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

MAX_FALLBACK_DAYS - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

MAX_FILE_SIZE - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the maximum file size.

MAX_MDX_CSV_RESULTS_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the maximum number of lines in a CSV export file.

maxFallbackDays - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

MAXIMUM_BUCKET_NUMBER - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

maximumBucketNumber - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

MDX_QUERY_RETRIES_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the number of retries for export MDX queries.

MDX_TEMPLATE_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the file name of the MDX query template.

mdxContext() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

mdxContext() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

mdxContext() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

mdxContext() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

MdxEventFormatter - Class in com.activeviam.risk.ref.activepivot.mdx.impl

An utility which help to retrieve Mdx based information from a monitor and an event.

MdxEventFormatter(IAgentService) - Constructor for class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Constructor

MdxMessagingConfiguration - Class in com.activeviam.risk.ref.activepivot.mdx.impl

MdxMessagingConfiguration() - Constructor for class com.activeviam.risk.ref.activepivot.mdx.impl.MdxMessagingConfiguration

MDXQueryFiller - Class in com.activeviam.risk.ref.signoff.service.dto.impl

Implementation of the filler object for an MDX query to be used in the cube export template.

MDXQueryFiller(String, List<ICubeFilterDefinition>, List<ICubeLevelDefinition>, List<ICubeMeasureDefinition>, List<ICubeMeasureDefinition>) - Constructor for class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

measure(CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

This will create a metric that gives the value of the underlying at specified level

measure(CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

This will create a PP configuration

measure(CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

This will create a PP configuration

measure(CopperMeasure) - Static method in class com.activeviam.risk.starter.ConstantPP

This will apply an fx shift to a pnl vector

measure(CopperMeasure...) - Static method in class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

measure(CopperMeasure, boolean, boolean, List<String>) - Static method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

This will create a metric that gives the value of the underlying at top level

measure(CopperMeasure, double, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Description with fixed confidence level

measure(CopperMeasure, CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

This PP will print a nice metric with it's variation

measure(CopperMeasure, CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

measure(CopperMeasure, CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

measure(CopperMeasure, CopperMeasure) - Static method in class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

measure(CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, String, String, String, String, String, String[][], String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

measure(CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

measure(CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, String, String, String, String, String[][], String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

measure(CopperMeasure, CopperMeasure, CopperMeasure, CopperMeasure, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

measure(CopperMeasure, CopperMeasure, ITailMeasureCalc.CalcType) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

Description with parametrized confidence level confidence level

measure(CopperMeasure, CopperMeasure, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

measure(CopperMeasure, CopperMeasure, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

measure(CopperMeasure, CopperMeasure, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

This will apply an fx shift to a pnl vector

measure(CopperMeasure, CopperMeasure, String, String, String, String, String[], String, String, String, String, BucketType[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

measure(CopperMeasure, CopperMeasure, String, String, String, String, String, String[], String, String, String, String, BucketType[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

measure(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, BucketType[], String[][], String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

measure(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String, BucketType[], String[][], String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

measure(CopperMeasure, MathFunctions.Metric) - Static method in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

This will create a PP configuration

measure(CopperMeasure, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

This will spread some zero over an analysis level

measure(CopperMeasure, String[], BucketType[], String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

measure(CopperMeasure, String[], BucketType[], String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

measure(CopperMeasure, String[], String, String, BucketType[], String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

measure(CopperMeasure, String, boolean) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

This will create a PP configuration

measure(CopperMeasure, String, BucketType, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

measure(CopperMeasure, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

measure(CopperMeasure, String, String, double, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Description with parametrable confidence level

measure(CopperMeasure, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

This post processor converts the underlying measure from foreign currency to domestic currency

measure(CopperMeasure, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

This post processor converts the underlying measure from foreign currency to domestic currency

measure(CopperMeasure, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

CoPPer measure creation.

measure(CopperMeasure, String, String, String[], BucketType, BucketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

One axis flavor

measure(CopperMeasure, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

Description with fixed confidence level

measure(CopperMeasure, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Description with fixed confidence level

measure(CopperMeasure, String, String, String, String[], String[], BucketType, BucketType, BucketType, BucketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Two axis flavor

measure(CopperMeasure, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

measure(CopperMeasure, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

measure(CopperMeasure, String, String, String, String, String[][], String, String, String, BucketType[], Boolean, IMarketDataRetrievalService.MarketType, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

This will create a PP configuration

measure(CopperMeasure, String, String, String, String, String[], String[], String[], BucketType, BucketType, BucketType, BucketType, BucketType, BucketType, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

Three axis flavor

measure(CopperMeasure, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

measure(CopperMeasure, String, String, String, String, String, String, BucketType[], String, String, Boolean, IMarketDataRetrievalService.MarketType, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

This will create a PP configuration

measure(CopperMeasure, String, String, String, String, String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

measure(CopperMeasure, String, String, Environment, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

Description with parametrable confidence level

measure(CopperMeasure, String, Environment, Boolean) - Static method in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

measure(IWeightedTailMeasureCalc.CalcType, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Description with parametrized confidence level confidence level

measure(IWeightedTailMeasureCalc.CalcType, CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

Description with parametrized confidence level confidence level

measure(String, CopperMeasure, String, String, String, String, String, String, String, BucketType[], Boolean, IMarketDataRetrievalService.MarketType, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

This will create a PP configuration

measure(String, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

This PP will take change the date of the metric.

measure(String, String, boolean, String) - Static method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

This PP will take change the date of the metric.

measure(String, String, String) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

This postprocessor returns the current fx rate for a foreign currency

measure(String, String, String[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.DataCountPostProcessor

This post-processor computes the number of distinct risk classes present for a given location

measure(String, String, String[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDynamicAggregationPostProcessor

This post-processor computes the dynamic aggregation of market data using the risk class level as leaf level.

measure(String, String, String, String, String, String[]) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

This will return a Market shift vector that represent the risk of FX

MEASURE_HEADERS_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for measure headers.

MeasureConstants - Class in com.activeviam.risk.core.constants

MeasureConstants() - Constructor for class com.activeviam.risk.core.constants.MeasureConstants

measureIds - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

Measures ids in the readResult, aligned with underlyingMeasures, to not re-map the measure at each iteration

MEASURES_DIRECTORY - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

MEASURES_PATH - Static variable in class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

measuresBuffer - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

Buffer for storing the underlying measures at each point without the need to re-allocate an array each time

MEMBER_SEPARATOR - Static variable in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

members(String) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Retrieve available members for the first level of a cube hierarchy.

members(String) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Retrieve available members for the first level of a cube hierarchy.

members(String[]) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

Requests the available members on the first level of a given cube and hierarchy name.

members(String[]) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

Requests the available members on the first level of a given cube and hierarchy name.

merge(boolean, IHistory) - Method in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues.History

messageChannelFactory - Variable in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

MessengerDefinitionConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

MessengerDefinitionConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.MessengerDefinitionConfig

METRIC - Static variable in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

MetricConfiguration - Interface in com.activeviam.risk.starter.cfg.pivot.builders.var

MetricConfiguration.MetricKind - Enum in com.activeviam.risk.starter.cfg.pivot.builders.var

migrateDbVersion() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Updates the database version schema.

migrateDbVersion() - Method in class com.activeviam.risk.ref.migration.RepositoryDbMigration

Updates the database version schema.

migrateHibernateIds(IPair<String, String>...) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Migrates all referenced id columns using the default hibernate sequence.

migrateParameterWorkflowConfigurations() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Migrates the existing table with workflow schemas for parameters to the new table.

MigrationException - Exception in com.activeviam.risk.ref.migration

The runtime exception that is thrown when an issue occurs at the migration of hibernate database.

MigrationException() - Constructor for exception com.activeviam.risk.ref.migration.MigrationException

Default constructor

MigrationException(String) - Constructor for exception com.activeviam.risk.ref.migration.MigrationException

MigrationException(String, Throwable) - Constructor for exception com.activeviam.risk.ref.migration.MigrationException

MigrationException(Throwable) - Constructor for exception com.activeviam.risk.ref.migration.MigrationException

minus(IVector, IVector) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.ReadOnlySparseVectorBinding

ModifiedPillarSetOfPillar - Class in com.activeviam.risk.core.utils

This class is used to modify the equals function of the pillar ...

ModifiedPillarSetOfPillar(IMarketDataRetrievalService.IPillarSet, BiPredicate<IMarketDataRetrievalService.IPillar, IMarketDataRetrievalService.IPillar>) - Constructor for class com.activeviam.risk.core.utils.ModifiedPillarSetOfPillar

MONEYNESS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

MONEYNESS_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.utils.BucketConstants

Name of the property used to set the default value for moneyness

MONEYNESS_DYNAMIC - com.activeviam.risk.core.dates.BucketType

MONEYNESS_INPUT - com.activeviam.risk.core.dates.BucketType

MONEYNESS_LABELS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

MONEYNESS_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

MONEYNESS_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

moneynessAnalysisLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

moneynessDefaultValue - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

The default value for moneyness

moneynessFactLevels - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

moneynessSets - Variable in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

the list of maturity sets

moneynessSets - Variable in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

MonitorEventWorkflowUnit - Class in com.activeviam.risk.ref.workflows.units.impl

MonitorEventWorkflowUnit() - Constructor for class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

monitorPath(String, long) - Method in class com.activeviam.risk.ref.activepivot.mdx.impl.MdxEventFormatter

Get the monitor path from its site and its id.

monitors() - Method in class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

[Optional] Generates some monitor objects to start the application with existing monitors.

monitorService - Variable in class com.activeviam.risk.ref.workflows.batch.impl.BatchEventProcessExecutor

MonitorWorkflowUnit - Class in com.activeviam.risk.ref.workflows.units.impl

MonitorWorkflowUnit() - Constructor for class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

MONTH - Static variable in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

MONTH - Static variable in class com.activeviam.risk.core.dates.impl.TenorConverter30360

MONTHLY - Static variable in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

MRACombinedCube - Class in com.activeviam.risk.starter.cfg.pivot.impl

MRACombinedCube() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

mraCombinedCubeDescription() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

Creates the distributed cube description.

mraCombinedCubeName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

mraCombinedMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

mraCombinedMeasures(ICanStartBuildingMeasures) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

MRDInMemoryDownloadLinkConsumerSecurityConfigurer() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig.MRDInMemoryDownloadLinkConsumerSecurityConfigurer

MS_SQL - com.activeviam.risk.ref.migration.ADbMigration.DbType

MTD_PNL_FX - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

MTD_PNL_NATIVE - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

MY_SQL - com.activeviam.risk.ref.migration.ADbMigration.DbType

N

name - Variable in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

name - Variable in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

name() - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceOperator

NAMESPACE - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

The namespace in which the REST API is exposed.

NATIVE_MEASURES_FOLDERS - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

nbBooks - Variable in class com.activeviam.generator.PropertiesOutput

nbMarketData - Variable in class com.activeviam.generator.PropertiesOutput

nbMaxLines - Variable in class com.activeviam.generator.filewriter.impl.ADataFileWriter

nbPlActuals - Variable in class com.activeviam.generator.PropertiesOutput

nbSensitivites - Variable in class com.activeviam.generator.PropertiesOutput

nbTrades - Variable in class com.activeviam.generator.PropertiesOutput

nDimensionMarketDataDebugStringPostProcessor(CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

nDimensionMarketDataDebugStringPostProcessor(CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

nDimensionMarketDataDebugStringPostProcessor(CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

nDimensionMarketDataDebugStringPostProcessor(CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

nDimensionMarketDataDebugStringPostProcessor(CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

nDimensionMarketDataPostProcessor(String, String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

nearestRank(int, double) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Convenient method for quantile using the Nearest Rank definition of quantile

NeighborValuePrefetcherWithoutFilter(NeighborValuePostProcessor<?>) - Constructor for class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor.NeighborValuePrefetcherWithoutFilter

Constructor

NEXT_DATE - Static variable in class com.activeviam.risk.core.utils.MarketDataDates

nextBusinessDay(LocalDate, IBusinessDayCalendar) - Method in class com.activeviam.risk.core.dates.impl.PeriodActualTenorConverter

niceDtDMeasure(String, String, String, String, ICopperContext) - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.DayToDayMetric

NO_LADDER - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

NOMINAL - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

normInv(double) - Static method in class com.activeviam.risk.core.utils.MathFunctions

Original C++ implementation found at http://www.wilmott.com/messageview.cfm?catid=10&threadid=38771 C# implementation found at http://weblogs.asp.net/esanchez/archive/2010/07/29/a-quick-and-dirty-implementation-of-excel-norminv-function-in-c.aspx Compute the quantile function for the normal distribution.

normInv(double, double, double) - Static method in class com.activeviam.risk.core.utils.MathFunctions

NOT_DOUBLE - Variable in class com.activeviam.risk.core.dates.impl.AMaturityConverter

Want to interpret "2D" as two days and not 2.0

NOTEQ - Static variable in class com.activeviam.risk.ref.signoff.service.utils.FiltersConstants

notifyChange(IMessageService, ITemplateEngine) - Method in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

notifyChange(String, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Notifies that a parameter changed.

notifyChanges(List<ISentinelEvent>, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Creates a message, summarizing all changes among events.

notifyCreation(IMonitor, IMessageService, boolean) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Sends a message to notify that a monitor was created

notifyDeletion(IMonitor, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

notifyPublication(IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Sends a message to notify user of monitor publication.

notifyRejectedChange(String, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Notifies that a parameter change was rejected.

notifyRejectedCreation(IMonitor, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Sends a message to notify that a monitor creation was not approved.

notifyRejection(IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

Sends a message to notify user that its publication was rejected.

notifyRejection(IMessageService, ITemplateEngine) - Method in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

notifyUpdate(IMonitor, IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

NOTIONAL - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

NOTIONAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

NOTIONAL_CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

NOTIONAL_CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

NOTIONAL_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

NOTIONAL_NATIVE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

NOTIONAL_NATIVE_INTERMEDIATE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

NOTIONAL_NATIVE_SUM - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

NotionalPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the notional value without double-counting.

NotionalPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.NotionalPostProcessor

NULL_AT_TOP - Static variable in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

NUM_HASH_PARTITIONS - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

NUM_HASH_PARTITIONS - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

NUM_HASH_PARTITIONS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

NUM_HASH_PARTITIONS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

NUM_HASH_PARTITIONS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

numberOfAllMaturities(IQueryCache, BucketType, String, String) - Method in class com.activeviam.risk.core.dates.impl.TenorUtils

numberOfAllMaturities(IQueryCache, BucketType, String, String) - Method in interface com.activeviam.risk.core.dates.ITenorUtil

O

ObjectArrayFormatter - Class in com.activeviam.risk.core.format.impl

A formatter used to display all the elements in a object array/vector.

ObjectArrayFormatter(Locale) - Constructor for class com.activeviam.risk.core.format.impl.ObjectArrayFormatter

ObjectArrayFormatter(Locale, String) - Constructor for class com.activeviam.risk.core.format.impl.ObjectArrayFormatter

of(Object...) - Static method in class com.activeviam.risk.core.utils.CompositeKey

OFFICAL_VAR_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

onlyForH2() - Method in class com.activeviam.risk.ref.migration.ADbMigration

Marks a migration operation as designed only for H2 databases.

open() - Method in interface com.activeviam.generator.filewriter.IDataFileWriter

open() - Method in class com.activeviam.generator.filewriter.impl.ADataFileWriter

open() - Method in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

open() - Method in class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriter

optionalLevelInfo(IActivePivot, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

ORACLE - com.activeviam.risk.ref.migration.ADbMigration.DbType

ORGANISATION_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

OUTPUT_BASELOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

outputFilenameBase - Variable in class com.activeviam.generator.filewriter.impl.ADataFileWriter

P

parameterStoreConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionConfig

parameterStoreConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.ImportDatastoreDescriptionConfig

ParameterWorkflowUnit - Class in com.activeviam.risk.ref.workflows.units.impl

Unit managing workflows changing parameter workflows.

ParameterWorkflowUnit() - Constructor for class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

ParametricVaEPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the parametric VaE for a given PnL vector and confidence level.

ParametricVaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

ParametricVaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the parametric VaR for a given PnL vector and confidence level.

ParametricVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

parent - Variable in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

PARENT - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

PARENT_CHILD - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

parentChildFields - Variable in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

ParentChildListenersConfig - Class in com.activeviam.risk.ref.parentchild.cfg

ParentChildListenersConfig() - Constructor for class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

ParentChildNode<PCN extends ParentChildNode<?>> - Class in com.activeviam.risk.ref.parentchild.nodes

This class is being both used the model for the data map for out datastore and also the model for mapping our data to JSON.

ParentChildNode() - Constructor for class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

ParentChildNodeBuilder<PCN,HB extends ParentChildNodeBuilder<PCN,HB>> - Class in com.activeviam.risk.ref.parentchild.builders

The ParentChildNodeBuilder is an abstract class that provides a way to make node objects that have a parent child structure.

ParentChildNodeBuilder(LocalDate) - Constructor for class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

parentChildNodes(String, String) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

This method provides a way to retrieve the book parent child nodes of a particular branch and asofDate from the book parent child datastore.

ParentChildNodeTreeFilter<Node extends ParentChildNode<?>> - Interface in com.activeviam.risk.ref.parentchild.provider

The interface for node tree filters.

ParentChildRestfulService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

The ParentChildRestfulService is the restful layer on top of ParentChildService.

ParentChildRestfulService() - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

parentChildRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

parentChildService - Variable in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

ParentChildService - Class in com.activeviam.risk.ref.parentchild.service

The ParentChildService is the main entry way and API for the entire Parent Child back end service.

ParentChildService() - Constructor for class com.activeviam.risk.ref.parentchild.service.ParentChildService

ParentChildServiceConfig - Class in com.activeviam.risk.ref.parentchild.cfg

The beans defined here provide various services for the Parent Child Widget to save and make changes to pre-existing hierarchies in the datastore.

