On the Psalms, Calvin wrote: “although David speak of himself in this Psalme: yit he speaketh not as a common person, but as one that beareth the person of Christ, bicause he was the universall pattern of the whole Churche: and the same is a thing worth the marking, too the intent eche of us may frame himselfe too susteine like lotte. For like as it behoved the thing too bee substauncially fulfilled in Christ, which was begun in David: so must it of necessitie come to pass in every one of its members.”

That is: The Psalms speak of David (literal), who typifies Christ (allegorical), with the believer, as a member of the body, included within the fulfillment (tropological). All he’s missing is anagogy.