Package cdm.event.common.functions

Class ResolveSecurityFinanceBillingAmount

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

  • Field Details

    • objectValidator

      @Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

    • calculationPeriodRange0

      @Inject protected CalculationPeriodRange calculationPeriodRange0

    • extractCounterpartyByRole

      @Inject protected ExtractCounterpartyByRole extractCounterpartyByRole

    • filterQuantityByFinancialUnit

      @Inject protected FilterQuantityByFinancialUnit filterQuantityByFinancialUnit

    • fixedAmount

      @Inject protected FixedAmount fixedAmount

    • floatingAmount

      @Inject protected FloatingAmount floatingAmount

  • Constructor Details

    • ResolveSecurityFinanceBillingAmount

      public ResolveSecurityFinanceBillingAmount()

  • Method Details

    • evaluate

      public Transfer evaluate(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)
      Parameters:
      tradeState -
      reset -
      recordStartDate -
      recordEndDate -
      transferDate -
      Returns:
      transfer

    • doEvaluate

      protected abstract Transfer.TransferBuilder doEvaluate(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • securityQuantity

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends QuantitySchedule> securityQuantity(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • interestRatePayout

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends InterestRatePayout> interestRatePayout(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • assetPayout

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends AssetPayout> assetPayout(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • collateral

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Collateral> collateral(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • haircutPercentage

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> haircutPercentage(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • valuationPercentage

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> valuationPercentage(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • marginRatio

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> marginRatio(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • billingQuantity

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> billingQuantity(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • calculationPeriodRange1

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodData> calculationPeriodRange1(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • performance

      protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> performance(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • payerPartyReference

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty> payerPartyReference(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)

    • receiverPartyReference

      protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaParty> receiverPartyReference(TradeState tradeState, Reset reset, com.rosetta.model.lib.records.Date recordStartDate, com.rosetta.model.lib.records.Date recordEndDate, com.rosetta.model.lib.records.Date transferDate)