Package cdm.observable.asset.calculatedrate.functions

Class ApplyCompoundingFormula

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ApplyCompoundingFormula

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ApplyCompoundingFormula.ApplyCompoundingFormulaDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ApplyCompoundingFormula.ApplyCompoundingFormulaDefault

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
ApplyCompoundingFormula()

Method Summary

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

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

vectorGrowthOperation

@Inject
protected VectorGrowthOperation vectorGrowthOperation

vectorOperation

@Inject
protected VectorOperation vectorOperation

vectorScalarOperation

@Inject
protected VectorScalarOperation vectorScalarOperation

Constructor Details

ApplyCompoundingFormula

public ApplyCompoundingFormula()

Method Details

evaluate

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

Parameters:

observations - A vector of observation value.

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

yearFrac - Year fraction of a single day (i.e. 1/basis.

Returns:

results Details of the compounding calculation.

doEvaluate

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

weightedObservations

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

scaledAndWeightedObservations

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

growthFactors

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

growthCurve

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

finalValue

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

totalWeight

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

overallYearFrac

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

calculatedRate

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