ParentChildServiceConfig() - Constructor for class com.activeviam.risk.ref.parentchild.cfg.ParentChildServiceConfig

parentChildStoreName - Variable in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

ParentChildWhatIfDefinition - Class in com.activeviam.risk.ref.whatif.definition.impl

This WhatIf definition is used by the Parent Child Service to iterate over stores that contain parent child like nodes and make changes to them.

ParentChildWhatIfDefinition(String, ICondition, List<String>, Map<ParentChildWhatIfDefinition.ParentChildKey, ParentChildNode<?>>, LocalDate, String) - Constructor for class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition

ParentChildWhatIfDefinition.ParentChildKey - Class in com.activeviam.risk.ref.whatif.definition.impl

ParentChildWhatIfException - Exception in com.activeviam.risk.ref.parentchild.submitter

A simple exception type used by the Parent Child Service to indicate there was an issue when persisting parent child trees on the WhatIf engine.

ParentChildWhatIfException(String) - Constructor for exception com.activeviam.risk.ref.parentchild.submitter.ParentChildWhatIfException

ParentHierarchyListener<P extends ParentChildNode<P>,H extends HierarchyBuilder<H>> - Class in com.activeviam.risk.ref.parentchild.listeners

Listen for changes to a ParentChild store and builds up a corresponding Hierarchy store.

ParentHierarchyListener(String, String, String[]) - Constructor for class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

parse(String) - Method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebugTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

parse(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

parseAsOfDate(String) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLBookScalingRestService

Parse the as of date string representation into a LocalDate

parseAsOfDate(String) - Method in class com.activeviam.risk.ref.rest.services.impl.APnLVectorSubstitutionRestService

Parse the as of date string representation into a LocalDate

parseAsOfDate(String) - Method in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

Parse the as of date string representation into a LocalDate

parseDateHierarchies(String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Parses a property string into a map of domain to date hierarchy.

parseLine(String) - Method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

parseLine(String, char) - Method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

parseSkippedHierarchies(String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Parses a property string for skipped hierarchies and creates a map by domain.

parseTenorLevelPriorityProperty(String, String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

parseTenorProperty(String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

PART_SIZE - Static variable in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

partitionDropped(int, List<int[]>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

PartitionedCache - Class in com.activeviam.risk.core.utils

passwordEncoder() - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

PathParameterValidator() - Constructor for class com.activeviam.generator.SimpleCSVGeneratorFromSeeds.PathParameterValidator

pattern - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor.ThreadLocalDecimalFormat

patterns - Variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

patterns - Variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

patterns - Variable in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

patterns - Variable in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

patterns - Variable in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

payload - Variable in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

payload - Variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

payload - Variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

payload - Variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

The payload

pendingChange - Variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

The id's of the point values

PERCENTILE_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

PercentileAnalysisHierarchy - Class in com.activeviam.risk.starter.cfg.pivot.impl

PercentileAnalysisHierarchy(IAnalysisHierarchyInfo) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

Constructor

percentileBuckets - Variable in class com.activeviam.risk.core.context.impl.PercentileBuckets

PercentileBuckets - Class in com.activeviam.risk.core.context.impl

PercentileBuckets() - Constructor for class com.activeviam.risk.core.context.impl.PercentileBuckets

PercentileBuckets(int) - Constructor for class com.activeviam.risk.core.context.impl.PercentileBuckets

Constructor

PercentileBucketsTranslator - Class in com.activeviam.risk.core.context.impl

PercentileBucketsTranslator() - Constructor for class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

performQuadraticRegression(IVector, IVector, double, int, IVector, IVector) - Static method in class com.activeviam.risk.core.calc.ComponentVaRCalc

Performs the quadratic regression technique used in calculating Component VaR and Delta Component VaR.

PeriodActualTenorConverter - Class in com.activeviam.risk.core.dates.impl

Simple implementation of ITenorConverter.

PeriodActualTenorConverter(String) - Constructor for class com.activeviam.risk.core.dates.impl.PeriodActualTenorConverter

Pillar(Object) - Constructor for class com.activeviam.risk.core.utils.PillarSetOfPillar.Pillar

Pillar(Object, Object) - Constructor for class com.activeviam.risk.core.utils.PillarSetOfPillarTwo.Pillar

pillars - Variable in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

PILLARS_LEVELS - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

PillarSetOfPillar - Class in com.activeviam.risk.core.utils

PillarSetOfPillar(Object[], BucketType, List<Object>) - Constructor for class com.activeviam.risk.core.utils.PillarSetOfPillar

PillarSetOfPillar(Map<String, Integer>, BucketType, List<Object>) - Constructor for class com.activeviam.risk.core.utils.PillarSetOfPillar

PillarSetOfPillar.Pillar - Class in com.activeviam.risk.core.utils

PillarSetOfPillarTwo - Class in com.activeviam.risk.core.utils

PillarSetOfPillarTwo(String[], String[], BucketType, List<Object>) - Constructor for class com.activeviam.risk.core.utils.PillarSetOfPillarTwo

PillarSetOfPillarTwo.Pillar - Class in com.activeviam.risk.core.utils

pillarSets - Variable in class com.activeviam.risk.core.utils.MarketPrice

PIVOT_USER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

PIVOT_USER_ROLES - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

pivotAuthenticator() - Method in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

Used to authenticate the calls made by IActivePivotContentService.withRootPrivileges()

PL_DIMENSION - Static variable in class com.activeviam.risk.core.constants.RiskConstants

PL_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

PLACTUALS_GENERATION_FACTOR_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

PLACTUALS_INPUT_FILE_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

PLACTUALS_MAXNBLINES_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

PLACTUALS_OUTPUT_FOLDER_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

PLACTUALS_SEED_LOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

plActualsInputsToMaxNbLines - Variable in class com.activeviam.generator.PropertiesOutput

plActualsInputsToOutputs - Variable in class com.activeviam.generator.PropertiesOutput

plActualsSeedLocation - Variable in class com.activeviam.generator.PropertiesOutput

PLDRIVER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

PLDRIVER_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

PLDRIVER_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.format.impl.StringArrayFormatter

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.format.impl.UTCTimestampFormatter

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.ordering.BucketComparator

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXVectorPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AppendD2DDiffPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ApplyShiftPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ConstantZeroPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ESIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ESPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ETGIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ETGPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.IncrementalESPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.IncrementalETGPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaEPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.IncrementalVaRPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.LadderDisplay

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.NotionalPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ParametricVaEPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ParametricVaRPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

Plugin type of this post processor: "REGEXP_FILTERING"

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

PLUGIN_KEY.

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

The plugin key for this post-processor.

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsStatusPostProcessor

PLUGIN_KEY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.LadderShiftsAnalysisHierarchy

PLUGIN_KEY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PercentileAnalysisHierarchy

PLUGIN_KEY - Static variable in class com.activeviam.risk.starter.ConstantPP

PLUGIN_KEY - Static variable in class com.activeviam.risk.starter.utils.LocationFormatterForQuantiles

PLUGIN_KEY - Static variable in class com.activeviam.risk.starter.utils.LocationFormatterForRounding

PLUGIN_TYPE - Static variable in class com.activeviam.risk.core.format.impl.DoubleArrayFormatter

Extended plugin key

PLUGIN_TYPE - Static variable in class com.activeviam.risk.core.format.impl.IntegerArrayFormatter

Extended plugin key

PLUGIN_TYPE - Static variable in class com.activeviam.risk.core.format.impl.ObjectArrayFormatter

plus(IVector, IVector) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.ReadOnlySparseVectorBinding

PNL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

PNL__ACTUAL_DAILY - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL__DOMAIN_1 - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL__DOMAIN_1 - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PNL__RISK_CLASS - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL__RISK_CLASS - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PNL__RISK_FACTOR - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL__RISK_FACTOR - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PNL__TRADE_ID - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL__TRADE_ID - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PNL_ACCUMULATED_DISTRIBUTION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

PNL_BASE_STORE - Static variable in class com.activeviam.risk.core.constants.StoreNames

PNL_DISTRIBUTION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

PNL_DOMAIN - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

PNL_EXPLAIN - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

PNL_EXPLAIN_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

PNL_EXPLAIN_NATIVE_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

PNL_FOLDER - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

PNL_FOR_TAYLOR_VAR - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

PNL_IMPORT_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

PNL_SCHEMA_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

PNL_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

PNL_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

PNL_TRADE_COUNT - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

PNL_TYPE_FULL_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

PNL_TYPE_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

PNL_TYPE_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

PNL_UNEXPLAINED - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

PNL_UNEXPLAINED_RELATIVE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

PNL_VECTOR - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

PNL_VECTOR_COUNT - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

PNL_VECTOR_EXPAND - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

PNL_VECTOR_SIZE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the PnL vector size for setting context value maximum values.

PNL_VECTOR_SUM - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

PNL_VECTOR_VAE_EXPAND - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

pnlAggregatedConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

PnLAggregatedDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLAggregatedDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLAggregatedDatastoreDescriptionConfig

pnlBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLAggregatedDatastoreDescriptionConfig

pnlBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PnLBookScalingDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

PnLBookScalingDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

pnlBookScalingRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

PnLBookScalingRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

PnLBookScalingRestService(IDatastore, IWhatIfWorkflow) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

PnLBookSubstitutionDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

PnLBookSubstitutionDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

pnlConfiguration - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

pnlConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

pnlCsvSourceConfig() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

pnlCsvSourceConfig() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

PnlCubeConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

PnlCubeConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

pnlCubeDescription(IMessengerDefinition) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

PnlCubeDimensionsConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

PnlCubeDimensionsConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

PnlCubeMeasuresConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of PnL measures

PnlCubeMeasuresConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

pnlCubeName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

PnLDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

pnlDimensions - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

PnLDistributionPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

PnLDistributionPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnLDistributionPostProcessor

Constructor

PnLEndIndex - Class in com.activeviam.risk.core.context.impl

PnLEndIndex(int) - Constructor for class com.activeviam.risk.core.context.impl.PnLEndIndex

PnLEndIndexTranslator - Class in com.activeviam.risk.core.context.impl

PnLEndIndexTranslator() - Constructor for class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

PnLExplainCrossPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get PnL approximation for Delta, Gamma and Vega.

PnLExplainCrossPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

pnlExplainFormulaProvider - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

pnlExplainFormulaProvider(Environment) - Method in class com.activeviam.risk.starter.cfg.impl.PnLExplainFormulaProviderConfig

pnLExplainFormulaProvider - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

pnLExplainFormulaProvider - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

PnLExplainFormulaProvider - Class in com.activeviam.risk.core.utils

PnLExplainFormulaProvider(Environment) - Constructor for class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

PnLExplainFormulaProviderConfig - Class in com.activeviam.risk.starter.cfg.impl

A Spring configuration class to manage the configuration of the PnL explain formula provider (IPnLExplainFormulaProvider),

PnLExplainFormulaProviderConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.PnLExplainFormulaProviderConfig

pnLExplainMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

pnlExplainNextDatePostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

pnlExplainNextDatePostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

PnLExplainPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get PnL approximation for Delta, Gamma and Vega.

PnLExplainPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

pnlFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

PnLFlatDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLFlatDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

pnlFlatFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

pnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

PnLImportSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLImportSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSchemaDescriptionConfig

PnLImportSourceConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLImportSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSourceConfig

pnlMeasures - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

pnlMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

pnlMeasuresBase() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeMeasuresConfig

PNLS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

pnlScenarioScalingRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

PnLScenarioScalingRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

PnLScenarioScalingRestService(IDatastore, IWhatIfWorkflow) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

PnLSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLSchemaDescriptionConfig

pnlSchemaName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeConfig

pnlSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLImportSchemaDescriptionConfig

pnlSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLSchemaDescriptionConfig

PnLSourceConfig - Class in com.activeviam.risk.ref.cfg.pnl.impl

PnLSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.pnl.impl.PnLSourceConfig

PnLStartIndex - Class in com.activeviam.risk.core.context.impl

PnLStartIndex(int) - Constructor for class com.activeviam.risk.core.context.impl.PnLStartIndex

PnLStartIndexTranslator - Class in com.activeviam.risk.core.context.impl

PnLStartIndexTranslator() - Constructor for class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

pnlStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLAggregatedDatastoreDescriptionConfig

pnlStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

pnlStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

pnlStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLAggregatedDatastoreDescriptionConfig

pnlStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

pnlStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

PnLValuesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Returns the values in the PnL vector that corresponds to the indices passed as inputs

PnLValuesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor

PnLValuesPostProcessor.ThreadLocalDecimalFormat - Class in com.activeviam.risk.core.postprocessor.impl

Thread local wrapped number format.

PnLVectorData - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

PnLVectorData(IMarketDataRetrievalService.IPillarSet[]) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

PnLVectorData(IMarketDataRetrievalService.IPillarSet[], boolean) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

PnLVectorData(IVector[], IMarketDataRetrievalService.IPillarSet[]) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

PnlVectorFromCrossRiskSensiPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

PnlVectorFromCrossRiskSensiPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromCrossRiskSensiPostProcessor

PnlVectorFromRiskSensiPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

This postprocessor will compute an elementary PNL vector for a specific riskFactor and risk class

PnlVectorFromRiskSensiPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

PnLVectorScalingDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

Base class for PnL Vector scaling DTOs

PnLVectorScalingDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

pnlVectorScalingRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

PnLVectorScalingRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

PnLVectorScalingRestService(IDatastore, IWhatIfWorkflow) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

PnLVectorSubstitutionDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

PnLVectorSubstitutionDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

pnlVectorSubstitutionRestService() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

PnLVectorSubstitutionRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

PnLVectorSubstitutionRestService(IDatastore, IWhatIfWorkflow) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorSubstitutionRestService

PnLVectorSubstitutionWhatIfDefinition - Class in com.activeviam.risk.ref.whatif.definition.impl

PnLVectorSubstitutionWhatIfDefinition(ICondition, Map<String, IVector>, boolean, double, int) - Constructor for class com.activeviam.risk.ref.whatif.definition.impl.PnLVectorSubstitutionWhatIfDefinition

POSTGRE_SQL - com.activeviam.risk.ref.migration.ADbMigration.DbType

PostProcessorUtils - Class in com.activeviam.risk.core.utils

PREFERRED_CURRENCY_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

PREFERRED_CURRENCY_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

preferredCurrency - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

preferredCurrency - Variable in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

prefixTables() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Prefixes all existing tables by ""activemonitor_"".

prepareCall(String, String...) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Creates a CallableStatement object for calling database stored procedures.

prepareSql(String, String...) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Create the SQL statement

prepareStatement(String, String...) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Creates a PreparedStatement object for sending parameterized SQL statements to the database.

PREVIOUS_D2D_DATE - Static variable in class com.activeviam.risk.core.utils.MarketDataDates

PREVIOUS_DATE - Static variable in class com.activeviam.risk.core.utils.MarketDataDates

PRIMARY_LEVEL - Static variable in class com.activeviam.risk.core.utils.BucketingUtils

printStats(SensitivityType...) - Method in class com.activeviam.generator.tradesandbooks.mdl.SeedBag

PRIVATE - Static variable in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

The Private workflow scheme

process(IWorkflowPayload) - Method in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

process(IWorkflowPayload) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

process(IWorkflowPayload) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorWorkflowUnit

process(IWorkflowPayload) - Method in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

process(IWorkflowPayload) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

processEvents(List<ISentinelEvent>, IEventAlertAggregator) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Processes all events in a batch.

ProductControlDatastoreCustomisations - Class in com.activeviam.risk.ref.cfg.impl

Datastore modifications to be performed on the default Accelerator stores.

ProductControlDatastoreCustomisations() - Constructor for class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

productControlMeasures() - Method in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

ProductControlMeasuresConfig - Class in com.activeviam.risk.ref.cfg.pivot.impl

ProductControlMeasuresConfig() - Constructor for class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

PRODUCTION - Static variable in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

The Approval workflow scheme

properties() - Static method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

PropertiesOutput - Class in com.activeviam.generator

PropertiesOutput() - Constructor for class com.activeviam.generator.PropertiesOutput

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.calc.ITailMeasureCalcAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalcAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.dates.IMaturityConverterAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.dates.ITenorUtilAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.ICustomParametersAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.IFXRatesAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.IInputSelectorAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.IMarketDataRetrievalServiceAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.ISpringEnvAware

PROPERTY_NAME - Static variable in interface com.activeviam.risk.core.services.ITenorAndMaturityDefaultValueAware

propertySourcesPlaceholderConfigurer() - Static method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

PseudoRandomGenerator<T> - Class in com.activeviam.generator.tradesandbooks.generator

PseudoRandomGenerator(List<T>) - Constructor for class com.activeviam.generator.tradesandbooks.generator.PseudoRandomGenerator

publish(IStoreMessage<? extends T, ?>, List<Object[]>) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher

Publish values to the sensi stores and the trade sensi store

publish(IStoreMessage<? extends T, ?>, List<Object[]>) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiTradeStoreTuplePublisher

Publish values to the sensi stores and the trade sensi store

publish(IStoreMessage<? extends T, ?>, List<Object[]>) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher

Publish values to the sensi stores and the trade sensi store

PublisherUtils - Class in com.activeviam.risk.core.utils

Utils for publishers.

PublisherUtils() - Constructor for class com.activeviam.risk.core.utils.PublisherUtils

PublisherUtils.GreekDimensionType - Enum in com.activeviam.risk.core.utils

This will define which decode function will be called

PUSH_NEW_BRANCH_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

PUSH_NEW_BRANCH_WITH_CHANGES_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

PUSH_PARENTCHILD_BOOK_DEFINITION - Static variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

PUSH_PARENTCHILD_BOOK_TASK - Static variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

put(IRepositoryService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Put as validated the changes in the repository service

putBucketMapsInQueryCache(BucketType, LocalDate, String, Map<String, Set<MaturityPillarsDTO>>) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

putPending(IRepositoryService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Put the the point values as pending

Q

QFSFormatter - Class in com.activeviam.risk.starter.logging

Simple log record formatter that logs the user authenticated with the current thread, and the name of that thread.

