Package cdm.event.common.functions

Class UpdateSpreadAdjustmentAndRateOptions

java.lang.Object

cdm.event.common.functions.UpdateSpreadAdjustmentAndRateOptions

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	UpdateSpreadAdjustmentAndRateOptions.UpdateSpreadAdjustmentAndRateOptionsDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected FindMatchingIndexTransitionInstruction	findMatchingIndexTransitionInstruction
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected UpdateIndexTransitionPriceAndRateOption	updateIndexTransitionPriceAndRateOption

Constructor Summary

Constructors

Constructor	Description
UpdateSpreadAdjustmentAndRateOptions()

Method Summary

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

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

findMatchingIndexTransitionInstruction

@Inject
protected FindMatchingIndexTransitionInstruction findMatchingIndexTransitionInstruction

updateIndexTransitionPriceAndRateOption

@Inject
protected UpdateIndexTransitionPriceAndRateOption updateIndexTransitionPriceAndRateOption

Constructor Details

UpdateSpreadAdjustmentAndRateOptions

public UpdateSpreadAdjustmentAndRateOptions()

Method Details

evaluate

public TradeState evaluate(TradeState tradeState,
 List<? extends PriceQuantity> instructions)

Parameters:

tradeState - Specifies the trade to be updated.

instructions - List of PriceQuantity from the IndexTransitionInstruction (e.g. one for each floating rate leg).

Returns:

updatedTradeState Specifies the updated trade.

doEvaluate

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