Package cdm.event.common.functions

Class Create_SubstitutionPrimitiveInstruction

java.lang.Object

cdm.event.common.functions.Create_SubstitutionPrimitiveInstruction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_SubstitutionPrimitiveInstruction.Create_SubstitutionPrimitiveInstructionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_SubstitutionPrimitiveInstruction.Create_SubstitutionPrimitiveInstructionDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected Create_SubstitutionInstruction	create_SubstitutionInstruction
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_SubstitutionPrimitiveInstruction()

Method Summary

Modifier and Type	Method	Description
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder	doEvaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio, List<? extends PriceQuantity> priceQuantity)
PrimitiveInstruction	evaluate(TradeState tradeState, AdjustableOrRelativeDate effectiveDate, CollateralPortfolio newCollateralPortfolio, 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_SubstitutionInstruction

@Inject
protected Create_SubstitutionInstruction create_SubstitutionInstruction

Constructor Details

Create_SubstitutionPrimitiveInstruction

public Create_SubstitutionPrimitiveInstruction()

Method Details

evaluate

public PrimitiveInstruction evaluate(TradeState tradeState,
 AdjustableOrRelativeDate effectiveDate,
 CollateralPortfolio newCollateralPortfolio,
 List<? extends PriceQuantity> priceQuantity)

Parameters:

tradeState - The original trade to be for substitution of collateral.

effectiveDate - The date to close and open a new trade with new collateral.

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

priceQuantity - The price and quantity of the substituted product.

Returns:

instruction

doEvaluate

protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState,
 AdjustableOrRelativeDate effectiveDate,
 CollateralPortfolio newCollateralPortfolio,
 List<? extends PriceQuantity> priceQuantity)