QFSFormatter() - Constructor for class com.activeviam.risk.starter.logging.QFSFormatter

Constructor

qfsUserDetailsService() - Method in class com.activeviam.risk.starter.cfg.impl.SecurityConfig

QUALIFIER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

QUALIFIERS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

QUALIFIERS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

QUALIFIERS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

QUANTILE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

QUANTILE_2_RANK_DEFAULT_VALUE_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the default quantile2Rank

QUANTILE_2_RANK_DIMENSION - Static variable in class com.activeviam.risk.core.constants.RiskConstants

QUANTILE_2_RANK_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

QUANTILE_2_RANK_HIERARCHY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

QUANTILE_2_RANK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

QUANTILE_2_RANK_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

QUANTILE_2_RANK_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

QUANTILE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

quantile2RankLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

quantile2RankLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

quantile2RankLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

quantile2RankLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

quantileDouble(double) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Compute the quantile of order r using the Nearest Rank definition of quantile with rounding.

quantileIndex(double) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Compute the quantile index of order r using the Nearest Rank definition of quantile with rounding.

QUANTILES__QUANTILE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

QUANTILES__QUANTILE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

QUANTILES__QUANTILE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

QUANTILES__QUANTILE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

QUANTILES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

QUANTILES_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

QUANTILES_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

QUANTILES_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

quantilesStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

quantilesStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

quantilesStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

queryCubeMessengerDefinitionLocal() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MessengerDefinitionConfig

queryCubeMessengerDefinitionNetty(String) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.MessengerDefinitionConfig

QUOTE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

R

Random - Class in com.activeviam.generator.tradesandbooks.functions

Random() - Constructor for class com.activeviam.generator.tradesandbooks.functions.Random

RATE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RATING - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RAW - com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

read(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

readDate(IRecordReader) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

readDates(IRecordBlock<IRecordReader>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

readDouble(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

readFile(Path, boolean) - Static method in class com.activeviam.generator.tradesandbooks.files.Files

ReadOnlySparseVector - Class in com.activeviam.risk.core.vector.impl

Read-only IVector implementation of a view of an underlying IVector who contains a special, compact, representation of an allegedly-sparse vector.

ReadOnlySparseVector(IVector) - Constructor for class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

ReadOnlySparseVector.ReadOnlySparseVectorBinding - Class in com.activeviam.risk.core.vector.impl

Custom binding to use more efficient custom ReadOnlySparseVector methods for aggregation methods: plus, minus and copyFrom.

ReadOnlySparseVector.SparseRandomAccessVector - Class in com.activeviam.risk.core.vector.impl

Random access version of a ReadOnlySparseVector.

ReadOnlySparseVectorBinding() - Constructor for class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.ReadOnlySparseVectorBinding

rebuild(List<String>) - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Example of bean which periodically rebuild the cubes.

recordsAdded(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

recordsDeleted(int, IRecordBlock<IRecordReader>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

recordsUpdated(int, IRecordBlock<IRecordReader>, IRecordBlock<IRecordReader>) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

recToPillar(int[], IRecordReader) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Store the pillar read from a cursor into an object

redirectSlf4j() - Method in class com.activeviam.risk.ref.main.RiskActiveMonitorApplication

reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

reduce(ILocation, List<IAggregatesRetrievalResult>, IPostProcessedRetrievalResultWriter, IAggregationFunction) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

IPartitionedPostProcessor.reduce(ILocation, List, IPostProcessedRetrievalResultWriter)

REFERENCE_LEVELS_LIST_PROPERTY - Static variable in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

ReferenceCurrency - Class in com.activeviam.risk.core.context.impl

Reference currency context value.

ReferenceCurrency() - Constructor for class com.activeviam.risk.core.context.impl.ReferenceCurrency

constructor

ReferenceCurrency(String) - Constructor for class com.activeviam.risk.core.context.impl.ReferenceCurrency

Constructor

ReferenceCurrencyTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for reference currencies.

ReferenceCurrencyTranslator() - Constructor for class com.activeviam.risk.core.context.impl.ReferenceCurrencyTranslator

referenceLevel() - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

Get the Reference Levels configuration.

ReferenceLevelContextVal - Class in com.activeviam.risk.core.context.impl

ReferenceLevelContextVal(String) - Constructor for class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

ReferenceLevelLocationShift - Class in com.activeviam.risk.core.postprocessor.impl

Evaluate the underlying measure at the reference level.

ReferenceLevelLocationShift(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

referenceLevels - Variable in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

ReferenceLevelTranslator - Class in com.activeviam.risk.core.context.impl

ReferenceLevelTranslator() - Constructor for class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

references() - Method in class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionConfig

references() - Method in class com.activeviam.risk.ref.cfg.impl.ImportDatastoreDescriptionConfig

refreshEvery(long, TimeUnit) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder

Configures this monitor to refresh periodically.

refreshManually() - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder

Configures this monitor to refresh manually on user demand.

regexp - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

regexp - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

RegexpFilteringPostProcessor<OutputType> - Class in com.activeviam.risk.core.postprocessor.impl

RegexpFilteringPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.RegexpFilteringPostProcessor

Constructor.

REGION - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

register(IDatastore) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

register(String, List<String>) - Method in class com.activeviam.risk.ref.cfg.datastore.triggers.SparseVectorCommitTimeUpdater

Listen for changes to the specified datastore and it's field.

registerCsv(List<ICsvSourceConfig<?>>) - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

registerDefaultWorkflows() - Method in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

[Optional] [Bean] Registers default workflows to use for entities.

registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestServiceConfig

registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

registerRESTfulServiceRegistry(ASpringRestServerConfig.RESTfulServiceRegistry) - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerRestServiceConfig

registerTopicAliases() - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

registerTopicAliasesImport() - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

registerTopicAliasesScalar() - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

registerTopicAliasesStandard() - Method in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

registerWorkflows() - Method in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

Registers a list of workflows with the workflow service

registerWorkflowSchemes() - Method in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

Register workflow schemes with the workflow service.

reject(IRepositoryService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Rejects changes previously put as pending.

RELATIVE - com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

RELATIVE - Static variable in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

RELATIVE_SHIFT - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

relativeFunctionPnL(Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the PNL of relative sensitivity (dx/x)

relativeFunctionVaR(Integer) - Method in class com.activeviam.risk.core.utils.PnLExplainFormulaProvider

Lambda function for the VaR of relative sensitivity (dx/x)

RelativePnLPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

RelativePnLPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.RelativePnLPostProcessor

relativeToAbsoluteMarketDataOperator(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

The way to convert relative MD to absolute MD

relativeToAbsoluteMarketDataOperator(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

relativeToAbsoluteShiftOperator(IServiceContext, String, String, String) - Method in interface com.activeviam.risk.core.services.IInterpolationConfiguration

The way to convert relative shift to absolute shift

relativeToAbsoluteShiftOperator(IServiceContext, String, String, String) - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

REMOTE_API_URL_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

The name of the property which contains the URL of the remote Content server

REMOTE_PREFIX_PROPERTY - Static variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

The name of the property which contains the prefix used to init the CS for this accelerator

RemoteActiveMonitorConfig - Class in com.activeviam.risk.ref.impl

Configuration class importing all configuration classes and properties sources required to integrate ActiveMonitor in this sandbox application, using a external ActiveMonitor server.

RemoteActiveMonitorConfig() - Constructor for class com.activeviam.risk.ref.impl.RemoteActiveMonitorConfig

RemoteContentServiceConfig - Class in com.activeviam.risk.ref.cfg.impl

Spring configuration of the Content Service backed by a remote Content Server.

RemoteContentServiceConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

RemoveDifferentValues - Class in com.activeviam.risk.core.postprocessor.impl

This aggregator is intended to merge identical values into a single one.

RemoveDifferentValues() - Constructor for class com.activeviam.risk.core.postprocessor.impl.RemoveDifferentValues

Constructor.

RemoveDifferentValues.History - Class in com.activeviam.risk.core.postprocessor.impl

removeNaN(double) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

removeNaN(double) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

removeOnePlot(NavigableSet<Double>, Double) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AInterpolation

This function copy a list and remove one plot of it

removeParameterWorkflowTable() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Removes the previous table storing workflow schemas for parameters only.

removePartitioningLevel(Collection<T>, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

removePartitioningLevels(Collection<T>, Collection<? extends ILevelInfo>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

renameColumns() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Renames columns whose names conflicts with some keywords in one or many RDBMS.

renameColumnStatement(String, String, String) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Gets a SQL statement to rename a column of a particular table.

renameConstraints() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Renames column constraints between tables.

renameTableStatement(String, String) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Gets a SQL statement to rename a toble.

replace(List<T>, T, int) - Static method in class com.activeviam.generator.tradesandbooks.functions.Lists

repositoryConfig - Variable in class com.activeviam.risk.ref.impl.ActiveMonitorExtensionsConfig

Repository extension for ActivePivot configuration

RepositoryDbMigration - Class in com.activeviam.risk.ref.migration

Class with migration utils for Repository database.

RepositoryDbMigration() - Constructor for class com.activeviam.risk.ref.migration.RepositoryDbMigration

repositoryServices - Variable in class com.activeviam.risk.ref.cfg.impl.InitialRepositoryConfig

The repository service.

Request() - Constructor for class com.activeviam.generator.AwsLambdaGeneratorTask.Request

REQUESTED - com.activeviam.risk.ref.signoff.service.utils.ExportStatus

resolveResourceInternal(HttpServletRequest, String, List<? extends Resource>, ResourceResolverChain) - Method in class com.activeviam.risk.starter.cfg.impl.EnvJsResourceResolver

resolveUrlPathInternal(String, List<? extends Resource>, ResourceResolverChain) - Method in class com.activeviam.risk.starter.cfg.impl.EnvJsResourceResolver

Response(boolean, String) - Constructor for class com.activeviam.generator.AwsLambdaGeneratorTask.Response

result - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

The shifted location result where aggregates are to be read

retrieveBucketMap(BucketType, LocalDate, String) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

retrieveNeighbor(ILocation, boolean) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

retriever - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor.EvaluationProcedure

Aggregate retriever

RISK_CLASS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_CLASS_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

RISK_CLASS_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

RISK_CLASSES_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

RISK_CLASSES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

RISK_CLASSES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_CLASSES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

RISK_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

RISK_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

RISK_FACTOR - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_2 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

RISK_FACTOR_CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_FACTOR_CURRENCIES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

RISK_FACTOR_ID - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_ID_2 - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_MARKET_SHIFTS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

RISK_FACTOR_TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

RISK_FACTOR_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

RISK_FACTOR_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_FACTOR_TYPES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

RISK_FACTORS - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

RISK_FACTORS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

RISK_FACTORS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__CURVE_TYPE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__QUALIFIER - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__RISK_CLASS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__RISK_FACTOR_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__RISK_FACTOR_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS__RISK_FACTOR_TYPE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_FACTORS_CATALOGUE - Static variable in class com.activeviam.risk.core.constants.StoreNames

RISK_FACTORS_CATALOGUE_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

RISK_FACTORS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

RISK_FACTORS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_FACTORS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

RISK_FACTORS_HIERARCHY_2 - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

RISK_LIMIT__BOOK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_LIMIT__CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_LIMIT__ES_97_5_LIMIT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_LIMIT__VAR_99_LIMIT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_LIMIT_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

RISK_LIMIT_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RISK_LIMITS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

RiskActiveMonitorAppConfig - Class in com.activeviam.risk.ref.cfg.impl

This defines all beans that can only be set in a client project and that are required by the application.
This includes: task assigner, database configuration, ...

RiskActiveMonitorAppConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.RiskActiveMonitorAppConfig

RiskActiveMonitorApplication - Class in com.activeviam.risk.ref.main

RiskActiveMonitorApplication() - Constructor for class com.activeviam.risk.ref.main.RiskActiveMonitorApplication

RiskActiveMonitorDatasourceBuilder - Class in com.activeviam.risk.ref.persistence.impl

This is an example of how to implement a custom data source for ActiveMonitor databases.

RiskActiveMonitorDatasourceBuilder() - Constructor for class com.activeviam.risk.ref.persistence.impl.RiskActiveMonitorDatasourceBuilder

Constructor

riskClassLevel - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

riskClassLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

riskClassLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

riskClassLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

riskClassLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

riskClassLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

riskConfigProperties - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

riskConfigProperties() - Method in class com.activeviam.risk.starter.cfg.impl.RiskResourcesConfig

Bean that loads the postprocessor properties from the risk-config.properties file.

RiskConfigProperties - Class in com.activeviam.risk.core.constants

Properties used in MRA config

RiskConfigProperties() - Constructor for class com.activeviam.risk.core.constants.RiskConfigProperties

RiskConstants - Class in com.activeviam.risk.core.constants

Helper class defining property driven constants.

RiskConstants() - Constructor for class com.activeviam.risk.core.constants.RiskConstants

RiskCorsFilterConfig - Class in com.activeviam.risk.cfg.security.impl

Spring configuration for CORS filter for the application.

RiskCorsFilterConfig() - Constructor for class com.activeviam.risk.cfg.security.impl.RiskCorsFilterConfig

RiskDatastoreServicesConfig - Class in com.activeviam.risk.ref.cfg.datastore.restapi.impl

Wrapper around the datastore service

RiskDatastoreServicesConfig() - Constructor for class com.activeviam.risk.ref.cfg.datastore.restapi.impl.RiskDatastoreServicesConfig

riskFactor1LevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

riskFactor2LevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

riskFactorLevel - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

riskFactorLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

riskFactorLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

riskFactorLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

riskFactorMarketShiftStore(String, String) - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates the store that contains the market shifts by scenario for all the risk pillars.

riskFactorsCatalogueStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

Creates a store for the Risk Factor Catalogue

RiskFactorSeed - Class in com.activeviam.generator.tradesandbooks.mdl

RiskFactorSeed(int, SensitivityType) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.RiskFactorSeed

riskHibernateProperties() - Method in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

Generates the Hibernate properties from file HIBERNATE_PROPERTIES_FILE Gives possibility to override CONNECTION_URL_PROPERTY value coming from command line -Dhibernate.connection.url=value

RiskInjectionsConfig - Class in com.activeviam.risk.ref.cfg.impl

Configuration custom injection beans

RiskInjectionsConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.RiskInjectionsConfig

riskLimitStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

RiskManagerConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

An IActivePivotManagerDescriptionConfig that creates the ActivePivot manager description for the Market Risk Accelerator application.

RiskManagerConfig(List<Function<IActivePivotManagerDescriptionBuilder, IActivePivotManagerDescriptionBuilder>>, List<BiFunction<ICanStartBuildingSchema, IDatastoreSchemaDescription, IActivePivotManagerDescriptionBuilder.BuildableActivePivotSchemaDescriptionBuilder>>, IDatastoreSchemaDescription) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.RiskManagerConfig

riskPostProcessorConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

ActivePivot spring configuration

RiskPostProcessorConfig - Class in com.activeviam.risk.ref.cfg.impl

Configuration of the operations performed after the initialisation of th ActivePivot manager

RiskPostProcessorConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

RiskProperties - Class in com.activeviam.risk.ref.constants

Class gathering constants corresponding the properties used in configuration files

RiskResourcesConfig - Class in com.activeviam.risk.starter.cfg.impl

A Spring configuration which loads various configuration files from the resources

RiskResourcesConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.RiskResourcesConfig

RiskSignOffParentConfig - Class in com.activeviam.risk.ref.signoff.cfg

RiskSignOffParentConfig() - Constructor for class com.activeviam.risk.ref.signoff.cfg.RiskSignOffParentConfig

RiskStarterApplication - Class in com.activeviam.risk.starter.main

SpringBoot starter class for ActivePivot

RiskStarterApplication() - Constructor for class com.activeviam.risk.starter.main.RiskStarterApplication

RiskStarterConfig - Class in com.activeviam.risk.starter.cfg.impl

Generic Spring configuration of the ActivePivot application.

RiskStarterConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

RiskTaskAssigner - Class in com.activeviam.risk.ref.workflows.tasks

Risk task assigner.

