Package cdm.event.common.functions

Class ResolvePerformanceValuationTime

java.lang.Object

cdm.event.common.functions.ResolvePerformanceValuationTime

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ResolvePerformanceValuationTime.ResolvePerformanceValuationTimeDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ResolvePerformanceValuationTime.ResolvePerformanceValuationTimeDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected ResolveTimeZoneFromTimeType	resolveTimeZoneFromTimeType
protected TimeZoneFromBusinessCenterTime	timeZoneFromBusinessCenterTime

Constructor Summary

Constructors

Constructor	Description
ResolvePerformanceValuationTime()

Method Summary

Modifier and Type	Method	Description
protected abstract TimeZone.TimeZoneBuilder	doEvaluate(BusinessCenterTime valuationTime, TimeTypeEnum valuationTimeType, ProductIdentifier productIdentifier, DeterminationMethodEnum determinationMethod)
TimeZone	evaluate(BusinessCenterTime valuationTime, TimeTypeEnum valuationTimeType, ProductIdentifier productIdentifier, DeterminationMethodEnum determinationMethod)

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

resolveTimeZoneFromTimeType

@Inject
protected ResolveTimeZoneFromTimeType resolveTimeZoneFromTimeType

timeZoneFromBusinessCenterTime

@Inject
protected TimeZoneFromBusinessCenterTime timeZoneFromBusinessCenterTime

Constructor Details

ResolvePerformanceValuationTime

public ResolvePerformanceValuationTime()

Method Details

evaluate

public TimeZone evaluate(BusinessCenterTime valuationTime,
 TimeTypeEnum valuationTimeType,
 ProductIdentifier productIdentifier,
 DeterminationMethodEnum determinationMethod)

Parameters:

valuationTime - Represents the Equity Valuation terms from the Equity product definition.

valuationTimeType - The time of day at which the calculation agent values the underlying, for example the official closing time of the exchange.

productIdentifier - Specifies the product identifier, along with the source, which should be used to determine the correct valuation time i.e. close times are different across exchanges.

determinationMethod - Specifies the method according to which an amount or a date is determined.

Returns:

time

doEvaluate

protected abstract TimeZone.TimeZoneBuilder doEvaluate(BusinessCenterTime valuationTime,
 TimeTypeEnum valuationTimeType,
 ProductIdentifier productIdentifier,
 DeterminationMethodEnum determinationMethod)