Package cdm.event.common.functions

Class Create_RollTermChangeInstruction

java.lang.Object

cdm.event.common.functions.Create_RollTermChangeInstruction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_RollTermChangeInstruction.Create_RollTermChangeInstructionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_RollTermChangeInstruction.Create_RollTermChangeInstructionDefault

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
Create_RollTermChangeInstruction()

Method Summary

Modifier and Type	Method	Description
protected abstract TermsChangeInstruction.TermsChangeInstructionBuilder	doEvaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate)
TermsChangeInstruction	evaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveRollDate, AdjustableOrRelativeDate terminationDate)

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

Constructor Details

Create_RollTermChangeInstruction

public Create_RollTermChangeInstruction()

Method Details

evaluate

public TermsChangeInstruction evaluate(ContractualProduct contractualProduct,
 AdjustableOrRelativeDate effectiveRollDate,
 AdjustableOrRelativeDate terminationDate)

Parameters:

contractualProduct - The original contractual product to be rolled.

effectiveRollDate - The date to close and open a new position.

terminationDate - The new termination date.

Returns:

termsChangeInstruction The relevant primitive instruction for the roll, which is a terms change.

doEvaluate

protected abstract TermsChangeInstruction.TermsChangeInstructionBuilder doEvaluate(ContractualProduct contractualProduct,
 AdjustableOrRelativeDate effectiveRollDate,
 AdjustableOrRelativeDate terminationDate)