Package cdm.event.position.functions

Class FxMarkToMarket

java.lang.Object
cdm.event.position.functions.FxMarkToMarket
All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
Direct Known Subclasses:
FxMarkToMarket.FxMarkToMarketDefault
public abstract class FxMarkToMarket extends Object implements com.rosetta.model.lib.functions.RosettaFunction

  • Field Details

    • conditionValidator

      @Inject protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

    • filterQuantityByCurrency

      @Inject protected FilterQuantityByCurrency filterQuantityByCurrency

    • interpolateForwardRate

      @Inject protected InterpolateForwardRate interpolateForwardRate

  • Constructor Details

    • FxMarkToMarket

      public FxMarkToMarket()

  • Method Details

    • evaluate

      public BigDecimal evaluate(Trade trade)
      Parameters:
      trade -
      Returns:
      value

    • doEvaluate

      protected abstract BigDecimal doEvaluate(Trade trade)

    • forwardPayout

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

    • quotedCurrency

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

    • baseCurrency

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

    • quantities

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

    • quotedQuantity

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

    • baseQuantity

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

    • interpolatedRate

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