Package cdm.observable.asset.calculatedrate.functions

Class GenerateWeights.GenerateWeightsDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.GenerateWeights

cdm.observable.asset.calculatedrate.functions.GenerateWeights.GenerateWeightsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

GenerateWeights

public static class GenerateWeights.GenerateWeightsDefault
extends GenerateWeights

Nested Class Summary

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

GenerateWeights.GenerateWeightsDefault

Field Summary

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

appendToVector, dateDifference, generateWeights, popOffDateList

Constructor Summary

Constructors

Constructor	Description
GenerateWeightsDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<Boolean>	active(List<com.rosetta.model.lib.records.Date> weightingDates)
protected List<BigDecimal>	assignOutput(List<BigDecimal> weights, List<com.rosetta.model.lib.records.Date> weightingDates)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	diff(List<com.rosetta.model.lib.records.Date> weightingDates)
protected List<BigDecimal>	doEvaluate(List<com.rosetta.model.lib.records.Date> weightingDates)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	prevDate(List<com.rosetta.model.lib.records.Date> weightingDates)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	refDate(List<com.rosetta.model.lib.records.Date> weightingDates)
protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date>	remainingDates(List<com.rosetta.model.lib.records.Date> weightingDates)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	remainingWeights(List<com.rosetta.model.lib.records.Date> weightingDates)

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

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

GenerateWeightsDefault

public GenerateWeightsDefault()

Method Details

doEvaluate

protected List<BigDecimal> doEvaluate(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

doEvaluate in class GenerateWeights

assignOutput

protected List<BigDecimal> assignOutput(List<BigDecimal> weights,
 List<com.rosetta.model.lib.records.Date> weightingDates)

active

protected com.rosetta.model.lib.mapper.MapperS<Boolean> active(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

active in class GenerateWeights

refDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> refDate(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

refDate in class GenerateWeights

remainingDates

protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> remainingDates(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

remainingDates in class GenerateWeights

prevDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> prevDate(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

prevDate in class GenerateWeights

diff

protected com.rosetta.model.lib.mapper.MapperS<Integer> diff(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

diff in class GenerateWeights

remainingWeights

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> remainingWeights(List<com.rosetta.model.lib.records.Date> weightingDates)

Specified by:

remainingWeights in class GenerateWeights