RiskTaskAssigner() - Constructor for class com.activeviam.risk.ref.workflows.tasks.RiskTaskAssigner

RiskWhatIfWorkflow - Class in com.activeviam.risk.ref.whatif.cfg

RiskWhatIfWorkflow() - Constructor for class com.activeviam.risk.ref.whatif.cfg.RiskWhatIfWorkflow

RiskWorkflowConfig - Class in com.activeviam.risk.ref.cfg.impl

RiskWorkflowConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

RMS - com.activeviam.risk.core.utils.MathFunctions.Metric

ROLE_ACTIVEMONITOR - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_ACTIVITI_ADMIN - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_ACTIVITI_USER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_ADMIN - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_APPROVER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_CONTROLLER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_CS_ROOT - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_KPI - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_KPI is added to users, to give them permission to read kpis created by other users in the content server In order to "share" kpis created in the content server, the kpi reader role is set to : ROLE_KPI

ROLE_MANAGER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_TECH - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROLE_USER - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

ROUND - Static variable in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

ROUND_EVEN - Static variable in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

RoundEvenVaRRounding - Class in com.activeviam.risk.core.calc.impl

This class provides round even rounding calculation formula

RoundEvenVaRRounding() - Constructor for class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

ROUNDING__ROUNDING__METHOD - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

ROUNDING__ROUNDING__METHOD - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

ROUNDING__ROUNDING_METHOD_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

ROUNDING__ROUNDING_METHOD_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

ROUNDING_DEFAULT_VALUE_PROPERTY - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Property defining the default rounding method

ROUNDING_METHOD - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

ROUNDING_METHOD_NAME - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

ROUNDING_METHODS_DIMENSION - Static variable in class com.activeviam.risk.core.constants.RiskConstants

ROUNDING_METHODS_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

ROUNDING_METHODS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

ROUNDING_METHODS_HIERARCHY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

ROUNDING_METHODS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

ROUNDING_METHODS_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

ROUNDING_METHODS_HIERARCHY_FULL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

ROUNDING_METHODS_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

ROUNDING_METHODS_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

ROUNDING_VAR_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

roundingLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

roundingLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

roundingLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

roundingLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

RoundingQuantilesMaps - Class in com.activeviam.risk.starter.utils

This class provides the maps for rounding/quantile technical and user friendly names

RoundingQuantilesMaps() - Constructor for class com.activeviam.risk.starter.utils.RoundingQuantilesMaps

roundingStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

roundingStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

roundingStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

RoundVaRRounding - Class in com.activeviam.risk.core.calc.impl

This class provides rounding calculation formula

RoundVaRRounding() - Constructor for class com.activeviam.risk.core.calc.impl.RoundVaRRounding

RowGenerator - Class in com.activeviam.generator.tradesandbooks.generator

RowGenerator(DataSeed) - Constructor for class com.activeviam.generator.tradesandbooks.generator.RowGenerator

runAsCompiledQuery(IServiceContext, String, Supplier<IQuery>, Object[]) - Method in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

Simply used to run a query as a pre-compiled query

RuntimeData<U> - Class in com.activeviam.risk.ref.services.impl.marketdataretrieval

This class is used to avoid the numerous runtime parameters to be transmitted during recursive calls

RuntimeData(IServiceContext, LocalDate, String, String, String, IMarketDataRetrievalService.IPillarSet[], String) - Constructor for class com.activeviam.risk.ref.services.impl.marketdataretrieval.RuntimeData

S

S3_SEPARATOR - Static variable in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

s3FromProps(Properties, GeneratorArgs) - Method in class com.activeviam.generator.DataGeneratorBuilder

SALES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SALES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

sanitiseForFilename(String) - Static method in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

Sanitises a string for inclusion in a Windows filename.

scalarAggregatedCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

scalarCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

scalarFlatCopperMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

scalarMarketDataPostProcessor(String, String, String, String, String, CopperMeasure, Boolean, IMarketDataRetrievalService.MarketType) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

ScalarMarketDataPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get market data values for current and previous dates.

ScalarMarketDataPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarMarketDataPostProcessor

scalarMarketDataRetrievalService(IMaturityConverter, IInterpolationConfiguration) - Method in class com.activeviam.risk.starter.cfg.impl.MarketDataRetrievalServiceConfig

ScalarMarketDataRetrievalService - Class in com.activeviam.risk.ref.services.impl

ScalarMarketDataRetrievalService(IMaturityConverter, IInterpolationConfiguration, double, String, String) - Constructor for class com.activeviam.risk.ref.services.impl.ScalarMarketDataRetrievalService

ScalarMarketDataTuplePublisher<T> - Class in com.activeviam.risk.ref.cfg.sensi.impl

Tuple publisher that reads the Market Data tuples and de-vectorises them.

ScalarMarketDataTuplePublisher(IDatastore, String, String) - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher

Constructor

ScalarPnLExplainCrossPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get PnL approximation for Delta, Gamma and Vega.

ScalarPnLExplainCrossPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainCrossPostProcessor

scalarPnLExplainMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

ScalarPnLExplainPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to get PnL approximation for Delta, Gamma and Vega.

ScalarPnLExplainPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarPnLExplainPostProcessor

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

scalarPnlForVaRExplainPostProcessor(CopperMeasure, CopperMeasure, String, String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

scalarPnlNextDateExplainPostProcessor(String, String, String, String, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

ScalarPnlVectorFromCrossRiskSensiPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

ScalarPnlVectorFromCrossRiskSensiPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromCrossRiskSensiPostProcessor

ScalarPnlVectorFromRiskSensiPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

This postprocessor will compute an elementary PNL vector for a specific riskFactor and risk class

ScalarPnlVectorFromRiskSensiPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarPnlVectorFromRiskSensiPostProcessor

Constructor

scalarSensiBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

scalarSensiBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

ScalarSensiSourceConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities source config

ScalarSensiSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiSourceConfig

scalarSensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

Creates all of the stores needed for the scalar sensitivity cube

scalarSensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates all of the stores needed for scalar-sensi data.

scalarSensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

Creates all of the stores needed for the scalar sensitivity cube

ScalarSensiTradeStoreTuplePublisher<T> - Class in com.activeviam.risk.ref.cfg.sensi.impl

Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store

ScalarSensiTradeStoreTuplePublisher(IDatastore, String, Environment, Map<String, Integer>, UnaryOperator<String>, Map<String, IGreekDescription>, String, String) - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiTradeStoreTuplePublisher

Constructor

scalarTaylorVarMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

scalarTaylorVarMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

scalarVar(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Description with parametrized confidence level confidence level

scalarVar(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Description with fixed confidence level

scalarVarFormula(IVector, double, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

ScalarVaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaR for a given PnL vector and confidence level.

ScalarVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScalarVaRPostProcessor

scale(Double, Double) - Method in class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

SCALE_FACTOR - Static variable in class com.activeviam.risk.ref.whatif.definition.impl.VectorIndexScalingWhatIfDefinition

SCALE_FACTOR - Static variable in class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

SCENARIO - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SCENARIO__INDEX - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

SCENARIO__SCENARIO - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

SCENARIO__SCENARIO_SET - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

SCENARIO_ANALYSIS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

SCENARIO_AS_OF_DATE - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_INDEX - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

SCENARIO_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

SCENARIO_SCENARIO - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_SCENARIO_SET - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_SET - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SCENARIO_SET_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

SCENARIO_SET_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

SCENARIO_SET_LEVEL_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_SET_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

SCENARIO_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SCENARIO_STORE_NAME - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIO_STORE_NAME - Static variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

SCENARIO_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

scenarioAsOfDateColumn - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

scenarioIndexColumn - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

scenarioLevel - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

scenarioLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

scenarioNameColumn - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

ScenarioNamePostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Queries the datastore and returns the scenario names for an array of indices.

ScenarioNamePostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

SCENARIOS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

scenarioScenarioSetColumn - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

scenarioSetLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

scenarioSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

scenarioSetLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

ScenariosExpand - Class in com.activeviam.risk.core.postprocessor.impl

Expand the values of the PnL vector along the 'scenario' analysis hierarchy.

ScenariosExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

scenarioStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

scenarioStoreName - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenarioNamePostProcessor

scenarioStoreName - Variable in class com.activeviam.risk.core.postprocessor.impl.ScenariosExpand

schemaDescription() - Method in class com.activeviam.risk.ref.cfg.impl.DatastoreDescriptionConfig

schemaDescription() - Method in class com.activeviam.risk.ref.cfg.impl.ImportDatastoreDescriptionConfig

SCOPE__AS_OF_DATE - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerFileConfig

ScopeCondition - Class in com.activeviam.generator.mandates

ScopeCondition - Class in com.activeviam.generator

ScopeCondition(String, String, String) - Constructor for class com.activeviam.generator.mandates.ScopeCondition

ScopeCondition(String, String, String) - Constructor for class com.activeviam.generator.ScopeCondition

SECOND_ORDER - Static variable in class com.activeviam.risk.core.utils.InputSelector

SECTOR - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

securityConfig - Variable in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

SecurityConfig - Class in com.activeviam.risk.starter.cfg.impl

Security configuration

SecurityConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig

SecurityConfig.ActivePivotSecurityConfigurer - Class in com.activeviam.risk.starter.cfg.impl

SecurityConfig.ContentServerSecurityConfigurer - Class in com.activeviam.risk.starter.cfg.impl

SecurityConfig.JwtSecurityConfigurer - Class in com.activeviam.risk.starter.cfg.impl

SecurityConfig.MRDInMemoryDownloadLinkConsumerSecurityConfigurer - Class in com.activeviam.risk.starter.cfg.impl

Make sure the InMemoryDownloadLinkConsumerRestServicesConfig REST API is available without authentication.

SecurityConfig.VersionSecurityConfigurer - Class in com.activeviam.risk.starter.cfg.impl

SeedBag - Class in com.activeviam.generator.tradesandbooks.mdl

SeedBag(List<BookSeed>, List<TradeSeed>, List<RiskFactorSeed>, List<BaseFactSeed>, List<BaseFactSeed>, List<BaseFactSeed>, List<BaseFactSeed>, List<BaseFactSeed>) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.SeedBag

SeedBagBuilder - Class in com.activeviam.generator.tradesandbooks.builder

SeedBagBuilder(int, int, int, int, int, int, int, int) - Constructor for class com.activeviam.generator.tradesandbooks.builder.SeedBagBuilder

sendMessage(IMessageService) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Sends a message notifying of the transition.

sendMessage(IMessageService, ITemplateEngine, String) - Method in class com.activeviam.risk.ref.workflows.units.impl.AlertWorkflowUnit

Sends a message about the alert.

SENSI__DOMAIN_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

SENSI__DOMAIN_1 - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

SENSI_3D - com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

SENSI_BASE_STORE - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_CASH_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_CONFIG - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

SENSI_DELTA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_DOMAIN - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSI_DYN_MATURITIES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_DYN_MONEYNESS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_DYN_TENORS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_GAMMA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_IMPORT_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_LADDER_DATA_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_LADDER_STORE - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_MATRIX - com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

SENSI_MATURITIES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_MONEYNESS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_ONLY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

SENSI_PILLARS - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

SENSI_SCALAR - com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

SENSI_SCHEMA_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

SENSI_SCHEMA_SELECTION_DESCRIPTION - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

SENSI_TENORS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SENSI_THETA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_TRADE_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_TYPE - Static variable in class com.activeviam.risk.core.utils.InputSelector

SENSI_VANNA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_VECTOR - com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

SENSI_VEGA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

SENSI_VOLGA_TOPIC_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

sensiAggregatedConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

SensiAggregatedDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities stores description

SensiAggregatedDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

sensiBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

Creates a store for the Trades with have sensitivities.

sensiBaseStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

Creates a store for the Trades with have sensitivities.

SensiBookScalingDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

SensiBookScalingDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

SensiBookScalingRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

SensiBookScalingRestService(IDatastore, IWhatIfWorkflow, String, String) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

SensiBookSubstitutionDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

SensiBookSubstitutionDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

sensiConfiguration - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

sensiConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

sensiCopperMeasures - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

sensiCsvSourceConfig() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ASensiSourceConfig

SensiCubeConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Configuration of sensitivities cube

SensiCubeConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

sensiCubeDescription(IMessengerDefinition) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

SensiCubeDimensionsConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of sensitivities cube dimensions

SensiCubeDimensionsConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

SensiCubeMeasuresConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of sensitivities measures

SensiCubeMeasuresConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

sensiCubeName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

SensiDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities stores description

SensiDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

SensiDefaultMandateJsonString - Static variable in class com.activeviam.generator.MandateGenerator

sensiDimensions - Variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

sensiFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

SensiFlatDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities stores description

SensiFlatDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

sensiFlatFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

SensiImportSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

SensiImportSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiImportSchemaDescriptionConfig

SensiImportSourceConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities source config

SensiImportSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiImportSourceConfig

SensiLadderExpand - Class in com.activeviam.risk.core.postprocessor.impl

Returns the sensitivity vector for a particular sensitivity ladder shift.

SensiLadderExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.SensiLadderExpand

sensiLadderStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates a store for the sensitivity ladder definitions

sensiLadderValues - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

sensiMinimumLevelsPostProcessor(String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

sensiMinimumLevelsPostProcessor(String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMarketDataMeasureConfig

sensiMinimumLevelsPostProcessor(String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

sensiMinimumLevelsPostProcessor(String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

sensiMinimumLevelsPostProcessor(String, CopperMeasure, boolean) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

sensiPnlExplainMeasures() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

sensiPnlExplainMeasures(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeMeasuresConfig

sensiScalarFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

SensiSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

SensiSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

sensiSchemaName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeConfig

sensiSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiImportSchemaDescriptionConfig

sensiSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

SensiSourceConfig - Class in com.activeviam.risk.ref.cfg.sensi.impl

Sensitivities source config

SensiSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiSourceConfig

sensiStore - Variable in class com.activeviam.risk.ref.rest.services.impl.ASensiVectorSubstitutionRestService

sensiStore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

sensiStore - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

sensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

Creates all of the stores needed for the sensitivity cube

sensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates all of the stores needed for vectorised data.

sensiStoreDescriptions() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

Creates all of the stores needed for the sensitivity cube

sensiStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiAggregatedDatastoreDescriptionConfig

sensiStoreReferences() - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

Creates all of the references needed for the sensitivity cube

sensiStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

SensiSubstitutionWhatIfDefinition - Class in com.activeviam.risk.ref.whatif.definition.impl

SensiSubstitutionWhatIfDefinition(String, ICondition, Map<String, Object>) - Constructor for class com.activeviam.risk.ref.whatif.definition.impl.SensiSubstitutionWhatIfDefinition

SENSITIVITIES - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

SENSITIVITIES_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

SENSITIVITIES_GENERATION_FACTOR_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITIES_INPUT_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITIES_MAXNBLINES_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITIES_OUTPUTFOLDER_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITIES_SEED_FILES_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITIES_SEED_LOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

SensitivitiesConstants - Class in com.activeviam.risk.core.constants

sensitivitiesInputsToMaxNbLines - Variable in class com.activeviam.generator.PropertiesOutput

sensitivitiesInputsToOutputs - Variable in class com.activeviam.generator.PropertiesOutput

sensitivitiesSeedLocation - Variable in class com.activeviam.generator.PropertiesOutput

SENSITIVITY_FIRST_ORDER_LADDER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_HAS_LADDER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

SENSITIVITY_MATURITIES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_MATURITY_DATES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_MONEYNESS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_NAME - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_NAME_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

SENSITIVITY_NAME_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

SENSITIVITY_NAME_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

SENSITIVITY_NAME_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

SENSITIVITY_NAME_LEVEL - Static variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

SENSITIVITY_NAME_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

SENSITIVITY_ORDER - Static variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

SENSITIVITY_SECOND_ORDER_LADDER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_TENOR_DATES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_TENORS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SENSITIVITY_VALUES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

sensitivityKind - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

sensitivityKind - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

sensitivityKind - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

sensitivityNameLevel - Variable in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

sensitivityNameLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

sensitivityNameLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

sensitivityNameLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

sensitivityNameLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

sensitivityTupleToString(Object[]) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarSensiTradeStoreTuplePublisher

sensitivityTupleToString(Object[]) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher

SensitivityType - Enum in com.activeviam.risk.core.constants

SensitivityVector - Class in com.activeviam.generator.tradesandbooks.mdl

SensitivityVector(String, String, List<Double>) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.SensitivityVector

SensitivityVectorBuilder - Class in com.activeviam.generator.tradesandbooks.builder

SensitivityVectorBuilder(List<String>, List<String>, Integer[]) - Constructor for class com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder

SensitivityVectorBuilder.SensiVectorType - Enum in com.activeviam.generator.tradesandbooks.builder

SensiTradeStoreTuplePublisher<T> - Class in com.activeviam.risk.ref.cfg.sensi.impl

Tuple publisher that reads the Trades being added to the Sensitivity stores and add them to the Sensi Trade base store

SensiTradeStoreTuplePublisher(IDatastore, String, Map<String, Integer>, UnaryOperator<String>, Map<String, IGreekDescription>, ITenorUtil, String, String) - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiTradeStoreTuplePublisher

Constructor

sensiType - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

SensiValueCalculator - Class in com.activeviam.risk.ref.cfg.sensi.impl

Column calculator used to determine the sensi value from an exported mandate file.

