Migration notes 1.0

Documentation Index

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Migrate to 1.0.1

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Summary

• API changes
• Behavior changes

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API changes

• IInterpolationService and ICachingInterpolationService no longer throw ActiveViamException.
• The MarketDataMeasureBuilderHelper instance variables are now private.
• The AContextualMarketDataRetriever#createCacheKey method now has a MarketDataRetrieverContext object as a parameter.
• Caching method parameters and variables have changed from IQueryCache and Object to ConcurrentMap and CompositeKey. The IQueryCache to ConcurrentMap change should not require any migration.

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Behavior changes

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Migrate to 1.0.0

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Summary

• API changes
• Behavior changes

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API changes

• Coordinates are now Object[] instead of List<Object> throughout the module. The following classes have been updated to bind to the correct generics:
  • Coordinate translators
  • Retrievers
• The executeRetrieval(C translatedCoordinates) and generateMarketData(C translatedCoordinates, MarketDataRetrievalContext context) methods in AContextualMarketDataRetriever have been renamed to doGetMarketData(C translatedCoordinates) and doGetMarketData(C translatedCoordinates, MarketDataRetrieverContext context) respectively. The default behavior has changed as follows:
  • getMarketData(C coordinates, MarketDataRetrievalContext context) handles key translation and caching and calls doGetMarketData(C translatedCoordinates, MarketDataRetrieverContext context).
  • doGetMarketData(C translatedCoordinates, MarketDataRetrieverContext context) calls doGetMarketData(C translatedCoordinates).
  • doGetMarketData(C translatedCoordinates) is abstract.
  • For extensions, the expectation is to:
    • implement doGetMarketData(C translatedCoordinates) for custom behavior that doesn’t require the context.
    • implement both methods when the context is required. The SingleContextualMarketDataRetriever implements doGetMarketData(Object[] translatedCoordinates) as a simple call to retriever.getMarketData(translatedCoordinates).
• Removed all 3-axis interpolation interfaces and implementations:
  • 3-axis market data representation (ICubeMarketData, CubeMarketData, CubeInterpolationData).
  • Trivariate interpolators and their factories (ITrivariate, TricubicInterpolator, ITricubicInterpolatorFactory, ITrilinearInterpolatorFactory, TricubicInterpolatorFactory, TrilinearInterpolatorFactory).
  • Interpolating retrievers (InterpolatingCubeContextualMarketDataRetriever).
  • Configuration classes (TricubicInterpolatorConfig, TrilinearInterpolatorConfig).
• Removed retriever factories for all types of market data except FX retrieval.
• Added the generic retriever type to the signature of APropertyMarketDataPostProcessor<T extends IDefaultMarketDataRetriever> to bind the container to a specific type.
• Builders have been removed from post-processors: instead of static methods present in the post-processor classes themselves, separate classes have been created to build post-processed measures. Examples on how to use the new builders can be found in this page: Market data post-processors
• The FX pivot currency is now injected into the FX post-processors via the setPivotCurrency rather than added as a property.

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Behavior changes

• All support for cube market data interpolation has been removed in:
  • market data retrieval.
  • the interpolation services.
  • the API.