Package cdm.observable.asset.calculatedrate.functions

Class ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault

Enclosing class:

ComputeCalculationPeriod

public abstract static class ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AddBusinessDays	addBusinessDays
protected GetAllBusinessCenters	getAllBusinessCenters
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
ComputeCalculationPeriodFIXING_DATE()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	businessCenters(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilder	doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	endDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
CalculationPeriodBase	evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	fixingOffsetDays(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean>	isStart(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum>	resetRelativeTo(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	startDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates)

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

addBusinessDays

@Inject
protected AddBusinessDays addBusinessDays

getAllBusinessCenters

@Inject
protected GetAllBusinessCenters getAllBusinessCenters

Constructor Details

ComputeCalculationPeriodFIXING_DATE

public ComputeCalculationPeriodFIXING_DATE()

Method Details

evaluate

public CalculationPeriodBase evaluate(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

Parameters:

calculationPeriod - The current calculation period for which the rate is neede.

priorCalculationPeriod - The prior actual or deemed calculation period, if neede.

calculateRelativeTo - How the calculation is done with respect to the base calculation perio.

resetDates - The resetDates structure, if needed, e.g. for fallback rate.

Returns:

result The calculation period over which the calculated rate should be calculate.

doEvaluate

protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilder doEvaluate(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

resetRelativeTo

protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> resetRelativeTo(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

isStart

protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> isStart(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

calcPd

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> calcPd(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

fixingOffsetDays

protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> fixingOffsetDays(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

businessCenters

protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessCenters(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

endDate

protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> endDate(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)

startDate

protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> startDate(CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 ObservationPeriodDatesEnum calculateRelativeTo,
 ResetDates resetDates)