Class DetermineWeightingDates.DetermineWeightingDatesDefault
java.lang.Object
cdm.observable.asset.calculatedrate.functions.DetermineWeightingDates
cdm.observable.asset.calculatedrate.functions.DetermineWeightingDates.DetermineWeightingDatesDefault
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
DetermineWeightingDates
public static class DetermineWeightingDates.DetermineWeightingDatesDefault
extends DetermineWeightingDates
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Nested Class Summary
Nested classes/interfaces inherited from class cdm.observable.asset.calculatedrate.functions.DetermineWeightingDates
DetermineWeightingDates.DetermineWeightingDatesDefault -
Field Summary
Fields inherited from class cdm.observable.asset.calculatedrate.functions.DetermineWeightingDates
appendDateToList, generateObservationDates, getAllBusinessCenters -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected List<com.rosetta.model.lib.records.Date> assignOutput(List<com.rosetta.model.lib.records.Date> weightingDates, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected List<com.rosetta.model.lib.records.Date> doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) Methods inherited from class cdm.observable.asset.calculatedrate.functions.DetermineWeightingDates
evaluateMethods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Constructor Details
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DetermineWeightingDatesDefault
public DetermineWeightingDatesDefault()
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Method Details
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doEvaluate
protected List<com.rosetta.model.lib.records.Date> doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
doEvaluatein classDetermineWeightingDates
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assignOutput
protected List<com.rosetta.model.lib.records.Date> assignOutput(List<com.rosetta.model.lib.records.Date> weightingDates, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) -
obsShift
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
obsShiftin classDetermineWeightingDates
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lookback
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
lookbackin classDetermineWeightingDates
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businessCenters
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
businessCentersin classDetermineWeightingDates
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baseWeightingDates
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
baseWeightingDatesin classDetermineWeightingDates
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wtPeriod
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
wtPeriodin classDetermineWeightingDates
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weightingDatesAll
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
weightingDatesAllin classDetermineWeightingDates
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