Package cdm.event.common.functions
Class Create_RollPrimitiveInstruction
java.lang.Object
cdm.event.common.functions.Create_RollPrimitiveInstruction
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Direct Known Subclasses:
Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault
public abstract class Create_RollPrimitiveInstruction
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_RollTermChangeInstructionprotected Create_TerminationInstructionprotected com.rosetta.model.lib.functions.ModelObjectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected abstract PrimitiveInstruction.PrimitiveInstructionBuilderdoEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity) evaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity) 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_RollTermChangeInstruction
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create_TerminationInstruction
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Constructor Details
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Create_RollPrimitiveInstruction
public Create_RollPrimitiveInstruction()
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Method Details
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evaluate
public PrimitiveInstruction evaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity) - Parameters:
tradeState- The original trade to be rolled.effectiveRollDate- The date to close and open a new position.terminationDate- The new termination date.priceQuantity- The price and quantity of the trade to roll into.- Returns:
- instruction
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doEvaluate
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate, List<? extends PriceQuantity> priceQuantity)
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