Package cdm.observable.asset.calculatedrate.functions

Class GenerateWeightings.GenerateWeightingsDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.GenerateWeightings

cdm.observable.asset.calculatedrate.functions.GenerateWeightings.GenerateWeightingsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

GenerateWeightings

public static class GenerateWeightings.GenerateWeightingsDefault
extends GenerateWeightings

Nested Class Summary

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

GenerateWeightings.GenerateWeightingsDefault

Field Summary

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

determineWeightingDates, generateWeights

Constructor Summary

Constructors

Constructor	Description
GenerateWeightingsDefault()

Method Summary

Modifier and Type	Method	Description
protected List<BigDecimal>	assignOutput(List<BigDecimal> weights, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays)
protected List<BigDecimal>	doEvaluate(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>	weightingDates(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.GenerateWeightings

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

GenerateWeightingsDefault

public GenerateWeightingsDefault()

Method Details

doEvaluate

protected List<BigDecimal> doEvaluate(FloatingRateCalculationParameters calculationParams,
 List<com.rosetta.model.lib.records.Date> observationDates,
 CalculationPeriodBase observationPeriod,
 CalculationPeriodBase adjustedCalculationPeriod,
 Integer lockoutDays)

Specified by:

doEvaluate in class GenerateWeightings

assignOutput

protected List<BigDecimal> assignOutput(List<BigDecimal> weights,
 FloatingRateCalculationParameters calculationParams,
 List<com.rosetta.model.lib.records.Date> observationDates,
 CalculationPeriodBase observationPeriod,
 CalculationPeriodBase adjustedCalculationPeriod,
 Integer lockoutDays)

weightingDates

protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> weightingDates(FloatingRateCalculationParameters calculationParams,
 List<com.rosetta.model.lib.records.Date> observationDates,
 CalculationPeriodBase observationPeriod,
 CalculationPeriodBase adjustedCalculationPeriod,
 Integer lockoutDays)

Specified by:

weightingDates in class GenerateWeightings