Package cdm.event.common.functions

Class SecurityFinanceCashSettlementAmount

java.lang.Object

cdm.event.common.functions.SecurityFinanceCashSettlementAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

SecurityFinanceCashSettlementAmount.SecurityFinanceCashSettlementAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SecurityFinanceCashSettlementAmount.SecurityFinanceCashSettlementAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected ExtractCounterpartyByRole	extractCounterpartyByRole
protected FilterPrice	filterPrice
protected FilterQuantityByFinancialUnit	filterQuantityByFinancialUnit
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
SecurityFinanceCashSettlementAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends AssetPayout>	assetPayout(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Collateral>	collateral(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
protected abstract Transfer.TransferBuilder	doEvaluate(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
Transfer	evaluate(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	marginRatio(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule>	securityPrice(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends QuantitySchedule>	securityQuantity(TradeState tradeState, com.rosetta.model.lib.records.Date date, Quantity quantity, PayerReceiver payerReceiver)

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

extractCounterpartyByRole

@Inject
protected ExtractCounterpartyByRole extractCounterpartyByRole

filterPrice

@Inject
protected FilterPrice filterPrice

filterQuantityByFinancialUnit

@Inject
protected FilterQuantityByFinancialUnit filterQuantityByFinancialUnit

Constructor Details

SecurityFinanceCashSettlementAmount

public SecurityFinanceCashSettlementAmount()

Method Details

evaluate

public Transfer evaluate(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

Parameters:

tradeState -

date -

quantity - Specifies quantity amount returned if not the full amount from the TradeState, e.g. partial return

payerReceiver -

Returns:

cashSettlementAmount

doEvaluate

protected abstract Transfer.TransferBuilder doEvaluate(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

assetPayout

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends AssetPayout> assetPayout(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

collateral

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Collateral> collateral(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

securityQuantity

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends QuantitySchedule> securityQuantity(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

securityPrice

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends PriceSchedule> securityPrice(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)

marginRatio

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> marginRatio(TradeState tradeState,
 com.rosetta.model.lib.records.Date date,
 Quantity quantity,
 PayerReceiver payerReceiver)