Package cdm.observable.asset.calculatedrate.functions

Class EvaluateCalculatedRate.EvaluateCalculatedRateDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.EvaluateCalculatedRate

cdm.observable.asset.calculatedrate.functions.EvaluateCalculatedRate.EvaluateCalculatedRateDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

EvaluateCalculatedRate

public static class EvaluateCalculatedRate.EvaluateCalculatedRateDefault
extends EvaluateCalculatedRate

Nested Class Summary

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

EvaluateCalculatedRate.EvaluateCalculatedRateDefault

Field Summary

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

applyAveragingFormula, applyCompoundingFormula, generateObservationDatesAndWeights, indexValueObservationMultiple, objectValidator, processObservations, yearFractionForOneDay

Constructor Summary

Constructors

Constructor	Description
EvaluateCalculatedRateDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results, FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum>	calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails>	calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights>	datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption>	fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<Boolean>	isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount)

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

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

EvaluateCalculatedRateDefault

public EvaluateCalculatedRateDefault()

Method Details

doEvaluate

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

doEvaluate in class EvaluateCalculatedRate

assignOutput

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results,
 FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

fro

protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption> fro(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

fro in class EvaluateCalculatedRate

datesAndWeights

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> datesAndWeights(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

datesAndWeights in class EvaluateCalculatedRate

observationDates

protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> observationDates(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

observationDates in class EvaluateCalculatedRate

observations

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> observations(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

observations in class EvaluateCalculatedRate

processedObservations

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> processedObservations(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

processedObservations in class EvaluateCalculatedRate

calculationMethod

protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> calculationMethod(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

calculationMethod in class EvaluateCalculatedRate

isCompounding

protected com.rosetta.model.lib.mapper.MapperS<Boolean> isCompounding(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

isCompounding in class EvaluateCalculatedRate

weights

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> weights(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

weights in class EvaluateCalculatedRate

yearFraction

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> yearFraction(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

yearFraction in class EvaluateCalculatedRate

calculationResults

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> calculationResults(FloatingRateOption floatingRateOption,
 FloatingRateCalculationParameters calculationParameters,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod,
 DayCountFractionEnum dayCount)

Specified by:

calculationResults in class EvaluateCalculatedRate