Package cdm.observable.asset.calculatedrate.functions

Class ProcessObservations.ProcessObservationsDefault

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ProcessObservations

cdm.observable.asset.calculatedrate.functions.ProcessObservations.ProcessObservationsDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ProcessObservations

public static class ProcessObservations.ProcessObservationsDefault
extends ProcessObservations

Nested Class Summary

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

ProcessObservations.ProcessObservationsDefault

Field Summary

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

vectorScalarOperation

Constructor Summary

Constructors

Constructor	Description
ProcessObservationsDefault()

Method Summary

Modifier and Type	Method	Description
protected List<BigDecimal>	assignOutput(List<BigDecimal> processedObservations, FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cap(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	cappedObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected List<BigDecimal>	doEvaluate(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	floor(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperC<BigDecimal>	flooredObservations(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)
protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationParameters>	params(FloatingRateCalculationParameters calculationParameters, List<BigDecimal> rawObservations)

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

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

ProcessObservationsDefault

public ProcessObservationsDefault()

Method Details

doEvaluate

protected List<BigDecimal> doEvaluate(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

doEvaluate in class ProcessObservations

assignOutput

protected List<BigDecimal> assignOutput(List<BigDecimal> processedObservations,
 FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

params

protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationParameters> params(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

params in class ProcessObservations

cap

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

cap in class ProcessObservations

floor

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

floor in class ProcessObservations

cappedObservations

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> cappedObservations(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

cappedObservations in class ProcessObservations

flooredObservations

protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> flooredObservations(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Specified by:

flooredObservations in class ProcessObservations