Package cdm.event.common.functions
Class Create_AdjustmentPrimitiveInstruction
java.lang.Object
cdm.event.common.functions.Create_AdjustmentPrimitiveInstruction
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Direct Known Subclasses:
Create_AdjustmentPrimitiveInstruction.Create_AdjustmentPrimitiveInstructionDefault
public abstract class Create_AdjustmentPrimitiveInstruction
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic class -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected com.rosetta.model.lib.functions.ConditionValidatorprotected Create_TerminationInstructionprotected com.rosetta.model.lib.functions.ModelObjectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperC<? extends NonNegativeQuantitySchedule> changeQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaPriceSchedule> currentAssetPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) protected abstract PrimitiveInstruction.PrimitiveInstructionBuilderdoEvaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) evaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price> newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity> newPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) protected abstract com.rosetta.model.lib.mapper.MapperC<? extends PriceQuantity> oldPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Field Details
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conditionValidator
@Inject protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator -
objectValidator
@Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator -
create_EffectiveOrTerminationDateTermChangeInstruction
@Inject protected Create_EffectiveOrTerminationDateTermChangeInstruction create_EffectiveOrTerminationDateTermChangeInstruction -
create_TerminationInstruction
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Constructor Details
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Create_AdjustmentPrimitiveInstruction
public Create_AdjustmentPrimitiveInstruction()
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Method Details
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evaluate
public PrimitiveInstruction evaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) - Parameters:
tradeState- The original trade state and trade to be repriced.newAllinPrice- The collateral new all-in price.newAssetQuantity- The collateral new quantity.effectiveRepriceDate- The date to reprice the collateral- Returns:
- instruction
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doEvaluate
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) -
oldPriceQuantity
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends PriceQuantity> oldPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) -
currentAssetPrice
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaPriceSchedule> currentAssetPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) -
newPrice
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price> newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) -
changeQuantity
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends NonNegativeQuantitySchedule> changeQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate) -
newPriceQuantity
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity> newPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newAssetQuantity, AdjustableOrRelativeDate effectiveRepriceDate)
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