Package cdm.event.common.functions

Class Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault

java.lang.Object

cdm.event.common.functions.Create_RollPrimitiveInstruction

cdm.event.common.functions.Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

Create_RollPrimitiveInstruction

public static class Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault
extends Create_RollPrimitiveInstruction

Nested Class Summary

Nested classes/interfaces inherited from class cdm.event.common.functions.Create_RollPrimitiveInstruction

Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault

Field Summary

Fields inherited from class cdm.event.common.functions.Create_RollPrimitiveInstruction

conditionValidator, create_RollTermChangeInstruction, create_TerminationInstruction, objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_RollPrimitiveInstructionDefault()

Method Summary

Modifier and Type	Method	Description
protected PrimitiveInstruction.PrimitiveInstructionBuilder	assignOutput(PrimitiveInstruction.PrimitiveInstructionBuilder instruction, TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity)
protected PrimitiveInstruction.PrimitiveInstructionBuilder	doEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity)

Methods inherited from class cdm.event.common.functions.Create_RollPrimitiveInstruction

evaluate

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

Create_RollPrimitiveInstructionDefault

public Create_RollPrimitiveInstructionDefault()

Method Details

doEvaluate

protected PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState,
 AdjustableOrRelativeDate effectiveRollDate,
 AdjustableOrRelativeDate terminationDate,
 List<? extends PriceQuantity> priceQuantity)

Specified by:

doEvaluate in class Create_RollPrimitiveInstruction

assignOutput

protected PrimitiveInstruction.PrimitiveInstructionBuilder assignOutput(PrimitiveInstruction.PrimitiveInstructionBuilder instruction,
 TradeState tradeState,
 AdjustableOrRelativeDate effectiveRollDate,
 AdjustableOrRelativeDate terminationDate,
 List<? extends PriceQuantity> priceQuantity)