Package cdm.observable.asset.calculatedrate.functions

Class DetermineObservationPeriod

java.lang.Object

cdm.observable.asset.calculatedrate.functions.DetermineObservationPeriod

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

DetermineObservationPeriod.DetermineObservationPeriodDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	DetermineObservationPeriod.DetermineObservationPeriodDefault

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
DetermineObservationPeriod()

Method Summary

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

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

generateObservationPeriod

@Inject
protected GenerateObservationPeriod generateObservationPeriod

getAllBusinessCenters

@Inject
protected GetAllBusinessCenters getAllBusinessCenters

Constructor Details

DetermineObservationPeriod

public DetermineObservationPeriod()

Method Details

evaluate

public CalculationPeriodBase evaluate(CalculationPeriodBase adjustedCalculationPeriod,
 FloatingRateCalculationParameters calculationParams)

Parameters:

adjustedCalculationPeriod - The calculation period for which the rate is being computed, after any adjustment.

calculationParams - Floating rate definition for the calculated rate.

Returns:

observationPeriod The resulting observation period.

doEvaluate

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

obsShift

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

lookback

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

businessDays

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

additionalBusinessDays

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

allBusinessDays

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

shift

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

shiftDefaulted

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