Package cdm.observable.asset.calculatedrate.functions

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

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

Constructor	Description
DetermineWeightingDatesDefault()

Method Summary

Modifier and Type	Method	Description
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)
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

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

DetermineWeightingDatesDefault

public DetermineWeightingDatesDefault()

Method Details

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:

doEvaluate in class DetermineWeightingDates

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:

obsShift in class DetermineWeightingDates

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:

lookback in class DetermineWeightingDates

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:

businessCenters in class DetermineWeightingDates

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:

baseWeightingDates in class DetermineWeightingDates

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:

wtPeriod in class DetermineWeightingDates

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:

weightingDatesAll in class DetermineWeightingDates