Package cdm.event.common.functions

Class InterestCashSettlementAmount

java.lang.Object

cdm.event.common.functions.InterestCashSettlementAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

InterestCashSettlementAmount.InterestCashSettlementAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	InterestCashSettlementAmount.InterestCashSettlementAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected ExtractCounterpartyByRole	extractCounterpartyByRole
protected FixedAmount	fixedAmount
protected FloatingAmount	floatingAmount
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
InterestCashSettlementAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract Transfer.TransferBuilder	doEvaluate(TradeState tradeState, InterestRatePayout interestRatePayout, List<? extends Reset> resets, com.rosetta.model.lib.records.Date date)
Transfer	evaluate(TradeState tradeState, InterestRatePayout interestRatePayout, List<? extends Reset> resets, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty>	payer(TradeState tradeState, InterestRatePayout interestRatePayout, List<? extends Reset> resets, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	performance(TradeState tradeState, InterestRatePayout interestRatePayout, List<? extends Reset> resets, com.rosetta.model.lib.records.Date date)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty>	receiver(TradeState tradeState, InterestRatePayout interestRatePayout, List<? extends Reset> resets, com.rosetta.model.lib.records.Date date)

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

extractCounterpartyByRole

@Inject
protected ExtractCounterpartyByRole extractCounterpartyByRole

fixedAmount

@Inject
protected FixedAmount fixedAmount

floatingAmount

@Inject
protected FloatingAmount floatingAmount

Constructor Details

InterestCashSettlementAmount

public InterestCashSettlementAmount()

Method Details

evaluate

public Transfer evaluate(TradeState tradeState,
 InterestRatePayout interestRatePayout,
 List<? extends Reset> resets,
 com.rosetta.model.lib.records.Date date)

Parameters:

tradeState -

interestRatePayout -

resets -

date -

Returns:

interestCashSettlementAmount

doEvaluate

protected abstract Transfer.TransferBuilder doEvaluate(TradeState tradeState,
 InterestRatePayout interestRatePayout,
 List<? extends Reset> resets,
 com.rosetta.model.lib.records.Date date)

performance

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> performance(TradeState tradeState,
 InterestRatePayout interestRatePayout,
 List<? extends Reset> resets,
 com.rosetta.model.lib.records.Date date)

payer

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty> payer(TradeState tradeState,
 InterestRatePayout interestRatePayout,
 List<? extends Reset> resets,
 com.rosetta.model.lib.records.Date date)

receiver

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty> receiver(TradeState tradeState,
 InterestRatePayout interestRatePayout,
 List<? extends Reset> resets,
 com.rosetta.model.lib.records.Date date)