Package cdm.event.common.functions

Class EquityPerformance.EquityPerformanceDefault

java.lang.Object

cdm.event.common.functions.EquityPerformance

cdm.event.common.functions.EquityPerformance.EquityPerformanceDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

EquityPerformance

public static class EquityPerformance.EquityPerformanceDefault
extends EquityPerformance

Nested Class Summary

Nested classes/interfaces inherited from class cdm.event.common.functions.EquityPerformance

EquityPerformance.EquityPerformanceDefault

Field Summary

Fields inherited from class cdm.event.common.functions.EquityPerformance

conditionValidator, equityNotionalAmount, rateOfReturn0, resolvePerformancePeriodStartPrice

Constructor Summary

Constructors

Constructor	Description
EquityPerformanceDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal equityPerformance, Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected BigDecimal	doEvaluate(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notionalAmount(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	numberOfSecurities(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends PerformancePayout>	performancePayout(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends Price>	periodEndPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule>	periodStartPrice(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	rateOfReturn1(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)

Methods inherited from class cdm.event.common.functions.EquityPerformance

evaluate

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

Constructor Details

EquityPerformanceDefault

public EquityPerformanceDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

doEvaluate in class EquityPerformance

assignOutput

protected BigDecimal assignOutput(BigDecimal equityPerformance,
 Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

performancePayout

protected com.rosetta.model.lib.mapper.MapperS<? extends PerformancePayout> performancePayout(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

performancePayout in class EquityPerformance

periodStartPrice

protected com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> periodStartPrice(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

periodStartPrice in class EquityPerformance

periodEndPrice

protected com.rosetta.model.lib.mapper.MapperS<? extends Price> periodEndPrice(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

periodEndPrice in class EquityPerformance

numberOfSecurities

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> numberOfSecurities(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

numberOfSecurities in class EquityPerformance

rateOfReturn1

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> rateOfReturn1(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

rateOfReturn1 in class EquityPerformance

notionalAmount

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> notionalAmount(Trade trade,
 Price observation,
 com.rosetta.model.lib.records.Date date)

Specified by:

notionalAmount in class EquityPerformance