Package cdm.event.position.functions

Class InterpolateForwardRate.InterpolateForwardRateDefault

java.lang.Object

cdm.event.position.functions.InterpolateForwardRate

cdm.event.position.functions.InterpolateForwardRate.InterpolateForwardRateDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

InterpolateForwardRate

public static class InterpolateForwardRate.InterpolateForwardRateDefault
extends InterpolateForwardRate

Nested Class Summary

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

InterpolateForwardRate.InterpolateForwardRateDefault

Constructor Summary

Constructors

Constructor	Description
InterpolateForwardRateDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal result, ForwardPayout forward)
protected BigDecimal	doEvaluate(ForwardPayout forward)

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

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

InterpolateForwardRateDefault

public InterpolateForwardRateDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(ForwardPayout forward)

Specified by:

doEvaluate in class InterpolateForwardRate

assignOutput

protected BigDecimal assignOutput(BigDecimal result,
 ForwardPayout forward)