Package cdm.observable.asset.calculatedrate.functions

Class ApplyCompoundingFormula.ApplyCompoundingFormulaDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula

cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula.ApplyCompoundingFormulaDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ApplyCompoundingFormula

public static class ApplyCompoundingFormula.ApplyCompoundingFormulaDefault
extends ApplyCompoundingFormula

Nested Class Summary

Nested classes/interfaces inherited from class cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula

ApplyCompoundingFormula.ApplyCompoundingFormulaDefault

Field Summary

Fields inherited from class cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula

objectValidator, vectorGrowthOperation, vectorOperation, vectorScalarOperation

Constructor Summary

Constructors

Constructor	Description
ApplyCompoundingFormulaDefault()

Method Summary

Modifier and Type	Method	Description
protected CalculatedRateDetails.CalculatedRateDetailsBuilder	assignOutput(CalculatedRateDetails.CalculatedRateDetailsBuilder results, List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	calculatedRate(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected CalculatedRateDetails.CalculatedRateDetailsBuilder	doEvaluate(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	finalValue(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	growthCurve(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	growthFactors(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	overallYearFrac(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	scaledAndWeightedObservations(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	totalWeight(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	weightedObservations(List<BigDecimal> observations, List<BigDecimal> weights, BigDecimal yearFrac)

Methods inherited from class cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula

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

ApplyCompoundingFormulaDefault

public ApplyCompoundingFormulaDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class ApplyCompoundingFormula

assignOutput

protected CalculatedRateDetails.CalculatedRateDetailsBuilder assignOutput(CalculatedRateDetails.CalculatedRateDetailsBuilder results,
 List<BigDecimal> observations,
 List<BigDecimal> weights,
 BigDecimal yearFrac)

weightedObservations

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

Specified by:

weightedObservations in class ApplyCompoundingFormula

scaledAndWeightedObservations

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

Specified by:

scaledAndWeightedObservations in class ApplyCompoundingFormula

growthFactors

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

Specified by:

growthFactors in class ApplyCompoundingFormula

growthCurve

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

Specified by:

growthCurve in class ApplyCompoundingFormula

finalValue

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

Specified by:

finalValue in class ApplyCompoundingFormula

totalWeight

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

Specified by:

totalWeight in class ApplyCompoundingFormula

overallYearFrac

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

Specified by:

overallYearFrac in class ApplyCompoundingFormula

calculatedRate

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

Specified by:

calculatedRate in class ApplyCompoundingFormula