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
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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 -
Method Summary
Modifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) 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) 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
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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GenerateObservationDatesAndWeightsDefault
public GenerateObservationDatesAndWeightsDefault()
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Method Details
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doEvaluate
protected CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
doEvaluatein classGenerateObservationDatesAndWeights
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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:
obsShiftin classGenerateObservationDatesAndWeights
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lockout
protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
lockoutin classGenerateObservationDatesAndWeights
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specifiedLockout
protected com.rosetta.model.lib.mapper.MapperS<Integer> specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
specifiedLockoutin classGenerateObservationDatesAndWeights
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lockoutDays
protected com.rosetta.model.lib.mapper.MapperS<Integer> lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
lockoutDaysin classGenerateObservationDatesAndWeights
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businessDays
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
businessDaysin classGenerateObservationDatesAndWeights
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calculateRelative
protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
calculateRelativein classGenerateObservationDatesAndWeights
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adjustedCalculationPeriod
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
adjustedCalculationPeriodin classGenerateObservationDatesAndWeights
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observationPeriod
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) - Specified by:
observationPeriodin classGenerateObservationDatesAndWeights
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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:
observationDatesin classGenerateObservationDatesAndWeights
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