SensiValueCalculator(String) - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.SensiValueCalculator

sensiValues - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

SensiVectorScalingDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

SensiVectorScalingDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

SensiVectorScalingRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

SensiVectorScalingRestService(IDatastore, IWhatIfWorkflow, String, String) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

SensiVectorSubstitutionDTO - Class in com.activeviam.risk.ref.whatif.rest.dto.impl

SensiVectorSubstitutionDTO() - Constructor for class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

SensiVectorSubstitutionRestService - Class in com.activeviam.risk.ref.whatif.rest.services.impl

SensiVectorSubstitutionRestService(IDatastore, String, IWhatIfWorkflow, String, String) - Constructor for class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

SEPARATOR - Static variable in interface com.activeviam.risk.core.context.IDynamicMaturitySets

the separator used by the getMaturitySetsAsString() method

SEPARATOR - Static variable in interface com.activeviam.risk.core.context.IDynamicMoneynessSets

the separator used by the getTenorSetsAsString() method

SEPARATOR - Static variable in interface com.activeviam.risk.core.context.IDynamicTenorSets

the separator used by the getTenorSetsAsString() method

serialVersionUID - Static variable in exception com.activeviam.risk.ref.parentchild.submitter.ParentChildWhatIfException

serialVersionUID

serviceConfig - Variable in class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

serviceConfig - Variable in class com.activeviam.risk.ref.cfg.impl.RiskWorkflowConfig

ServiceContext - Class in com.activeviam.risk.core.utils

ServiceContext(IActivePivot, IDatastoreVersion, IQueryCache, List<Object>) - Constructor for class com.activeviam.risk.core.utils.ServiceContext

ServiceContext(IActivePivot, IQueryCache, List<Object>) - Constructor for class com.activeviam.risk.core.utils.ServiceContext

ServiceContext(IActivePivot, List<Object>) - Constructor for class com.activeviam.risk.core.utils.ServiceContext

ServiceFunction(CopperToService.ICallback) - Constructor for class com.activeviam.risk.core.utils.CopperToService.ServiceFunction

Constructor

ServiceOperator(CopperToService.ICallback) - Constructor for class com.activeviam.risk.core.utils.CopperToService.ServiceOperator

Constructor

servletContextInitializer() - Method in class com.activeviam.risk.ref.main.RiskActiveMonitorApplication

servletContextInitializer() - Method in class com.activeviam.risk.starter.main.RiskStarterApplication

setAbsolute(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setAbsolute(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setAbsolute(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setAbsolute(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setAbsoluteAmount(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setAbsoluteAmount(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setAbsoluteAmount(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setAbsoluteAmount(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setApprovers(List<String>) - Method in class com.activeviam.generator.MandatePojo

setApprovers(List<String>) - Method in class com.activeviam.generator.mandates.MandatePojo

setAsOfDate(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setAsOfDate(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setAsOfDate(LocalDate) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setBaseBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setBaseOutputDir(Path) - Method in class com.activeviam.generator.PropertiesOutput

setBook(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setBook(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setBook(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setBook(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setBooksInput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setBooksInputsToOutputs(Map<Path, Path>) - Method in class com.activeviam.generator.PropertiesOutput

setBooksOutput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setBooksSeedLocation(Path) - Method in class com.activeviam.generator.PropertiesOutput

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setBranch(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setBucket(String) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

setCalculationId(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setCalculationId(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setCalculationId(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setCalculationId(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setCategory(String) - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

setChildren(Set<ParentChildNode<?>>) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

setComment(String) - Method in class com.activeviam.generator.MandatePojo

setComment(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setCommodityBucketsInput(String) - Method in class com.activeviam.generator.PropertiesOutput

setCommodityBucketsOutput(String) - Method in class com.activeviam.generator.PropertiesOutput

setConfidenceLevel(double) - Method in class com.activeviam.risk.core.context.impl.ESConfidenceLevel

setConfidenceLevel(double) - Method in class com.activeviam.risk.core.context.impl.ETGConfidenceLevel

setConfidenceLevel(double) - Method in class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

setConfidenceLevel(double) - Method in class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

setCoordinate(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

setCubeLevels(List<ICubeLevelDefinition>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Sets the list of cube levels for the query.

setCubeLevels(List<ICubeLevelDefinition>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Sets the list of cube levels for the query.

setCubeName(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Sets the name of the cube for the query.

setCubeName(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Sets the name of the cube for the query.

setCurrency(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

setCustomParameters(ICustomParameters) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

setCustomParameters(ICustomParameters) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

setCustomParameters(ICustomParameters) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

setCustomParameters(ICustomParameters) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

setCustomParameters(ICustomParameters) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

setCustomParameters(ICustomParameters) - Method in interface com.activeviam.risk.core.services.ICustomParametersAware

setData(int, IVector) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.PnLVectorData

setData(int, Double) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.MarketData

setData(int, U) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Set one data in the underlying vector

setDatastoreListener(IDatastore) - Static method in class com.activeviam.risk.core.context.impl.DayToDayDifferenceTranslator

setDate(String) - Method in class com.activeviam.generator.PropertiesOutput

setDays(long) - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

setDebug(int, String) - Method in class com.activeviam.risk.ref.services.impl.marketdataretrieval.AMarketDataset

setDebug(int, String) - Method in interface com.activeviam.risk.ref.services.impl.marketdataretrieval.IMarketDataset

Set one debug in the underlying vector

setDesk(boolean) - Method in class com.activeviam.risk.ref.parentchild.nodes.BookParentChildNode

setDimension(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Sets the dimension to which the level belongs.

setDimension(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Sets the dimension to which the level belongs.

setDimension(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Sets the dimension to which the level belongs.

setDimension(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Sets the dimension to which the level belongs.

setDomain(String) - Method in class com.activeviam.generator.MandatePojo

setDomain(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setElement1(Object) - Method in class com.activeviam.risk.core.utils.Triplet

setElement2(Object) - Method in class com.activeviam.risk.core.utils.Triplet

setElement3(Object) - Method in class com.activeviam.risk.core.utils.Triplet

setEnableMDStringDebug(boolean) - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

setEnv(Environment) - Method in class com.activeviam.risk.core.context.impl.PercentileBucketsTranslator

setEnv(Environment) - Method in class com.activeviam.risk.core.context.impl.PnLEndIndexTranslator

setEnv(Environment) - Method in class com.activeviam.risk.core.context.impl.PnLStartIndexTranslator

setEnv(Environment) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelTranslator

setEnv(Environment) - Method in interface com.activeviam.risk.core.services.ISpringEnvAware

Set the implementation of Environment

setExpression(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Sets the datastore schema field selection expression.

setExpression(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Sets the datastore schema field selection expression.

setFileWriterBuilder(IDataFileWriterBuilder) - Method in class com.activeviam.generator.DataGenerator

setFilter(ILocation, ILevelInfo, Object) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

setFilters(List<ICubeFilterDefinition>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Sets the list of filters for the query.

setFilters(List<ICubeFilterDefinition>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Sets the list of filters for the query.

setFromAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setFromAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setFromAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setFromAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setFxRates(IFXRates) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

setFxRates(IFXRates) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

setFxRates(IFXRates) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXRatePostProcessor

setFxRates(IFXRates) - Method in class com.activeviam.risk.core.postprocessor.limits.impl.LimitsPostProcessor

setFxRates(IFXRates) - Method in interface com.activeviam.risk.core.services.IFXRatesAware

setHeader(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Sets the header that will be used in the exported file.

setHeader(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeMeasureDefinition

Sets the header that will be used in the exported file.

setHeader(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreFieldDefinition

Sets the header to be used in the export file, for the field.

setHeader(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Sets the header that will be used in the exported file.

setHeader(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

Sets the header that will be used in the exported file.

setHeader(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

Sets the header to be used in the export file, for the field.

setHierarchy(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Sets the hierarchy to which the level belongs.

setHierarchy(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Sets the hierarchy to which the level belongs.

setHierarchy(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Sets the hierarchy to which the level belongs.

setHierarchy(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Sets the hierarchy to which the level belongs.

setInputSelector(IInputSelector) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

setInputSelector(IInputSelector) - Method in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

setInputSelector(IInputSelector) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

setInputSelector(IInputSelector) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

setInputSelector(IInputSelector) - Method in interface com.activeviam.risk.core.services.IInputSelectorAware

Set the implementation of IInputSelector

setInputStream(InputStream) - Method in class com.activeviam.generator.DataGenerator

setKeyFieldsList(ArrayList<String[]>) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setKeyFieldsList(ArrayList<String[]>) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setKpis(List<ICubeMeasureDefinition>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Sets the list of measures for the query.

setKpis(List<ICubeMeasureDefinition>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Sets the list of kpis for the query.

setKpis(List<String>) - Method in class com.activeviam.generator.MandatePojo

setKpis(List<String>) - Method in class com.activeviam.generator.mandates.MandatePojo

setLambda(double) - Method in class com.activeviam.risk.core.context.impl.WeightedVaRLambda

setLevel(String) - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

setLevel(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeLevelDefinition

Sets the level name.

setLevel(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

Sets the level name.

setLocale(IDateTimeFormatterLocale) - Static method in class com.activeviam.risk.core.constants.RiskConstants

Sets the locale to use in DateTimeFormatter calls.

setMarketDataInput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setMarketDataInputsToMaxNbLines(Map<Path, Integer>) - Method in class com.activeviam.generator.PropertiesOutput

setMarketDataInputsToOutputs(Map<Path, Path>) - Method in class com.activeviam.generator.PropertiesOutput

setMarketDataOutput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setMarketDataRetrievalService(IMarketDataRetrievalService) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

setMarketDataRetrievalService(IMarketDataRetrievalService) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

setMarketDataRetrievalService(IMarketDataRetrievalService) - Method in interface com.activeviam.risk.core.services.IMarketDataRetrievalServiceAware

Set the implementation of IMarketDataRetrievalService

setMarketDataSeedLocation(Path) - Method in class com.activeviam.generator.PropertiesOutput

setMaturityConverter(IMaturityConverter) - Method in interface com.activeviam.risk.core.dates.IMaturityConverterAware

Set the implementation of IMaturityConverter

setMaturityConverter(IMaturityConverter) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

setMaturitySets(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySetsTranslator

setMaturitySetsAsString(String) - Method in interface com.activeviam.risk.core.context.IDynamicMaturitySets

setMaturitySetsAsString(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMaturitySets

setMeasure(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeMeasureDefinition

Sets the name of the measure in the cube.

setMeasure(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

Sets the name of the measure in the cube.

setMeasures(List<ICubeMeasureDefinition>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IMDXQueryFiller

Sets the list of measures for the query.

setMeasures(List<ICubeMeasureDefinition>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.MDXQueryFiller

Sets the list of measures for the query.

setMeasures(List<String>) - Method in class com.activeviam.generator.MandatePojo

setMeasures(List<String>) - Method in class com.activeviam.generator.mandates.MandatePojo

setMembers(List<String>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.ICubeFilterDefinition

Sets the members to be filtered on.

setMembers(List<String>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

Sets the members to be filtered on.

setMessage(String) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Response

setMoneynessSets(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSetsTranslator

setMoneynessSetsAsString(String) - Method in interface com.activeviam.risk.core.context.IDynamicMoneynessSets

setMoneynessSetsAsString(String) - Method in class com.activeviam.risk.core.context.impl.DynamicMoneynessSets

setMonitorService(IMonitorService) - Method in class com.activeviam.risk.ref.workflows.batch.impl.BatchEventProcessExecutor

Sets the monitor service for processing.

setName(String) - Method in class com.activeviam.generator.MandatePojo

setName(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setName(String) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

setName(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreFieldDefinition

Sets the name of the field.

setName(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreFieldDefinition

Sets the name of the field.

setNbBooks(int) - Method in class com.activeviam.generator.PropertiesOutput

setNbMarketData(int) - Method in class com.activeviam.generator.PropertiesOutput

setNbPlActuals(int) - Method in class com.activeviam.generator.PropertiesOutput

setNbSensitivites(int) - Method in class com.activeviam.generator.PropertiesOutput

setNbTrades(int) - Method in class com.activeviam.generator.PropertiesOutput

setOffset(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setOffset(boolean) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setOffsetValue(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setOffsetValue(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setOutputFolder(String) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

setOwners(List<String>) - Method in class com.activeviam.generator.MandatePojo

setOwners(List<String>) - Method in class com.activeviam.generator.mandates.MandatePojo

setParameterWorkflows() - Method in class com.activeviam.risk.ref.cfg.impl.InitialActiveMonitorConfig

[Optional] This step associates workflow schemes to parameters.

setParent(String) - Method in class com.activeviam.risk.ref.parentchild.nodes.ParentChildNode

setParentChildService(ParentChildService) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

setPartitioningLevels(ILocation, Collection<ILevelInfo>) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

setPercentileBuckets(int) - Method in class com.activeviam.risk.core.context.impl.PercentileBuckets

setPillar(String) - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

setPivotId(String) - Method in class com.activeviam.generator.MandatePojo

setPivotId(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setPlActualsInput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setPlActualsInputsToMaxNbLines(Map<Path, Integer>) - Method in class com.activeviam.generator.PropertiesOutput

setPlActualsInputsToOutputs(Map<Path, Path>) - Method in class com.activeviam.generator.PropertiesOutput

setPlActualsOutput(Path) - Method in class com.activeviam.generator.PropertiesOutput

setPlActualsSeedLocation(Path) - Method in class com.activeviam.generator.PropertiesOutput

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.CeilVaRRounding

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.CenteredQuantile

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.EqualWeightQuantile

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.ExclusiveQuantile

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.FloorVaRRounding

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.RoundEvenVaRRounding

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.RoundVaRRounding

setPlugin(IPlugin<? extends IPluginValue>) - Method in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

setPnLExplainFormulaProvider(IPnLExplainFormulaProvider) - Method in class com.activeviam.risk.core.postprocessor.impl.APnlVectorFromRiskSensiPostProcessor

setPnLExplainFormulaProvider(IPnLExplainFormulaProvider) - Method in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

setPnLExplainFormulaProvider(IPnLExplainFormulaProvider) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainCrossPostProcessor

setPnLExplainFormulaProvider(IPnLExplainFormulaProvider) - Method in class com.activeviam.risk.core.postprocessor.impl.PnLExplainPostProcessor

setPnLExplainFormulaProvider(IPnLExplainFormulaProvider) - Method in interface com.activeviam.risk.core.services.IPnLExplainFormulaProviderAware

Set the implementation of IPnLExplainFormulaProvider

setPropertiesFile(String) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

setRiskFactor(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setRiskFactor(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setRiskFactor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setS3(AmazonS3) - Method in class com.activeviam.generator.DataGenerator

setScaleFactor(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setScaleFactor(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setScaleFactor(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookScalingDTO

setScaleFactor(double) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setScenario(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setScenarioSet(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setScenarioSet(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookScalingDTO

setScenarioSet(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setScenarioSet(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setSchema(String) - Method in class com.activeviam.generator.MandatePojo

setSchema(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setScopeConditions(List<ScopeCondition>) - Method in class com.activeviam.generator.mandates.MandatePojo

setScopeConditions(List<ScopeCondition>) - Method in class com.activeviam.generator.MandatePojo

setSeeds(List<String>) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

setSeedsFolder(String) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Request

setSensitivitiesInputsToMaxNbLines(Map<Path, Integer>) - Method in class com.activeviam.generator.PropertiesOutput

setSensitivitiesInputsToOutputs(Map<Path, Path>) - Method in class com.activeviam.generator.PropertiesOutput

setSensitivitiesSeedLocation(Path) - Method in class com.activeviam.generator.PropertiesOutput

setSubConditions(List<IDatastoreConditionDefinition>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Sets the list of subconditions, when the condition is of type 'and' or 'or'.

setSubConditions(List<IDatastoreConditionDefinition>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Sets the list of subconditions, when the condition is of type 'and' or 'or'.

setSuccess(boolean) - Method in class com.activeviam.generator.AwsLambdaGeneratorTask.Response

setTailMeasureCalc(ITailMeasureCalc) - Method in interface com.activeviam.risk.core.calc.ITailMeasureCalcAware

Set the implementation of ITailMeasureCalc

setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

setTailMeasureCalc(ITailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

setTenor(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setTenorAndMaturityDefaultValue(String) - Method in class com.activeviam.risk.core.ordering.BucketComparator

setTenorAndMaturityDefaultValue(String) - Method in interface com.activeviam.risk.core.services.ITenorAndMaturityDefaultValueAware

Set the default value for tenors and maturities

setTenorSets(String) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

setTenorSetsAsString(String) - Method in interface com.activeviam.risk.core.context.IDynamicTenorSets

setTenorSetsAsString(String) - Method in class com.activeviam.risk.core.context.impl.DynamicTenorSets

setTenorUtil(ITenorUtil) - Method in interface com.activeviam.risk.core.dates.ITenorUtilAware

Set the implementation of ITenorUtil

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.MarketDataPostProcessor

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.PnlVectorFromRiskSensiPostProcessor

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

setTenorUtil(ITenorUtil) - Method in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

setTimePeriod(double) - Method in class com.activeviam.risk.core.context.impl.VaRTimePeriod

setToAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLBookSubstitutionDTO

setToAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setToAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiBookSubstitutionDTO

setToAsOfDate(String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setTradeId(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorScalingDTO

setTradeId(int, String) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorScalingDTO

setTradeIds(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.PnLVectorSubstitutionDTO

setTradeIds(String[]) - Method in class com.activeviam.risk.ref.whatif.rest.dto.impl.SensiVectorSubstitutionDTO

setTradesInputsToMaxNbLines(Map<Path, Integer>) - Method in class com.activeviam.generator.PropertiesOutput

setTradesInputsToOutputs(Map<Path, Path>) - Method in class com.activeviam.generator.PropertiesOutput

setTradesSeedLocation(Path) - Method in class com.activeviam.generator.PropertiesOutput

setType(String) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Sets the type of the condition.

setType(String) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Sets the type of the condition.

setValidFrom(String) - Method in class com.activeviam.generator.MandatePojo

setValidFrom(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setValidTo(String) - Method in class com.activeviam.generator.MandatePojo

setValidTo(String) - Method in class com.activeviam.generator.mandates.MandatePojo

setValues(List<Pair<String, String>>) - Method in interface com.activeviam.risk.ref.signoff.service.dto.IDatastoreConditionDefinition

Sets the list of pairs of XSI type definition and the condition value.

setValues(List<Pair<String, String>>) - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.DatastoreConditionDefinition

Sets the list of pairs of XSI type definition and the condition value.

setWeightedTailMeasureCalc(IWeightedTailMeasureCalc) - Method in interface com.activeviam.risk.core.calc.IWeightedTailMeasureCalcAware

Set the implementation of IWeightedTailMeasureCalc

setWeightedTailMeasureCalc(IWeightedTailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

setWeightedTailMeasureCalc(IWeightedTailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

setWeightedTailMeasureCalc(IWeightedTailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

setWeightedTailMeasureCalc(IWeightedTailMeasureCalc) - Method in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

setWildCardsToLevel(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

setWorkflow(IWorkflowService) - Method in class com.activeviam.risk.ref.workflows.units.impl.ParameterWorkflowUnit

shift(ILocation, ILevelInfo, Object, Object) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

SHIFT_SCALE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

SHIFT_TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

shiftFilter(ICubeFilter) - Method in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

This is the filtering to be used when shifting

shiftFilter(ILocation, ICubeFilter) - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

shiftFilter(ILocation, ICubeFilter) - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

shiftLocation(ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

shiftLocation(ILocation) - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

shiftLocation(IPointLocationBuilder, IPointLocationReader) - Method in class com.activeviam.risk.core.postprocessor.impl.ReferenceLevelLocationShift

shiftLocation(IPointLocationBuilder, IPointLocationReader) - Method in class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

SIGNOFF_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

SIGNOFF_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

SIGNOFF_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

SignOffProcessKey - Class in com.activeviam.risk.ref.signoff.service.impl

This class is used to carry the process definition name and asOfDate

SignOffProcessKey(String, LocalDate) - Constructor for class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

signOffRestService - Variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestServiceConfig

SignOffRestService - Class in com.activeviam.risk.ref.signoff.service.impl

RESTful service used for sign-off operations

SignOffRestService(ISignOffService) - Constructor for class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

SignOffRestServiceConfig - Class in com.activeviam.risk.ref.signoff.service.impl

SignOffRestServiceConfig() - Constructor for class com.activeviam.risk.ref.signoff.service.impl.SignOffRestServiceConfig

signOffService - Variable in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

SignOffService - Class in com.activeviam.risk.ref.signoff.service.impl

SignOffService(Environment) - Constructor for class com.activeviam.risk.ref.signoff.service.impl.SignOffService

SimpleCSVGeneratorFromSeeds - Class in com.activeviam.generator

SimpleCSVGeneratorFromSeeds() - Constructor for class com.activeviam.generator.SimpleCSVGeneratorFromSeeds

SimpleCSVGeneratorFromSeeds.Args - Class in com.activeviam.generator

SimpleCSVGeneratorFromSeeds.PathParameterValidator - Class in com.activeviam.generator

SimpleCsvSourceConfig<I> - Class in com.activeviam.risk.ref.source.dataloadcontroller.impl

A flavour of SimpleSourceConfig for use with CSV file sources.

