Package cdm.observable.asset.calculatedrate.functions

Class DetermineObservationPeriod.DetermineObservationPeriodDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.DetermineObservationPeriod

cdm.observable.asset.calculatedrate.functions.DetermineObservationPeriod.DetermineObservationPeriodDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

DetermineObservationPeriod

public static class DetermineObservationPeriod.DetermineObservationPeriodDefault
extends DetermineObservationPeriod

Nested Class Summary

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

DetermineObservationPeriod.DetermineObservationPeriodDefault

Field Summary

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

generateObservationPeriod, getAllBusinessCenters, objectValidator

Constructor Summary

Constructors

Constructor	Description
DetermineObservationPeriodDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected CalculationPeriodBase.CalculationPeriodBaseBuilder	assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters>	businessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected CalculationPeriodBase.CalculationPeriodBaseBuilder	doEvaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	lookback(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	obsShift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	shift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams)

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

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

DetermineObservationPeriodDefault

public DetermineObservationPeriodDefault()

Method Details

doEvaluate

protected CalculationPeriodBase.CalculationPeriodBaseBuilder doEvaluate(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

doEvaluate in class DetermineObservationPeriod

assignOutput

protected CalculationPeriodBase.CalculationPeriodBaseBuilder assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder observationPeriod,
 CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

obsShift

protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> obsShift(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

obsShift in class DetermineObservationPeriod

lookback

protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> lookback(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

lookback in class DetermineObservationPeriod

businessDays

protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> businessDays(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

businessDays in class DetermineObservationPeriod

additionalBusinessDays

protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

additionalBusinessDays in class DetermineObservationPeriod

allBusinessDays

protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

allBusinessDays in class DetermineObservationPeriod

shift

protected com.rosetta.model.lib.mapper.MapperS<Integer> shift(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

shift in class DetermineObservationPeriod

shiftDefaulted

protected com.rosetta.model.lib.mapper.MapperS<Integer> shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Specified by:

shiftDefaulted in class DetermineObservationPeriod