Package cdm.event.common.functions

Class Create_RepricePrimitiveInstruction

java.lang.Object

cdm.event.common.functions.Create_RepricePrimitiveInstruction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_RepricePrimitiveInstruction.Create_RepricePrimitiveInstructionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_RepricePrimitiveInstruction.Create_RepricePrimitiveInstructionDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected Create_EffectiveOrTerminationDateTermChangeInstruction	create_EffectiveOrTerminationDateTermChangeInstruction
protected Create_TerminationInstruction	create_TerminationInstruction
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_RepricePrimitiveInstruction()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends NonNegativeQuantitySchedule>	changeCashQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaPriceSchedule>	currentAssetPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder	doEvaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
PrimitiveInstruction	evaluate(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price>	newPrice(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity>	newPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends PriceQuantity>	oldPriceQuantity(TradeState tradeState, BigDecimal newAllinPrice, BigDecimal newCashValue, AdjustableOrRelativeDate effectiveRepriceDate)

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

create_EffectiveOrTerminationDateTermChangeInstruction

@Inject
protected Create_EffectiveOrTerminationDateTermChangeInstruction create_EffectiveOrTerminationDateTermChangeInstruction

create_TerminationInstruction

@Inject
protected Create_TerminationInstruction create_TerminationInstruction

Constructor Details

Create_RepricePrimitiveInstruction

public Create_RepricePrimitiveInstruction()

Method Details

evaluate

public PrimitiveInstruction evaluate(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

Parameters:

tradeState - The original trade state and trade to be repriced.

newAllinPrice - The collateral new all-in price.

newCashValue - The new cash amount.

effectiveRepriceDate - The date to reprice the collateral

Returns:

instruction

doEvaluate

protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

oldPriceQuantity

protected abstract com.rosetta.model.lib.mapper.MapperC<? extends PriceQuantity> oldPriceQuantity(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

currentAssetPrice

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaPriceSchedule> currentAssetPrice(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

newPrice

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Price> newPrice(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

changeCashQuantity

protected abstract com.rosetta.model.lib.mapper.MapperC<? extends NonNegativeQuantitySchedule> changeCashQuantity(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)

newPriceQuantity

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity> newPriceQuantity(TradeState tradeState,
 BigDecimal newAllinPrice,
 BigDecimal newCashValue,
 AdjustableOrRelativeDate effectiveRepriceDate)