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
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Nested Class Summary
Nested ClassesModifier and TypeClassDescriptionstatic class -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected com.rosetta.model.lib.functions.ModelObjectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected abstract TermsChangeInstruction.TermsChangeInstructionBuilderdoEvaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio) evaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio) 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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objectValidator
@Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator -
create_EffectiveOrTerminationDateTermChangeInstruction
@Inject protected Create_EffectiveOrTerminationDateTermChangeInstruction create_EffectiveOrTerminationDateTermChangeInstruction
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Constructor Details
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Create_SubstitutionInstruction
public Create_SubstitutionInstruction()
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Method Details
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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
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doEvaluate
protected abstract TermsChangeInstruction.TermsChangeInstructionBuilder doEvaluate(ContractualProduct contractualProduct, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio)
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