Interface SensitivityCsvInfoSupplier

  • public interface SensitivityCsvInfoSupplier
    Resolves additional information when parsing sensitivity CSV files.

    Data loaded from a CSV may contain additional information that needs to be captured. This plugin point allows the additional CSV columns to be parsed and captured.

    • Method Detail

      • standard

        static SensitivityCsvInfoSupplier standard()
        Obtains an instance that uses the standard set of reference data.
        the loader
      • headers

        default java.util.List<java.lang.String> headers​(CurveSensitivities curveSens)
        Checks if the column header is an info column that this resolver will parse.
        curveSens - the curve sensitivities to output
        the list of additional headers
      • values

        default java.util.List<java.lang.String> values​(java.util.List<java.lang.String> additionalHeaders,
                                                        CurveSensitivities curveSens,
                                                        CurrencyParameterSensitivity paramSens)
        Gets the values associated with the headers.

        This must return a list of the same size as additionalHeaders where each element in the list is the value for the matching header.

        This will be invoked once for each CurrencyParameterSensitivity in the CurveSensitivities.

        additionalHeaders - the additional headers
        curveSens - the curve sensitivities to output
        paramSens - the parameter sensitivities to output
        the value for the specified header, not null