SimpleCsvSourceConfig(CSVMessageChannelFactory<I>, CsvScopedFetchSource<I>, Map<String, SimpleSourceConfig.ITopicConfig<IFileInfo<I>>>) - Constructor for class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleCsvSourceConfig

SimpleDayCount - Class in com.activeviam.risk.core.dates.impl

Simple implementation of the day count between two dates.

SimpleDayCount() - Constructor for class com.activeviam.risk.core.dates.impl.SimpleDayCount

SimpleJdbcSourceConfig - Class in com.activeviam.risk.ref.source.dataloadcontroller.impl

A flavour of SimpleSourceConfig for use with JDBC sources.

SimpleJdbcSourceConfig(TupleMessageChannelFactory, IJdbcScopedFetchSource, Map<String, SimpleSourceConfig.ITopicConfig<String>>) - Constructor for class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleJdbcSourceConfig

SimpleMaturityConverter - Class in com.activeviam.risk.core.dates.impl

Implementation of a maturity converter using fixed day count convention and tenor conversion (does not include support for support business day convention or calendar).

SimpleMaturityConverter(IDayCountConvention, Map<BucketType, ITenorConverter>) - Constructor for class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

SimpleSourceConfig<I,E> - Class in com.activeviam.risk.ref.source.dataloadcontroller.impl

A basic implementation of ISourceConfig which uses SimpleSourceConfig.ITopicConfig objects to describe each topic, and delegates the channel creation to IStoreMessageChannelFactory via these topic config objects.

SimpleSourceConfig(IStoreMessageChannelFactory<I, E>, IFetchingDataSource<I, E>, Map<String, SimpleSourceConfig.ITopicConfig<I>>) - Constructor for class com.activeviam.risk.ref.source.dataloadcontroller.impl.SimpleSourceConfig

Create a new instance

SimpleSourceConfig.ITopicConfig<I> - Interface in com.activeviam.risk.ref.source.dataloadcontroller.impl

A Message Channel Factory for a topic.

SinglePillarOnPillarSet - Class in com.activeviam.risk.core.utils

SinglePillarOnPillarSet(Object, Object, BucketType, List<Object>) - Constructor for class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

size() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

SKIPPED_HIERARCHIES_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the hierarchies to skip when attempting to export data.

SmileTenorConverter - Class in com.activeviam.risk.core.dates.impl

SmileTenorConverter(String, String) - Constructor for class com.activeviam.risk.core.dates.impl.SmileTenorConverter

sort() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

SourcePatternsConfig - Class in com.activeviam.risk.ref.cfg.impl

Config class for source file patterns.

SourcePatternsConfig() - Constructor for class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

SP_PROFILE__AGGREGATED_IMPORT - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__DATA_NODE - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__QUERY_NODE - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__SCALAR_SENSI - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__SCALAR_SENSI_AGGREGATED_IMPORT - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__SCALAR_SENSI_STORE_IMPORT - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__STANDARD - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SP_PROFILE__STORE_IMPORT - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SPARSE_VECTOR_DENSITY_THRESHOLD - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

SPARSE_VECTORS_STORES - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

sparseDefinitions - Variable in class com.activeviam.risk.ref.cfg.impl.ExtendedDatastoreConfig

sparseDensityThreshold - Variable in class com.activeviam.risk.ref.cfg.impl.ExtendedDatastoreConfig

SparseRandomAccessVector(IRandomAccessVector) - Constructor for class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.SparseRandomAccessVector

SparseVectorCommitTimeUpdater - Class in com.activeviam.risk.ref.cfg.datastore.triggers

Listen for changes to a specified datastore and it's field.

SparseVectorCommitTimeUpdater(IDatastore, double, double) - Constructor for class com.activeviam.risk.ref.cfg.datastore.triggers.SparseVectorCommitTimeUpdater

Will generate sparse vectors

SPOT_RATE - Static variable in class com.activeviam.risk.ref.services.impl.FXRates

SPRING_PROFILE - Static variable in class com.activeviam.risk.ref.cfg.impl.LocalContentServiceConfig

SPRING_PROFILE - Static variable in class com.activeviam.risk.ref.cfg.impl.RemoteContentServiceConfig

The name of the Spring profile that enables this configuration file

SPRING_PROFILE - Static variable in class com.activeviam.risk.ref.impl.EmbeddedActiveMonitorConfig

The name of the Spring profile that enables this configuration file

SPRING_PROFILE - Static variable in class com.activeviam.risk.ref.impl.RemoteActiveMonitorConfig

The name of the Spring profile that enables this configuration file

SQL_LITE - com.activeviam.risk.ref.migration.ADbMigration.DbType

startExtensions() - Method in class com.activeviam.risk.ref.impl.ActiveMonitorExtensionsConfig

startManager() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

Initialize and start the ActivePivot Manager, after performing all the injections into the ActivePivot plug-ins.

startMessengers() - Method in class com.activeviam.risk.starter.cfg.impl.RiskStarterConfig

This starter bean ensures that the messengers are started only after initial CSV loading has completed.

STATIC_SENSI_PILLARS - Static variable in class com.activeviam.risk.starter.cfg.impl.DataLoadControllerConfig

staticConfig(Properties) - Static method in class com.activeviam.risk.core.constants.RiskConstants

Temporary (pending config overhaul);

StaticResourcesHandler - Class in com.activeviam.risk.starter.cfg.impl

StaticResourcesHandler() - Constructor for class com.activeviam.risk.starter.cfg.impl.StaticResourcesHandler

status(Map<String, String>) - Method in interface com.activeviam.risk.ref.signoff.service.impl.ISignOffService

Requests the status of the supplied export tasks.

status(Map<String, String>) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffRestService

Retrieve statuses of export tasks.

status(Map<String, String>) - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffService

Requests the status of the supplied export tasks.

status(Map<String, String>) - Method in interface com.activeviam.risk.ref.signoff.service.ISignOffRestService

Retrieve statuses of export tasks.

STDEV_P - com.activeviam.risk.core.utils.MathFunctions.Metric

STDEV_S - com.activeviam.risk.core.utils.MathFunctions.Metric

stepDate(IActivePivot, IQueryCache, String, String, LocalDate, boolean) - Static method in class com.activeviam.risk.core.utils.MarketDataDates

stepDate(LocalDate) - Method in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

Step the as-of date forward or backwards according to AMarketDataPostProcessor.dateProperty.

stepDate(LocalDate, boolean) - Method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.AFXPostProcessor

STOP - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

store - Variable in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.pnl.impl.PnLFlatDatastoreDescriptionConfig

STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiFlatDatastoreDescriptionConfig

STORE_DATE_FIELD_FORMAT - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

STORE_EXPORT_MAX_ROWS_PROP - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

The configuration property for the store-level export maximum rows per file.

STORE_EXPORT_TYPE - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportConstants

Constant for the store export type.

storeBackedMaturityConverter() - Method in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

This will instantiate the duration service based on the pillar store.

StoreDescription(String, String, ICondition) - Constructor for class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter.StoreDescription

StoreDescription(String, String, String, String, String, String) - Constructor for class com.activeviam.risk.core.dates.impl.TenorUtils.StoreDescription

StoreFieldNames - Class in com.activeviam.risk.core.constants

List of field names used in datastore definition

StoreFieldNames() - Constructor for class com.activeviam.risk.core.constants.StoreFieldNames

StoreNames - Class in com.activeviam.risk.core.constants

List of store names

StoreQueryMaturityConverter - Class in com.activeviam.risk.core.dates.impl

Implementation of a maturity converter that queries a store for the number of days represented by a tenor.

StoreQueryMaturityConverter(Map<BucketType, StoreQueryMaturityConverter.StoreDescription>, IMaturityConverter) - Constructor for class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter

StoreQueryMaturityConverter.StoreDescription - Class in com.activeviam.risk.core.dates.impl

storesSecurity - Variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreRestStoresSecurityConfig

storesSecurityConfig - Variable in class com.activeviam.risk.ref.cfg.datastore.restapi.impl.DatastoreServiceConfiguration

the store security configuration

StoreUtils - Class in com.activeviam.risk.core.utils

Helper methods used for datastore operations

StoreUtils() - Constructor for class com.activeviam.risk.core.utils.StoreUtils

STRESSED_SET_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

STRESSED_SET_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

StringArrayFormatter - Class in com.activeviam.risk.core.format.impl

A formatter used to display all the elements in a string array/vector.

StringArrayFormatter() - Constructor for class com.activeviam.risk.core.format.impl.StringArrayFormatter

SUB_REGION - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

submissionFromDTO(PnLBookScalingDTO, IWhatIfDefinition) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

submissionFromDTO(PnLVectorScalingDTO, VectorIndexScalingWhatIfDefinition) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

submissionFromDTO(PnLVectorScalingDTO, IWhatIfDefinition) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

submissionFromDTO(PnLVectorSubstitutionDTO, List<PnLVectorSubstitutionWhatIfDefinition>) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorSubstitutionRestService

submissionFromDTO(SensiBookScalingDTO, IWhatIfDefinition) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

submissionFromDTO(SensiVectorScalingDTO, IWhatIfDefinition) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

submissionFromDTO(SensiVectorSubstitutionDTO, List<SensiSubstitutionWhatIfDefinition>) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

submissionManager - Variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

submissionName - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

submissionName - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

submissionName - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

submit(PnLBookScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

submit(PnLVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

submit(PnLVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

submit(PnLVectorSubstitutionDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorSubstitutionRestService

submit(SensiBookScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

submit(SensiVectorScalingDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

submit(SensiVectorSubstitutionDTO) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.IPnLBookScalingRestService

Submission method

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.IPnLScenarioScalingRestService

Submission method

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.IPnLVectorScalingRestService

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.IPnLVectorSubstitutionRestService

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.ISensiBookScalingRestService

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.ISensiVectorScalingRestService

submit(T) - Method in interface com.activeviam.risk.ref.rest.services.ISensiVectorSubstitutionRestService

submitBranchFromTree(String, List<ParentChildNode<?>>, String, String, LocalDate) - Method in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

This method provides a way to persist new branches created through the parent child service.

submitTreeUpdateForBranch(String, List<ParentChildNode<?>>, String, String, LocalDate) - Method in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

This method provides a way to persist data changes on a currently existing branch through the parent child service.

subVector(int, int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector.SparseRandomAccessVector

subVector(int, int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

SubVectorPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

This post processor is intended to add Vectors that are provided in several underlying measures

SubVectorPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.SubVectorPostProcessor

SUCCESSFUL - com.activeviam.risk.ref.signoff.service.utils.ExportStatus

SUM - com.activeviam.risk.core.utils.MathFunctions.Metric

SUMSQ - com.activeviam.risk.core.utils.MathFunctions.Metric

SumVectorPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

This post processor is intended to add Vectors that are provided in several underlying measures

SumVectorPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.SumVectorPostProcessor

T

TAIL_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

TAIL_VAE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

TAIL_VAE_INDEX - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

TAIL_VAR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

TAIL_VAR_INDEX - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

tailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

tailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AESPostProcessor

tailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AETGPostProcessor

tailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaEPostProcessor

tailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AVaRPostProcessor

tailMeasureCalc - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

tailMeasureCalc() - Method in class com.activeviam.risk.starter.cfg.impl.TailMeasureCalcConfig

TailMeasureCalc - Class in com.activeviam.risk.ref.calc.impl

Implementation of ATailMeasureCalc

TailMeasureCalc() - Constructor for class com.activeviam.risk.ref.calc.impl.TailMeasureCalc

TailMeasureCalcConfig - Class in com.activeviam.risk.starter.cfg.impl

TailMeasureCalcConfig() - Constructor for class com.activeviam.risk.starter.cfg.impl.TailMeasureCalcConfig

taskAssigner() - Method in class com.activeviam.risk.ref.cfg.impl.RiskActiveMonitorAppConfig

TAYLOR_VAR - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

TAYLOR_VAR_FOLDER - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

taylorVarCommonMetrics(ICopperContext, CopperMeasure) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

taylorVarMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

taylorVarMetrics(ICopperContext) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.CashGreekSensiCubeMeasureConfig

technicalUserDetailsService() - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

Creates and returns the technical users (one for ActivePivot Live, one for ActivePivot) that can be used to authenticate the connections from ActivePivot Live or ActivePivot

TENOR - com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder.SensiVectorType

TENOR - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_AND_MATURITY - com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder.SensiVectorType

TENOR_AND_MATURITY_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

TENOR_AND_MATURITY_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.utils.BucketConstants

Name of the property used to set the default value for tenors

TENOR_DATES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_DYNAMIC - com.activeviam.risk.core.dates.BucketType

TENOR_INDICES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_INPUT - com.activeviam.risk.core.dates.BucketType

TENOR_LABELS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_LEVEL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

TENOR_NUMBER_OF_DAYS - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_SENSITIVITY_NAME - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_SET - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TENOR_SET_DEFAULT - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

TENOR_SET_DEFAULT - Static variable in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

The default tenor set.

TENOR_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

tenorAndMaturityDefaultValue - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

The default value for tenor and maturity

tenorConverter - Variable in class com.activeviam.risk.core.dates.impl.SimpleMaturityConverter

TenorConverter30360 - Class in com.activeviam.risk.core.dates.impl

Legacy implementation of ITenorConverter.

TenorConverter30360(String) - Constructor for class com.activeviam.risk.core.dates.impl.TenorConverter30360

TenorExpandStringDebug - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to expand a sensitivity measure along the tenor hierarchy

TenorExpandStringDebug(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

TenorIndexCalculator - Class in com.activeviam.risk.ref.cfg.sensi.impl

Column calculator used to compute the tenor index

TenorIndexCalculator(String) - Constructor for class com.activeviam.risk.ref.cfg.sensi.impl.TenorIndexCalculator

tenorLevelInfo - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

tenorMaturitiesDatesHierarchies() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

tenorMaturitiesLabelsHierarchies() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.GreekSensiDescriptionConfig

TenorMaturityAndMoneynessExpand - Class in com.activeviam.risk.core.postprocessor.impl

Abstract post-processor used to expand a sensitivity vector along tenors, maturities and moneyness levels

TenorMaturityAndMoneynessExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessExpand

TenorMaturityAndMoneynessLadderExpand - Class in com.activeviam.risk.core.postprocessor.impl

Abstract post-processor used to expand a sensitivity ladder along tenors, maturities and moneyness levels

TenorMaturityAndMoneynessLadderExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessLadderExpand

TenorMaturityAndMoneynessStringDebugExpand - Class in com.activeviam.risk.core.postprocessor.impl

Post-processor used to expand a sensitivity along tenors and maturities levels

TenorMaturityAndMoneynessStringDebugExpand(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

TENORS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

TENORS_STORES - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

tenorsAnalysisLevel - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

tenorSets - Variable in class com.activeviam.risk.core.context.impl.DynamicTenorSets

the list of tenor sets

tenorSets - Variable in class com.activeviam.risk.core.context.impl.DynamicTenorSetsTranslator

tenorsFactLevels - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

tenorUtil - Variable in class com.activeviam.risk.core.postprocessor.impl.ATenorMaturityAndMoneynessExpand

tenorUtil - Variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

tenorUtil - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorExpandStringDebug

tenorUtil - Variable in class com.activeviam.risk.core.postprocessor.impl.TenorMaturityAndMoneynessStringDebugExpand

tenorUtil - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

tenorUtil() - Method in class com.activeviam.risk.starter.cfg.impl.MaturityConverterConfig

TenorUtils - Class in com.activeviam.risk.core.dates.impl

TenorUtils(Map<BucketType, TenorUtils.StoreDescription>, String) - Constructor for class com.activeviam.risk.core.dates.impl.TenorUtils

TenorUtils.StoreDescription - Class in com.activeviam.risk.core.dates.impl

TERM - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

THETA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

ThetaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

ThetaDescription(ThetaGreekSensiCubeMeasureConfig) - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.ThetaDescription

ThetaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

ThetaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, IMaturityConverter) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.ThetaGreekSensiCubeMeasureConfig

ThreadLocalDecimalFormat(String) - Constructor for class com.activeviam.risk.core.postprocessor.impl.PnLValuesPostProcessor.ThreadLocalDecimalFormat

Constructor.

time - Variable in class com.activeviam.risk.starter.logging.QFSFormatter

Current time

TIME_FORMAT - Static variable in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Format string to display time from a date

TIME_PATTERN - Static variable in class com.activeviam.risk.ref.signoff.service.utils.ExportRequestUtils

timePeriod - Variable in class com.activeviam.risk.core.context.impl.VaRTimePeriod

timePeriod() - Method in class com.activeviam.risk.core.postprocessor.impl.ACopperPostProcessor

TIMESTAMP_FORMATTER - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureNames

timestampFormatter - Variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

toDate(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in interface com.activeviam.risk.core.dates.IMaturityConverter

Convert tenorOrDate to a LocalDate.

toDate(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

toDate(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter

Convert tenorOrDate to a LocalDate.

toDays(String, String) - Static method in class com.activeviam.risk.core.utils.BucketingUtils

toFraction(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in interface com.activeviam.risk.core.dates.IMaturityConverter

Calculate a fraction between the asOfDate and the tenorOrDate.

toFraction(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

toFraction(IActivePivot, LocalDate, BucketType, String, String, List<Object>) - Method in class com.activeviam.risk.core.dates.impl.StoreQueryMaturityConverter

Calculate the days between the asOfDate and the tenorOrDate.

toFunctionIfNeeded(DataCubeContext, List<IInternalCopperMeasure>) - Method in class com.activeviam.risk.core.utils.CopperToService.ServiceOperator

toHierarchyInfo(IActivePivot, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toHierarchyInfo(IActivePivot, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfo(IActivePivot, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfo(IActivePivot, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfoByHierarchy(IActivePivot, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfoByHierarchy(IActivePivot, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfoMap(IActivePivot, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

toLevelInfoMap(IActivePivot, String, String) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

TopicConfig<I> - Class in com.activeviam.risk.ref.source.dataloadcontroller.impl

Implementation of SimpleSourceConfig.ITopicConfig which uses an optional wrapper for creating the message channel using the store message channel factory.

