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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_RollPrimitiveInstruction.Create_RollPrimitiveInstructionDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected Create_RollTermChangeInstruction	create_RollTermChangeInstruction
protected Create_TerminationInstruction	create_TerminationInstruction
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_RollPrimitiveInstruction()

Method Summary

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

Methods inherited from interface com.rosetta.model.lib.functions.RosettaFunction

toBuilder, toBuilder, toBuilder

Field Details

conditionValidator

@Inject
protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

objectValidator

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

create_RollTermChangeInstruction

@Inject
protected Create_RollTermChangeInstruction create_RollTermChangeInstruction

create_TerminationInstruction

@Inject
protected Create_TerminationInstruction create_TerminationInstruction

Constructor Details

Create_RollPrimitiveInstruction

public Create_RollPrimitiveInstruction()

Method Details

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

doEvaluate

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