Package cdm.event.common.functions

Class NewEquitySwapProduct

java.lang.Object

cdm.event.common.functions.NewEquitySwapProduct

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

NewEquitySwapProduct.NewEquitySwapProductDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	NewEquitySwapProduct.NewEquitySwapProductDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected NewFloatingPayout	newFloatingPayout
protected NewSingleNameEquityPerformancePayout	newSingleNameEquityPerformancePayout
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
NewEquitySwapProduct()

Method Summary

Modifier and Type	Method	Description
protected abstract Product.ProductBuilder	doEvaluate(Security security, EquitySwapMasterConfirmation2018 masterConfirmation)
Product	evaluate(Security security, EquitySwapMasterConfirmation2018 masterConfirmation)
protected abstract Payout.PayoutBuilder	payout(Product.ProductBuilder product, Security security, EquitySwapMasterConfirmation2018 masterConfirmation)

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

newFloatingPayout

@Inject
protected NewFloatingPayout newFloatingPayout

newSingleNameEquityPerformancePayout

@Inject
protected NewSingleNameEquityPerformancePayout newSingleNameEquityPerformancePayout

Constructor Details

NewEquitySwapProduct

public NewEquitySwapProduct()

Method Details

evaluate

public Product evaluate(Security security,
 EquitySwapMasterConfirmation2018 masterConfirmation)

Parameters:

security - The underlying Equity asset for the swap.

masterConfirmation - An (optional) pointer to the Master Confirmation Agreement, if any, that holds further inputs to the Equity Swap

Returns:

product

doEvaluate

protected abstract Product.ProductBuilder doEvaluate(Security security,
 EquitySwapMasterConfirmation2018 masterConfirmation)

payout

protected abstract Payout.PayoutBuilder payout(Product.ProductBuilder product,
 Security security,
 EquitySwapMasterConfirmation2018 masterConfirmation)