Package cdm.observable.asset.calculatedrate.functions

Class ApplyAveragingFormula

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ApplyAveragingFormula

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ApplyAveragingFormula.ApplyAveragingFormulaDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ApplyAveragingFormula.ApplyAveragingFormulaDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected VectorOperation	vectorOperation

Constructor Summary

Constructors

Constructor	Description
ApplyAveragingFormula()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	calculatedRate(List<BigDecimal> observations, List<BigDecimal> weights)
protected abstract CalculatedRateDetails.CalculatedRateDetailsBuilder	doEvaluate(List<BigDecimal> observations, List<BigDecimal> weights)
CalculatedRateDetails	evaluate(List<BigDecimal> observations, List<BigDecimal> weights)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	totalWeight(List<BigDecimal> observations, List<BigDecimal> weights)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	totalWeightedObservations(List<BigDecimal> observations, List<BigDecimal> weights)
protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal>	weightedObservations(List<BigDecimal> observations, List<BigDecimal> weights)

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

Field Details

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

vectorOperation

@Inject
protected VectorOperation vectorOperation

Constructor Details

ApplyAveragingFormula

public ApplyAveragingFormula()

Method Details

evaluate

public CalculatedRateDetails evaluate(List<BigDecimal> observations,
 List<BigDecimal> weights)

Parameters:

observations - a vector of observation value.

weights - a vector of weights (should be same size as observations, 1 weight per observation.

Returns:

results Details of the averaging calculation.

doEvaluate

protected abstract CalculatedRateDetails.CalculatedRateDetailsBuilder doEvaluate(List<BigDecimal> observations,
 List<BigDecimal> weights)

weightedObservations

protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> weightedObservations(List<BigDecimal> observations,
 List<BigDecimal> weights)

totalWeightedObservations

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> totalWeightedObservations(List<BigDecimal> observations,
 List<BigDecimal> weights)

totalWeight

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> totalWeight(List<BigDecimal> observations,
 List<BigDecimal> weights)

calculatedRate

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> calculatedRate(List<BigDecimal> observations,
 List<BigDecimal> weights)