Package cdm.observable.asset.calculatedrate.functions

Class GenerateWeights

java.lang.Object

cdm.observable.asset.calculatedrate.functions.GenerateWeights

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

GenerateWeights.GenerateWeightsDefault

public abstract class GenerateWeights
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GenerateWeights.GenerateWeightsDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AppendToVector	appendToVector
protected DateDifference	dateDifference
protected GenerateWeights	generateWeights
protected PopOffDateList	popOffDateList

Constructor Summary

Constructors

Constructor	Description
GenerateWeights()

Method Summary

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

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

Field Details

appendToVector

@Inject
protected AppendToVector appendToVector

dateDifference

@Inject
protected DateDifference dateDifference

generateWeights

@Inject
protected GenerateWeights generateWeights

popOffDateList

@Inject
protected PopOffDateList popOffDateList

Constructor Details

GenerateWeights

public GenerateWeights()

Method Details

evaluate

public List<BigDecimal> evaluate(List<com.rosetta.model.lib.records.Date> weightingDates)

Parameters:

weightingDates - A list of dates for which weightings are require.

Returns:

weights A vector of weights, typically numbers between 1 and 3.

doEvaluate

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

active

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

refDate

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

remainingDates

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

prevDate

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

diff

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

remainingWeights

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