Package cdm.base.datetime.daycount.functions

Class YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault

java.lang.Object

cdm.base.datetime.daycount.functions.YearFraction.YearFractionACT_ACT_ISDA

cdm.base.datetime.daycount.functions.YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

YearFraction.YearFractionACT_ACT_ISDA

public static class YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault
extends YearFraction.YearFractionACT_ACT_ISDA

Nested Class Summary

Nested classes/interfaces inherited from class cdm.base.datetime.daycount.functions.YearFraction.YearFractionACT_ACT_ISDA

YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault

Field Summary

Fields inherited from class cdm.base.datetime.daycount.functions.YearFraction.YearFractionACT_ACT_ISDA

dateDifference, leapYearDateDifference

Constructor Summary

Constructors

Constructor	Description
YearFractionACT_ACT_ISDADefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal result, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	daysInLeapYearPeriod(DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	daysInNonLeapPeriod(DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	daysInPeriod(DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)
protected BigDecimal	doEvaluate(DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date startDate, com.rosetta.model.lib.records.Date endDate, com.rosetta.model.lib.records.Date terminationDate, Integer periodsInYear)

Methods inherited from class cdm.base.datetime.daycount.functions.YearFraction.YearFractionACT_ACT_ISDA

evaluate

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.rosetta.model.lib.functions.RosettaFunction

toBuilder, toBuilder, toBuilder

Constructor Details

YearFractionACT_ACT_ISDADefault

public YearFractionACT_ACT_ISDADefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)

Specified by:

doEvaluate in class YearFraction.YearFractionACT_ACT_ISDA

assignOutput

protected BigDecimal assignOutput(BigDecimal result,
 DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)

daysInPeriod

protected com.rosetta.model.lib.mapper.MapperS<Integer> daysInPeriod(DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)

Specified by:

daysInPeriod in class YearFraction.YearFractionACT_ACT_ISDA

daysInLeapYearPeriod

protected com.rosetta.model.lib.mapper.MapperS<Integer> daysInLeapYearPeriod(DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)

Specified by:

daysInLeapYearPeriod in class YearFraction.YearFractionACT_ACT_ISDA

daysInNonLeapPeriod

protected com.rosetta.model.lib.mapper.MapperS<Integer> daysInNonLeapPeriod(DayCountFractionEnum dayCountFractionEnum,
 com.rosetta.model.lib.records.Date startDate,
 com.rosetta.model.lib.records.Date endDate,
 com.rosetta.model.lib.records.Date terminationDate,
 Integer periodsInYear)

Specified by:

daysInNonLeapPeriod in class YearFraction.YearFractionACT_ACT_ISDA