Package cdm.event.common.functions

Class Create_SubstitutionInstruction

java.lang.Object

cdm.event.common.functions.Create_SubstitutionInstruction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_SubstitutionInstruction.Create_SubstitutionInstructionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_SubstitutionInstruction.Create_SubstitutionInstructionDefault

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
Create_SubstitutionInstruction()

Method Summary

Modifier and Type	Method	Description
protected abstract TermsChangeInstruction.TermsChangeInstructionBuilder	doEvaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio)
TermsChangeInstruction	evaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio)

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

Constructor Details

Create_SubstitutionInstruction

public Create_SubstitutionInstruction()

Method Details

evaluate

public TermsChangeInstruction evaluate(ContractualProduct contractualProduct,
 AdjustableOrRelativeDate effectiveDate,
 CollateralPortfolio newCollateralPortfolio)

Parameters:

contractualProduct - The original contractual product to be used as the basis of the new trade.

effectiveDate - The effective date of the substitution.

newCollateralPortfolio - New collateral portfolio to substitute for the original collateral.

Returns:

termsChangeInstruction

doEvaluate

protected abstract TermsChangeInstruction.TermsChangeInstructionBuilder doEvaluate(ContractualProduct contractualProduct,
 AdjustableOrRelativeDate effectiveDate,
 CollateralPortfolio newCollateralPortfolio)