Package cdm.observable.asset.calculatedrate.functions

Class GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.GenerateObservationDatesAndWeights

cdm.observable.asset.calculatedrate.functions.GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

GenerateObservationDatesAndWeights

public static class GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault
extends GenerateObservationDatesAndWeights

Nested Class Summary

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

GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault

Field Summary

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

computeCalculationPeriod, determineObservationPeriod, generateObservationDates, generateWeightings, getAllBusinessCenters, objectValidator

Constructor Summary

Constructors

Constructor	Description
GenerateObservationDatesAndWeightsDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	assignOutput(CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder results, FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum>	calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder	doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation>	lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation>	obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod)

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

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

GenerateObservationDatesAndWeightsDefault

public GenerateObservationDatesAndWeightsDefault()

Method Details

doEvaluate

protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder doEvaluate(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

doEvaluate in class GenerateObservationDatesAndWeights

assignOutput

protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder assignOutput(CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder results,
 FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

obsShift

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

Specified by:

obsShift in class GenerateObservationDatesAndWeights

lockout

protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> lockout(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

lockout in class GenerateObservationDatesAndWeights

specifiedLockout

protected com.rosetta.model.lib.mapper.MapperS<Integer> specifiedLockout(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

specifiedLockout in class GenerateObservationDatesAndWeights

lockoutDays

protected com.rosetta.model.lib.mapper.MapperS<Integer> lockoutDays(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

lockoutDays in class GenerateObservationDatesAndWeights

businessDays

protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessDays(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

businessDays in class GenerateObservationDatesAndWeights

calculateRelative

protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> calculateRelative(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

calculateRelative in class GenerateObservationDatesAndWeights

adjustedCalculationPeriod

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

adjustedCalculationPeriod in class GenerateObservationDatesAndWeights

observationPeriod

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> observationPeriod(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

observationPeriod in class GenerateObservationDatesAndWeights

observationDates

protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> observationDates(FloatingRateCalculationParameters calculationParams,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod,
 CalculationPeriodBase priorCalculationPeriod)

Specified by:

observationDates in class GenerateObservationDatesAndWeights