Package cdm.event.position.functions

Class InterpolateForwardRate

java.lang.Object

cdm.event.position.functions.InterpolateForwardRate

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

InterpolateForwardRate.InterpolateForwardRateDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	InterpolateForwardRate.InterpolateForwardRateDefault

Constructor Summary

Constructors

Constructor	Description
InterpolateForwardRate()

Method Summary

Modifier and Type	Method	Description
protected abstract BigDecimal	doEvaluate(ForwardPayout forward)
BigDecimal	evaluate(ForwardPayout forward)

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

InterpolateForwardRate

public InterpolateForwardRate()

Method Details

evaluate

public BigDecimal evaluate(ForwardPayout forward)

Parameters:

forward -

Returns:

result

doEvaluate

protected abstract BigDecimal doEvaluate(ForwardPayout forward)