TopicConfig(String, String, ITuplePublisher<I>) - Constructor for class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

TopicConfig(String, String, ITuplePublisher<I>, Function<IStoreMessageChannelFactory<I, ?>, IMessageChannel<I, ?>>) - Constructor for class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

toPillarsExpandDebugStringPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

toPillarsExpandDebugStringPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

toPillarsExpandDebugStringPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

toPillarsExpandDebugStringPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

toPillarsExpandDebugStringPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

toPillarsExpandPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

toPillarsExpandPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

toPillarsExpandPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

toPillarsExpandPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

toPillarsExpandPostProcessor(CopperMeasure, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

toPillarsLadderExpandPostProcessor(CopperMeasure, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.A3DTypeSensiCubeMeasureConfig

toPillarsLadderExpandPostProcessor(CopperMeasure, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeSensiMeasureConfig

toPillarsLadderExpandPostProcessor(CopperMeasure, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AMatrixTypeSensiCubeMeasureConfig

toPillarsLadderExpandPostProcessor(CopperMeasure, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AScalarTypeSensiCubeMeasureConfig

toPillarsLadderExpandPostProcessor(CopperMeasure, String, String, String) - Method in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AVectorTypeSensiCubeMeasureConfig

topK(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Returns an iterator of a collection composed of the k biggest elements of the vector.

topKIndices(int) - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Return the k indices of the k biggest elements of the vector sorted in ascending order.

TopPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

A post-processor that goes "up" along a hierarchy to fetch the value of its underlying measure for parent (or higher level) members.

TopPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.TopPostProcessor

Constructor

toRandomAccessVector() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

toStatusString(int) - Method in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

Gets a name describing the status code.

toString() - Method in class com.activeviam.generator.tradesandbooks.builder.SeedBagBuilder

toString() - Method in class com.activeviam.generator.tradesandbooks.mdl.Cardinality

toString() - Method in enum com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

toString() - Method in enum com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

toString() - Method in class com.activeviam.risk.core.context.impl.EnableMDStringDebug

toString() - Method in class com.activeviam.risk.core.context.impl.ReferenceCurrency

toString() - Method in class com.activeviam.risk.core.context.impl.ReferenceLevelContextVal

toString() - Method in class com.activeviam.risk.core.dto.MaturityPillarsDTO

toString() - Method in class com.activeviam.risk.core.utils.ModifiedPillarSetOfPillar

toString() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillar

toString() - Method in class com.activeviam.risk.core.utils.PillarSetOfPillarTwo

toString() - Method in class com.activeviam.risk.core.utils.SinglePillarOnPillarSet

toString() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeFilterDefinition

toString() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeLevelDefinition

toString() - Method in class com.activeviam.risk.ref.signoff.service.dto.impl.CubeMeasureDefinition

toString() - Method in class com.activeviam.risk.ref.signoff.service.impl.SignOffProcessKey

toStringList(String[]) - Static method in class com.activeviam.risk.core.postprocessor.fxconversion.impl.FXMarketShiftPostProcessor

toStringList(String[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

toStringList(String[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.DataCountPostProcessor

toStringList(String[]) - Static method in class com.activeviam.risk.core.postprocessor.impl.MarketDataDynamicAggregationPostProcessor

toStringList(String[][], CharSequence) - Static method in class com.activeviam.risk.core.postprocessor.impl.AScalarPnLExplainPostProcessor

TRADE_ATTRIBUTE_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

TRADE_ATTRIBUTES__BOOK - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__BOOK - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__COUNTERPARTY_ID - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__COUNTERPARTY_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_CLASS - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_CLASS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_SUB_TYPE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_TYPE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__INSTRUMENT_TYPE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__LEGAL_ENTITY - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__LEGAL_ENTITY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__MATURITY_DATE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__MATURITY_DATE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__NOTIONAL - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__NOTIONAL - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__NOTIONAL_CCY - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__NOTIONAL_CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__SALES - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__SALES - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__TRADE_DATE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__TRADE_DATE - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__TRADE_ID - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

TRADE_ATTRIBUTES__TRADE_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__TRADER - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES__TRADER - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES__VAR_INCLUSION - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_ATTRIBUTES_DIMENSION - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

TRADE_ATTRIBUTES_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

TRADE_ATTRIBUTES_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

TRADE_ATTRIBUTES_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiSchemaDescriptionConfig

TRADE_ATTRIBUTES_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_DATE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TRADE_DATES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

TRADE_ID - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TRADE_PNL__CALCULATION_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__CCY - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__DOMAIN_1 - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__LIQUIDITY_HORIZON - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__PNL_VECTOR - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__RISK_CLASS - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__RISK_FACTOR - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__SCENARIO_SET - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__SENSITIVITY_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL__TRADE_ID - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNL_STORE_NAME - Static variable in class com.activeviam.risk.core.constants.StoreNames

TRADE_PNL_STORE_NAME - Static variable in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TRADE_PNLS_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

TRADE_STORE - Static variable in class com.activeviam.risk.ref.cfg.sensi.impl.SensiDatastoreDescriptionConfig

TRADE_VAR_INCLUSION_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

TradeAndBookGenerator - Class in com.activeviam.generator.tradesandbooks

TradeAndBookGenerator() - Constructor for class com.activeviam.generator.tradesandbooks.TradeAndBookGenerator

tradeAttributesDimension() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

tradeAttributesDimensionLight() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

tradeAttributesStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

TradeBookGeneratorBuilder - Class in com.activeviam.generator

TradeBookGeneratorBuilder() - Constructor for class com.activeviam.generator.TradeBookGeneratorBuilder

TRADER - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TRADERS_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.CommonDimensionsConfig

TRADES_COUNT - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

TRADES_GENERATION_FACTOR_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

TRADES_HIERARCHY - Static variable in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

TRADES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

TRADES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.SensiCubeDimensionsConfig

TRADES_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

TRADES_INPUT_FILE_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

TRADES_MAXNBLINES_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

TRADES_OUTPUT_FOLDER_PROP_TEMPLATE - Static variable in class com.activeviam.generator.PropertiesOutput

TRADES_SEED_FILES_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

TRADES_SEED_LOCATION_PROP - Static variable in class com.activeviam.generator.PropertiesOutput

TradeSeed - Class in com.activeviam.generator.tradesandbooks.mdl

TradeSeed(int, BookSeed) - Constructor for class com.activeviam.generator.tradesandbooks.mdl.TradeSeed

tradesInputsToMaxNbLines - Variable in class com.activeviam.generator.PropertiesOutput

tradesInputsToOutputs - Variable in class com.activeviam.generator.PropertiesOutput

tradesSeedLocation - Variable in class com.activeviam.generator.PropertiesOutput

tradeStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.pnl.impl.PnLDatastoreDescriptionConfig

tradeStoreDescription() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

transactionCommitted(IDatastoreVersion) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

transactionRolledBack() - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

transactionStarted(IDatastoreVersion, ITransactionInformation) - Method in class com.activeviam.risk.ref.parentchild.listeners.ParentHierarchyListener

Triplet - Class in com.activeviam.risk.core.utils

Triplet(Object, Object, Object) - Constructor for class com.activeviam.risk.core.utils.Triplet

TRUE - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

truncateOrSetWildCardsToLevel(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

truncateToLevel(ILocation, ILevelInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

truncateToLevelZero(ILocation, IHierarchyInfo) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

truncateToLevelZero(ILocation, Collection<IHierarchyInfo>) - Static method in class com.activeviam.risk.core.utils.PostProcessorUtils

tryISO8601Period(String) - Method in class com.activeviam.risk.core.dates.impl.PeriodActualTenorConverter

Try to parse the tenor as a ISO-8601 period

tryParseAsDate(String) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

Try converting tenorOrDate directly to a date by parsing it as a date.

tryParseAsDaysBetween(String) - Method in class com.activeviam.risk.core.dates.impl.AMaturityConverter

try converting tenorOrDate directly to the number of days by parsing it as a double.

tryParseAsDaysBetween(String) - Method in class com.activeviam.risk.core.dates.impl.TenorConverter30360

try converting tenorOrDate directly to a YearMonth

tuplePublisher - Variable in class com.activeviam.risk.ref.source.dataloadcontroller.impl.TopicConfig

tupleToString(Object[]) - Method in class com.activeviam.risk.ref.cfg.sensi.impl.ScalarMarketDataTuplePublisher

TYPE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

TYPE_HIERARCHY - Static variable in class com.activeviam.risk.core.constants.RiskConstants

TYPE_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.PnlCubeDimensionsConfig

TYPE_OF_MARKET_DATA - Static variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

typeOfMarketData - Variable in class com.activeviam.risk.core.postprocessor.impl.AMarketDataPostProcessor

TYPES - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

U

unboxing - Variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

UNBOXING_NEEDED - Static variable in class com.activeviam.risk.core.postprocessor.impl.MarketDataDebugStringPostProcessor

UnderlyingMeasureSelectorPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Returns the valid measure at the given location, between the tenor expansion or the dynamically bucketed value.

UnderlyingMeasureSelectorPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.UnderlyingMeasureSelectorPostProcessor

UNEXPLAINED_PNL_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

unprefixTable(String) - Method in class com.activeviam.risk.ref.migration.ADbMigration

Removes newly prefixed tables to get the old name.

UPDATE_TIMESTAMP - Static variable in class com.activeviam.risk.core.constants.MeasureConstants

updateColumnTypes() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Updates column types for attributes that were misusing "columnDefinition" attribute of Column.

updateEntries(Map<String, Object>) - Method in class com.activeviam.risk.ref.whatif.definition.impl.ParentChildWhatIfDefinition

updateEntries(Map<String, Object>) - Method in class com.activeviam.risk.ref.whatif.definition.impl.PnLVectorSubstitutionWhatIfDefinition

updateEntries(Map<String, Object>) - Method in class com.activeviam.risk.ref.whatif.definition.impl.SensiSubstitutionWhatIfDefinition

updateEntries(Map<String, Object>) - Method in class com.activeviam.risk.ref.whatif.definition.impl.VectorIndexScalingWhatIfDefinition

updateEntries(Map<String, Object>) - Method in class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

updateGeneratedIds() - Method in class com.activeviam.risk.ref.migration.ActiveMonitorDbMigration

Updates definitions for columns with generated ids.

UpdateParameterWorkflowUnit - Class in com.activeviam.risk.ref.workflows.units.impl

UpdateParameterWorkflowUnit() - Constructor for class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

updateParentChildFromTree(String, String, String, String) - Method in class com.activeviam.risk.ref.whatif.rest.services.impl.ParentChildRestfulService

This method provides a way to update a current branch with tree changes.

updateParentChildFromTree(String, String, String, LocalDate, ParentChildNode<?>) - Method in class com.activeviam.risk.ref.parentchild.service.ParentChildService

This method provides a way to update a currently existing branch with changes.

USDateTimeFormatterLocale - Class in com.activeviam.risk.core.dates.impl

The US Locale for DateTimeFormatter calls.

USDateTimeFormatterLocale() - Constructor for class com.activeviam.risk.core.dates.impl.USDateTimeFormatterLocale

USE_D2D_PROPERTY - Static variable in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

useAnonymous - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

Set to true to allow anonymous access

useAWS() - Method in class com.activeviam.generator.GeneratorArgs

useD2D - Variable in class com.activeviam.risk.core.postprocessor.impl.AsOfDateNeighbourValuePostProcessor

USER_ACTIVEMONITOR - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

userDetailsService() - Method in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

USERS - Static variable in class com.activeviam.risk.cfg.security.impl.ASecurityConfig

UTCTimestampFormatter - Class in com.activeviam.risk.core.format.impl

Custom formatter used for UTC timestamps

UTCTimestampFormatter() - Constructor for class com.activeviam.risk.core.format.impl.UTCTimestampFormatter

UTILITY_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

V

vae(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Description with parameterizable confidence level

vae(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Description with fixed confidence level

VAE - com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

VAE - com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

VAE - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

VAE - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_CONFIDENCE_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of VaE confidence level

VAE_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAE_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_PARAMETRIC - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAE_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VAE_W - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

VAE_WEIGHTED - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VAE_WEIGHTED_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VaEConfidenceLevel - Class in com.activeviam.risk.core.context.impl

VaE confidence level

VaEConfidenceLevel() - Constructor for class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

VaEConfidenceLevel(double) - Constructor for class com.activeviam.risk.core.context.impl.VaEConfidenceLevel

Constructor

VaEConfidenceLevelTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for VaE confidence level.

VaEConfidenceLevelTranslator() - Constructor for class com.activeviam.risk.core.context.impl.VaEConfidenceLevelTranslator

VaEConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

VaEConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

vaeIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Calculate the incremental VaR between two measures

vaeIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Calculate the incremental VaE between two measures

vaeIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Calculates the indices for a given PnL vector.

vaeIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

Calculates the indices for a given PnL vector.

VaEIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.

VaEIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VaEIndicesPostProcessor

vaeLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

vaeLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

VaEPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaE for a given PnL vector and confidence level.

VaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VaEPostProcessor

vaeQuantile - Variable in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

vaeQuantile() - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaEPostProcessor

validate(IRepositoryService) - Method in class com.activeviam.risk.ref.workflows.units.impl.UpdateParameterWorkflowUnit

Validates changes previously put as pending.

validate(String, String) - Method in class com.activeviam.generator.SimpleCSVGeneratorFromSeeds.PathParameterValidator

validateArgs(String[], GeneratorArgs) - Static method in class com.activeviam.generator.GeneratorArgs

value - Variable in class com.activeviam.risk.core.utils.MarketPrice

VALUE - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

VALUE_AT_EARNING_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaEConfiguration

VALUE_AT_EARNING_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

VALUE_AT_EARNING_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VALUE_AT_RISK_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VALUE_CCY - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

valueOf(String) - Static method in enum com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder.SensiVectorType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.constants.SensitivityType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.dates.BucketType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.utils.MathFunctions.Metric

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.ref.migration.ADbMigration.DbType

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.ref.signoff.service.utils.ExportStatus

Returns the enum constant of this type with the specified name.

valueOf(String) - Static method in enum com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

Returns the enum constant of this type with the specified name.

values() - Static method in enum com.activeviam.generator.tradesandbooks.builder.SensitivityVectorBuilder.SensiVectorType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.constants.SensitivityType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.dates.BucketType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.services.IMarketDataRetrievalService.MarketType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.utils.MathFunctions.Metric

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.core.utils.PublisherUtils.GreekDimensionType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.ref.migration.ADbMigration.DbType

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.ref.signoff.service.utils.ExportStatus

Returns an array containing the constants of this enum type, in the order they are declared.

values() - Static method in enum com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

Returns an array containing the constants of this enum type, in the order they are declared.

VANNA - com.activeviam.risk.core.constants.SensitivityType

VANNA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

VannaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

VannaDescription() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VannaDescription

VannaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

VannaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VannaGreekSensiCubeMeasureConfig

var(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Description with parametrized confidence level confidence level

var(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Description with fixed confidence level

VAR - com.activeviam.risk.core.calc.ITailMeasureCalc.CalcType

VAR - com.activeviam.risk.core.calc.IWeightedTailMeasureCalc.CalcType

VAR - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

VAR - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_99_LIMIT - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

VAR_CONFIDENCE_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of VaR confidence level

VAR_DOMAIN - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

VAR_FOLDER - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_FX_RATE - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_FX_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_IMPORT_FILE_PATTERN - Static variable in class com.activeviam.risk.ref.constants.RiskProperties

VAR_INCLUSION - Static variable in class com.activeviam.risk.core.constants.StoreFieldNames

VAR_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_OFFICAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

VAR_P - com.activeviam.risk.core.utils.MathFunctions.Metric

VAR_PARAMETRIC - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_S - com.activeviam.risk.core.utils.MathFunctions.Metric

VAR_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_SUB_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_SUB_WITH_FX - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VAR_UNEXPLAIN - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

VAR_UNEXPLAINED_VECTOR - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.MRACombinedCube

VAR_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

VAR_W - com.activeviam.risk.starter.cfg.pivot.builders.var.MetricConfiguration.MetricKind

VAR_WEIGHTED - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_INCREMENTAL - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_INCREMENTAL_BOOK_HIERARCHY - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_INCREMENTAL_TRADES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_INDICES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_SCENARIO_NAMES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

VAR_WEIGHTED_VALUES - Static variable in class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

varAggregatedConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

VaRAggregatedDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaR stores descriptions

VaRAggregatedDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

VaRConfidenceLevel - Class in com.activeviam.risk.core.context.impl

VaR confidence level

VaRConfidenceLevel() - Constructor for class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

VaRConfidenceLevel(double) - Constructor for class com.activeviam.risk.core.context.impl.VaRConfidenceLevel

Constructor

VaRConfidenceLevelTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for VaR confidence level.

