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
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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 -
Method Summary
Modifier and TypeMethodDescriptionprotected 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
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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GenerateWeightingsDefault
public GenerateWeightingsDefault()
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Method Details
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doEvaluate
protected List<BigDecimal> doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) - Specified by:
doEvaluatein classGenerateWeightings
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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:
weightingDatesin classGenerateWeightings
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