Class EvaluatePortfolioState

java.lang.Object
cdm.event.position.functions.EvaluatePortfolioState
All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
Direct Known Subclasses:
EvaluatePortfolioState.EvaluatePortfolioStateDefault

public abstract class EvaluatePortfolioState extends Object implements com.rosetta.model.lib.functions.RosettaFunction
  • Field Details

    • objectValidator

      @Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator
  • Constructor Details

    • EvaluatePortfolioState

      public EvaluatePortfolioState()
  • Method Details

    • evaluate

      public PortfolioState evaluate(Portfolio portfolio)
      Parameters:
      portfolio - Portfolio containing the aggregation parameters to be used to calculate the new portfolio state.
      Returns:
      portfolioState Portfolio state containing the aggregated positions based on the input aggregation parameters.
    • doEvaluate

      protected abstract PortfolioState.PortfolioStateBuilder doEvaluate(Portfolio portfolio)