Package cdm.event.common.functions

Class EquityPerformance

java.lang.Object
cdm.event.common.functions.EquityPerformance
All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
Direct Known Subclasses:
EquityPerformance.EquityPerformanceDefault
public abstract class EquityPerformance extends Object implements com.rosetta.model.lib.functions.RosettaFunction

  • Field Details

    • conditionValidator

      @Inject protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

    • equityNotionalAmount

      @Inject protected EquityNotionalAmount equityNotionalAmount

    • rateOfReturn0

      @Inject protected RateOfReturn rateOfReturn0

    • resolvePerformancePeriodStartPrice

      @Inject protected ResolvePerformancePeriodStartPrice resolvePerformancePeriodStartPrice

  • Constructor Details

    • EquityPerformance

      public EquityPerformance()

  • Method Details

    • evaluate

      public BigDecimal evaluate(Trade trade, Price observation, com.rosetta.model.lib.records.Date date)
      Parameters:
      trade -
      observation -
      date -
      Returns:
      equityPerformance

    • doEvaluate

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

    • performancePayout

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

    • periodStartPrice

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

    • periodEndPrice

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

    • numberOfSecurities

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

    • rateOfReturn1

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

    • notionalAmount

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