Package cdm.event.common.functions

Class UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault

java.lang.Object

cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions

cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

UpdateSpreadAdjustmentAndRateOptions

public static class UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault
extends UpdateSpreadAdjustmentAndRateOptions

Nested Class Summary

Nested classes/interfaces inherited from class cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions

UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault

Field Summary

Fields inherited from class cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions

findMatchingIndexTransitionInstruction, objectValidator, updateIndexTransitionPriceAndRateOption

Constructor Summary

Constructors

Constructor	Description
UpdateSpreadAdjustmentAndRateOptionsDefault()

Method Summary

Modifier and Type	Method	Description
protected TradeState.TradeStateBuilder	assignOutput(TradeState.TradeStateBuilder updatedTradeState, TradeState tradeState, List<? extends PriceQuantity> instructions)
protected TradeState.TradeStateBuilder	doEvaluate(TradeState tradeState, List<? extends PriceQuantity> instructions)

Methods inherited from class cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions

evaluate

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

Constructor Details

UpdateSpreadAdjustmentAndRateOptionsDefault

public UpdateSpreadAdjustmentAndRateOptionsDefault()

Method Details

doEvaluate

protected TradeState.TradeStateBuilder doEvaluate(TradeState tradeState,
 List<? extends PriceQuantity> instructions)

Specified by:

doEvaluate in class UpdateSpreadAdjustmentAndRateOptions

assignOutput

protected TradeState.TradeStateBuilder assignOutput(TradeState.TradeStateBuilder updatedTradeState,
 TradeState tradeState,
 List<? extends PriceQuantity> instructions)