Package cdm.event.common.functions

Class Create_IndexTransitionTermsChange

java.lang.Object

cdm.event.common.functions.Create_IndexTransitionTermsChange

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_IndexTransitionTermsChange.Create_IndexTransitionTermsChangeDefault

public abstract class Create_IndexTransitionTermsChange
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_IndexTransitionTermsChange.Create_IndexTransitionTermsChangeDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected UpdateSpreadAdjustmentAndRateOptions	updateSpreadAdjustmentAndRateOptions

Constructor Summary

Constructors

Constructor	Description
Create_IndexTransitionTermsChange()

Method Summary

Modifier and Type	Method	Description
protected abstract TradeState.TradeStateBuilder	doEvaluate(IndexTransitionInstruction instruction, TradeState tradeState)
TradeState	evaluate(IndexTransitionInstruction instruction, TradeState tradeState)

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

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

updateSpreadAdjustmentAndRateOptions

@Inject
protected UpdateSpreadAdjustmentAndRateOptions updateSpreadAdjustmentAndRateOptions

Constructor Details

Create_IndexTransitionTermsChange

public Create_IndexTransitionTermsChange()

Method Details

evaluate

public TradeState evaluate(IndexTransitionInstruction instruction,
 TradeState tradeState)

Parameters:

instruction - Specifies the instructions containing the floating rate index, spread adjustment for each leg to be updated, and the effective date.

tradeState - Specifies the trade to be updated.

Returns:

termsChange Specifies the resulting term change.

doEvaluate

protected abstract TradeState.TradeStateBuilder doEvaluate(IndexTransitionInstruction instruction,
 TradeState tradeState)