Package cdm.event.position.functions

Class FxMarkToMarket.FxMarkToMarketDefault

java.lang.Object

cdm.event.position.functions.FxMarkToMarket

cdm.event.position.functions.FxMarkToMarket.FxMarkToMarketDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FxMarkToMarket

public static class FxMarkToMarket.FxMarkToMarketDefault
extends FxMarkToMarket

Nested Class Summary

Nested classes/interfaces inherited from class cdm.event.position.functions.FxMarkToMarket

FxMarkToMarket.FxMarkToMarketDefault

Field Summary

Fields inherited from class cdm.event.position.functions.FxMarkToMarket

conditionValidator, filterQuantityByCurrency, interpolateForwardRate

Constructor Summary

Constructors

Constructor	Description
FxMarkToMarketDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal value, Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString>	baseCurrency(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	baseQuantity(Trade trade)
protected BigDecimal	doEvaluate(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<? extends ForwardPayout>	forwardPayout(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	interpolatedRate(Trade trade)
protected com.rosetta.model.lib.mapper.MapperC<? extends FieldWithMetaNonNegativeQuantitySchedule>	quantities(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString>	quotedCurrency(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	quotedQuantity(Trade trade)

Methods inherited from class cdm.event.position.functions.FxMarkToMarket

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

FxMarkToMarketDefault

public FxMarkToMarketDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(Trade trade)

Specified by:

doEvaluate in class FxMarkToMarket

assignOutput

protected BigDecimal assignOutput(BigDecimal value,
 Trade trade)

forwardPayout

protected com.rosetta.model.lib.mapper.MapperS<? extends ForwardPayout> forwardPayout(Trade trade)

Specified by:

forwardPayout in class FxMarkToMarket

quotedCurrency

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> quotedCurrency(Trade trade)

Specified by:

quotedCurrency in class FxMarkToMarket

baseCurrency

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> baseCurrency(Trade trade)

Specified by:

baseCurrency in class FxMarkToMarket

quantities

protected com.rosetta.model.lib.mapper.MapperC<? extends FieldWithMetaNonNegativeQuantitySchedule> quantities(Trade trade)

Specified by:

quantities in class FxMarkToMarket

quotedQuantity

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> quotedQuantity(Trade trade)

Specified by:

quotedQuantity in class FxMarkToMarket

baseQuantity

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> baseQuantity(Trade trade)

Specified by:

baseQuantity in class FxMarkToMarket

interpolatedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> interpolatedRate(Trade trade)

Specified by:

interpolatedRate in class FxMarkToMarket