Package cdm.base.datetime.daycount.functions

Class YearFraction.YearFractionACT_ACT_ISDA

java.lang.Object

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

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault

Enclosing class:

YearFraction

public abstract static class YearFraction.YearFractionACT_ACT_ISDA
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	YearFraction.YearFractionACT_ACT_ISDA.YearFractionACT_ACT_ISDADefault

Field Summary

Fields

Modifier and Type	Field	Description
protected DateDifference	dateDifference
protected LeapYearDateDifference	leapYearDateDifference

Constructor Summary

Constructors

Constructor	Description
YearFractionACT_ACT_ISDA()

Method Summary

Modifier and Type	Method	Description
protected abstract 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 abstract 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 abstract 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 abstract 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)
BigDecimal	evaluate(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 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

Field Details

dateDifference

@Inject
protected DateDifference dateDifference

leapYearDateDifference

@Inject
protected LeapYearDateDifference leapYearDateDifference

Constructor Details

YearFractionACT_ACT_ISDA

public YearFractionACT_ACT_ISDA()

Method Details

evaluate

public BigDecimal evaluate(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)

Parameters:

dayCountFractionEnum - The day count fraction to use

startDate - The start date of the range for which the year fraction is required

endDate - The end date of the range for which the year fraction is required

terminationDate - The termination date of the payout; this is needed for some day count fractions

periodsInYear - The number of periods in a year in the payout; this is needed for some day count fractions

Returns:

result The fraction of a year represented by period from the startDate to the endDate

doEvaluate

protected abstract 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)

daysInPeriod

protected abstract 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)

daysInLeapYearPeriod

protected abstract 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)

daysInNonLeapPeriod

protected abstract 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)