Package cdm.base.datetime.daycount.functions

Class YearFraction.YearFraction_30E_360_ISDA

java.lang.Object
cdm.base.datetime.daycount.functions.YearFraction.YearFraction_30E_360_ISDA
All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
Direct Known Subclasses:
YearFraction.YearFraction_30E_360_ISDA.YearFraction_30E_360_ISDADefault
Enclosing class:
YearFraction
public abstract static class YearFraction.YearFraction_30E_360_ISDA extends Object implements com.rosetta.model.lib.functions.RosettaFunction

  • Nested Class Summary

    Nested Classes
    Modifier and Type
    Class
    Description
    static class 
    YearFraction.YearFraction_30E_360_ISDA.YearFraction_30E_360_ISDADefault
     

  • Constructor Summary

    Constructors
    Constructor
    Description
    YearFraction_30E_360_ISDA()
     

  • Method Summary

    Modifier and Type
    Method
    Description
    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)
     
    protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean>
    endDateIsInLeapYear(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>
    endDay(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>
    endMonth(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>
    endYear(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)
     
    protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean>
    startDateIsInLeapYear(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>
    startDay(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>
    startMonth(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>
    startYear(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

  • Constructor Details

    • YearFraction_30E_360_ISDA

      public YearFraction_30E_360_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)

    • startDateIsInLeapYear

      protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> startDateIsInLeapYear(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)

    • endDateIsInLeapYear

      protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> endDateIsInLeapYear(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)

    • startYear

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> startYear(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)

    • endYear

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> endYear(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)

    • startMonth

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> startMonth(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)

    • endMonth

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> endMonth(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)

    • startDay

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> startDay(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)

    • endDay

      protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> endDay(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)