Package cdm.observable.asset.calculatedrate.functions

Class ComputeCalculationPeriod

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ComputeCalculationPeriod

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

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

Determine the calculation period to use for computing the calculated rate (it may not be the same as the normal calculation period, for instance if the rate is set in advance.

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE
static class	ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE
static class	ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD

Field Summary

Fields

Modifier and Type	Field	Description
protected ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE	computeCalculationPeriodFixingDate
protected ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE	computeCalculationPeriodSetInAdvance
protected ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD	computeCalculationPeriodStandard

Constructor Summary

Constructors

Constructor	Description
ComputeCalculationPeriod()

Method Summary

Modifier and Type	Method	Description
CalculationPeriodBase	evaluate(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

computeCalculationPeriodSetInAdvance

@Inject
protected ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE computeCalculationPeriodSetInAdvance

computeCalculationPeriodStandard

@Inject
protected ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD computeCalculationPeriodStandard

computeCalculationPeriodFixingDate

@Inject
protected ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE computeCalculationPeriodFixingDate

Constructor Details

ComputeCalculationPeriod

public ComputeCalculationPeriod()

Method Details

evaluate

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