VaRConfidenceLevelTranslator() - Constructor for class com.activeviam.risk.core.context.impl.VaRConfidenceLevelTranslator

varConfiguration() - Method in class com.activeviam.risk.ref.cfg.impl.AggregateProviderConfig

VaRConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

VaRConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.VaRConfiguration

varCsvSourceConfig() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

varCsvSourceConfig() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

varCubeDescription(IMessengerDefinition) - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

VaRDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaR stores descriptions

VaRDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

VARES_SCHEMA_NAME - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

VarESCubeConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of VaR/ES cube

VarESCubeConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

VarESCubeDimensionsConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of VaR/ES cube dimensions

VarESCubeDimensionsConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeDimensionsConfig

VarESCubeKpisConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of VaR/ES KPIs

VarESCubeKpisConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeKpisConfig

VarESCubeMeasureBuilders - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

Helper methods for the definition of VaR and ES measures

VarESCubeMeasureBuilders(CopperVaRPostProcessors, CopperESPostProcessors, CopperETGPostProcessor, CopperVaEPostProcessor, CopperWVaRPostProcessor, CopperWEsPostProcessor, CopperWEtgPostProcessors, CopperWVaEPostProcessors, IncrementalMeasureConfig) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.VarESCubeMeasureBuilders

VarESCubeMeasuresConfig - Class in com.activeviam.risk.starter.cfg.pivot.impl

Definition of VaR/ES measures

VarESCubeMeasuresConfig() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

varEsCubeName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

VaRESDefaultMandateJsonString - Static variable in class com.activeviam.generator.MandateGenerator

varEsSchemaName() - Method in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeConfig

varFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

VaRFlatDatastoreDescriptionConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaR stores descriptions

VaRFlatDatastoreDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

varFlatFilePatterns() - Method in class com.activeviam.risk.ref.cfg.impl.SourcePatternsConfig

variance() - Method in class com.activeviam.risk.core.vector.impl.ReadOnlySparseVector

Variance of a vector contains the arithmetic variance of its components.

VARIANCE_TO_VOLATILITY - Static variable in class com.activeviam.risk.starter.utils.InterpolationConfiguration

varianceToVolatilityFunction() - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

VaRImportSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaRImportSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRImportSchemaDescriptionConfig

VaRImportSourceConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaR source configuration

VaRImportSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRImportSourceConfig

varIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Calculate the incremental VaR between two measures

varIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Calculate the incremental VaR between two measures

varIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Calculates the VaR indices for a given PnL vector.

varIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

Calculates the VaR indices for a given PnL vector.

VaRIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.

VaRIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VaRIndicesPostProcessor

varLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

varLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

VaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaR for a given PnL vector and confidence level.

VaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VaRPostProcessor

vaRPostProcessors - Variable in class com.activeviam.risk.starter.cfg.pivot.builders.sensi.AGreekSensiCubeMeasureConfig

varQuantile - Variable in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

varQuantile() - Method in class com.activeviam.risk.core.postprocessor.impl.CopperVaRPostProcessors

VaRSchemaDescriptionConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaRSchemaDescriptionConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRSchemaDescriptionConfig

varSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRImportSchemaDescriptionConfig

varSchemaSelectionDescription() - Method in class com.activeviam.risk.ref.cfg.var.impl.VaRSchemaDescriptionConfig

VaRSourceConfig - Class in com.activeviam.risk.ref.cfg.var.impl

VaR source configuration

VaRSourceConfig() - Constructor for class com.activeviam.risk.ref.cfg.var.impl.VaRSourceConfig

varStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

varStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

varStoreDescriptions() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

varStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRAggregatedDatastoreDescriptionConfig

varStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRDatastoreDescriptionConfig

varStoreReferences() - Static method in class com.activeviam.risk.ref.cfg.var.impl.VaRFlatDatastoreDescriptionConfig

VaRSubVectorPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Generates a sub-vector based on indices from context values.

VaRSubVectorPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VaRSubVectorPostProcessor

VaRTimePeriod - Class in com.activeviam.risk.core.context.impl

VaR confidence level

VaRTimePeriod() - Constructor for class com.activeviam.risk.core.context.impl.VaRTimePeriod

VaRTimePeriod(double) - Constructor for class com.activeviam.risk.core.context.impl.VaRTimePeriod

Constructor

VaRTimePeriodTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for VaR confidence level.

VaRTimePeriodTranslator() - Constructor for class com.activeviam.risk.core.context.impl.VaRTimePeriodTranslator

VECTOR_QUALITY - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

VectorAggregationPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Aggregates a vector.

VectorAggregationPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VectorAggregationPostProcessor

VectorIndexScalingWhatIfDefinition - Class in com.activeviam.risk.ref.whatif.definition.impl

VectorIndexScalingWhatIfDefinition(String, String, String, ICondition, String, double, ArrayList<Integer>) - Constructor for class com.activeviam.risk.ref.whatif.definition.impl.VectorIndexScalingWhatIfDefinition

vectorInterpolation - Variable in class com.activeviam.risk.ref.services.impl.AMarketDataRetrievalService

VectorMetricPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

VectorMetricPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.VectorMetricPostProcessor

Constructor

VectorScalingWhatIfDefinition - Class in com.activeviam.risk.ref.whatif.definition.impl

VectorScalingWhatIfDefinition(String, String, ICondition, String, double) - Constructor for class com.activeviam.risk.ref.whatif.definition.impl.VectorScalingWhatIfDefinition

VEGA - com.activeviam.risk.core.constants.SensitivityType

VEGA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

VegaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

VegaDescription() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VegaDescription

VegaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

VegaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VegaGreekSensiCubeMeasureConfig

verifyFolder(String) - Method in class com.activeviam.risk.ref.cfg.impl.ACSVSourceConfig

Verify that a folder is valid

VersionSecurityConfigurer() - Constructor for class com.activeviam.risk.starter.cfg.impl.SecurityConfig.VersionSecurityConfigurer

VOLATILITY_TO_VARIANCE - Static variable in class com.activeviam.risk.starter.utils.InterpolationConfiguration

volatilityToVarianceFunction() - Method in class com.activeviam.risk.starter.utils.InterpolationConfiguration

VOLGA - com.activeviam.risk.core.constants.SensitivityType

VOLGA_SENSI_TYPE - Static variable in class com.activeviam.risk.core.constants.SensitivitiesConstants

VolgaDescription - Class in com.activeviam.risk.starter.cfg.pivot.impl.greek.description

VolgaDescription() - Constructor for class com.activeviam.risk.starter.cfg.pivot.impl.greek.description.VolgaDescription

VolgaGreekSensiCubeMeasureConfig - Class in com.activeviam.risk.starter.cfg.pivot.builders.sensi

VolgaGreekSensiCubeMeasureConfig(String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String, String) - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.sensi.VolgaGreekSensiCubeMeasureConfig

W

WARNING - Static variable in class com.activeviam.risk.ref.workflows.units.impl.MonitorEventWorkflowUnit

WEEK - Static variable in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

WEEK - Static variable in class com.activeviam.risk.core.dates.impl.TenorConverter30360

WEIGHTED - Static variable in class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

WEIGHTED_VAR_LAMBDA_DEFAULT_VALUE - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Default value of weighted VaR lambda value

WEIGHTED_VAR_PNL_OLDEST_FIRST - Static variable in class com.activeviam.risk.core.constants.RiskConfigProperties

Flag for weighted measures to specify whether the historical PnL vectors input contain the oldest PnL data at index 0 (in that case the flag is set to: true) or whether it contains the most recent PnL data at index 0 (in that case the flag is set to: false)

WeightedESConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

WeightedESConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedESConfiguration

WeightedESIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the ES index (or indices if we are interpolating) for a given PnL vector and confidence level.

WeightedESIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedESIndicesPostProcessor

WeightedESPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the weighted ES for a given PnL vector and confidence level.

WeightedESPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedESPostProcessor

WeightedETGConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

WeightedETGConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedETGConfiguration

WeightedETGIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the ETG index (or indices if we are interpolating) for a given PnL vector and confidence level.

WeightedETGIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedETGIndicesPostProcessor

WeightedETGPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the weighted ETG for a given PnL vector and confidence level.

WeightedETGPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedETGPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.ACopperWPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedESPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedETGPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaEPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.core.postprocessor.impl.AWeightedVaRPostProcessor

weightedTailMeasureCalc - Variable in class com.activeviam.risk.ref.cfg.impl.RiskPostProcessorConfig

weightedTailMeasureCalc() - Method in class com.activeviam.risk.starter.cfg.impl.TailMeasureCalcConfig

WeightedTailMeasureCalc - Class in com.activeviam.risk.ref.calc.impl

WeightedTailMeasureCalc() - Constructor for class com.activeviam.risk.ref.calc.impl.WeightedTailMeasureCalc

WeightedVaEConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

WeightedVaEConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaEConfiguration

WeightedVaEIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaE index (or indices if we are interpolating) for a given PnL vector and confidence level.

WeightedVaEIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedVaEIndicesPostProcessor

WeightedVaEPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the weighted VaE for a given PnL vector and confidence level.

WeightedVaEPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedVaEPostProcessor

WeightedVaRConfiguration - Class in com.activeviam.risk.starter.cfg.pivot.builders.var

WeightedVaRConfiguration() - Constructor for class com.activeviam.risk.starter.cfg.pivot.builders.var.WeightedVaRConfiguration

WeightedVaRIndicesPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the VaR index (or indices if we are interpolating) for a given PnL vector and confidence level.

WeightedVaRIndicesPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedVaRIndicesPostProcessor

WeightedVaRLambda - Class in com.activeviam.risk.core.context.impl

Weighted VaR lambda context value

WeightedVaRLambda() - Constructor for class com.activeviam.risk.core.context.impl.WeightedVaRLambda

WeightedVaRLambda(double) - Constructor for class com.activeviam.risk.core.context.impl.WeightedVaRLambda

Constructor

WeightedVaRLambdaTranslator - Class in com.activeviam.risk.core.context.impl

Context value translator for weighted VaR lambda value.

WeightedVaRLambdaTranslator() - Constructor for class com.activeviam.risk.core.context.impl.WeightedVaRLambdaTranslator

WeightedVaRPostProcessor - Class in com.activeviam.risk.core.postprocessor.impl

Computes the weighted VaR for a given PnL vector and confidence level.

WeightedVaRPostProcessor(String, IPostProcessorCreationContext) - Constructor for class com.activeviam.risk.core.postprocessor.impl.WeightedVaRPostProcessor

WeightedVaRRounding - Class in com.activeviam.risk.core.calc.impl

This class provides wighted rounding calculation formula

WeightedVaRRounding() - Constructor for class com.activeviam.risk.core.calc.impl.WeightedVaRRounding

wEs(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

Description with parametrized confidence level confidence level

wEs(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

Description with parametrized confidence level confidence level

wEsIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

Calculate the incremental ETG between two measures

wEsIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

Calculate the incremental ES between two measures

wEsIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

wEsIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

wEsLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

wEsLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEsPostProcessor

wEtg(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

Description with parametrized confidence level confidence level

wEtg(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

Description with parametrized confidence level confidence level

wEtgIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

Calculate the incremental ETG between two measures

wEtgIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

Calculate the incremental ETG between two measures

wEtgIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

wEtgIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

wEtgLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

wEtgLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWEtgPostProcessors

WHAT_IF_BRANCH_PREFIX - Static variable in class com.activeviam.risk.ref.whatif.cfg.RiskWhatIfWorkflow

WhatIfConfig - Class in com.activeviam.risk.ref.whatif.cfg

WhatIfConfig() - Constructor for class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

WhatIfConflictManager - Class in com.activeviam.risk.ref.whatif.cfg

WhatIfConflictManager() - Constructor for class com.activeviam.risk.ref.whatif.cfg.WhatIfConflictManager

whatIfDatastoreSubmissionManager(IDatastoreConfig) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

whatIfEngine(IDatastoreConfig) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

whatIfIdGenerator() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

whatIfManagerService - Variable in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

whatIfManagerService(IDatastoreConfig) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

WhatIfRestConfig - Class in com.activeviam.risk.ref.whatif.cfg

WhatIfRestConfig() - Constructor for class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

whatIfRestService - Variable in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

whatIfRestService(IDatastoreConfig) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

whatIfSecurityManager() - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

WhatIfSecurityManager - Class in com.activeviam.risk.ref.whatif.cfg

WhatIfSecurityManager() - Constructor for class com.activeviam.risk.ref.whatif.cfg.WhatIfSecurityManager

whatIfWorkflow - Variable in class com.activeviam.risk.ref.parentchild.submitter.BookParentChildWhatIfSubmitter

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.cfg.WhatIfRestConfig

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLBookScalingRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLScenarioScalingRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorScalingRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.PnLVectorSubstitutionRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiBookScalingRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorScalingRestService

whatIfWorkflow - Variable in class com.activeviam.risk.ref.whatif.rest.services.impl.SensiVectorSubstitutionRestService

whatIfWorkflow(IDatastoreConfig) - Method in class com.activeviam.risk.ref.whatif.cfg.WhatIfConfig

WILDCARD_PATH - Static variable in class com.activeviam.risk.core.postprocessor.impl.DynamicTenorsAndMaturitiesPostProcessor

wireSelectionListeners() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

wireSelectionListenersDummy() - Method in class com.activeviam.risk.ref.parentchild.cfg.ParentChildListenersConfig

withCategory(String) - Method in class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

withCategory(String) - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.BookHierarchyBuilder

withContextValue(String, String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.ConfigurableBuilder

Sets a - flat - context value for this monitor execution.

withDescription(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.DescriptiveBuilder

Sets an optional description for the monitor.

withDesk(boolean) - Method in class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

withDesk(String) - Method in class com.activeviam.risk.ref.parentchild.builders.BookNodeBuilder

withDesk(String) - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.BookHierarchyBuilder

withFilter(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.FilterableBuilder

Sets an optional filter for the monitor, or null to have no filter at all.

withLeaf(String) - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

withLevel(String) - Method in class com.activeviam.risk.ref.parentchild.hierarchy.builders.HierarchyBuilder

withName(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder

Sets the name of the monitor

withName(String) - Method in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

withParent(String) - Method in class com.activeviam.risk.ref.parentchild.builders.ParentChildNodeBuilder

withQuery(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.QueryableBuilder

Sets the MDX query to run for monitoring.

withWorkflowSchema(String) - Method in class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.WorkflowMissing

Sets the workflow schema to use for this monitor.

WorkflowMissing() - Constructor for class com.activeviam.risk.ref.monitors.impl.KpiMonitorBuilder.WorkflowMissing

WORST_SCENARIO - Static variable in class com.activeviam.risk.starter.cfg.pivot.impl.VarESCubeMeasuresConfig

writeData(byte[]) - Method in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

writeData(List<List<String>>) - Method in interface com.activeviam.generator.filewriter.IDataFileWriter

writeData(List<List<String>>) - Method in class com.activeviam.generator.filewriter.impl.ADataFileWriter

writeData(List<List<String>>) - Method in class com.activeviam.generator.filewriter.impl.aws.AwsDataFileWriter

writeData(List<List<String>>) - Method in class com.activeviam.generator.filewriter.impl.local.LocalDataFileWriter

writeDataMaxLines(List<List<String>>) - Method in interface com.activeviam.generator.filewriter.IDataFileWriter

writeDataMaxLines(List<List<String>>) - Method in class com.activeviam.generator.filewriter.impl.ADataFileWriter

writeFile(String, List<List<String>>) - Static method in class com.activeviam.generator.tradesandbooks.files.Files

wVae(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

Description with parametrized confidence level confidence level

wVae(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

Description with parametrized confidence level confidence level

wVaeIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

Calculate the incremental VaE between two measures

wVaeIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

Calculate the incremental VaE between two measures

wVaeIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

wVaeIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

wVaeLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

wVaeLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaEPostProcessors

wVar(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

Description with parametrized confidence level confidence level

wVar(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

Description with parametrized confidence level confidence level

wVarIncremental(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

Calculate the incremental VaR between two measures

wVarIncremental(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

Calculate the incremental VaR between two measures

wVarIndices(CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

wVarIndices(CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

wVarLEstimator(CopperMeasure, CopperMeasure) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

wVarLEstimator(CopperMeasure, CopperMeasure, double) - Method in class com.activeviam.risk.core.postprocessor.impl.CopperWVaRPostProcessor

Y

YEAR - Static variable in class com.activeviam.risk.core.dates.impl.LegacyTenorConverter

YEAR - Static variable in class com.activeviam.risk.core.dates.impl.TenorConverter30360

YEAR_MONTH - Variable in class com.activeviam.risk.core.dates.impl.TenorConverter30360

YEARLY - Static variable in class com.activeviam.risk.ref.cfg.impl.ProductControlDatastoreCustomisations

yesterday(String, String, String, String, String, String, ICopperContext) - Static method in class com.activeviam.risk.starter.cfg.pivot.impl.DayToDayMetric

YTD_PNL_FX - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

YTD_PNL_NATIVE - Static variable in class com.activeviam.risk.ref.cfg.pivot.impl.ProductControlMeasuresConfig

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