Package cdm.observable.asset.calculatedrate.functions

Class ProcessObservations

java.lang.Object

cdm.observable.asset.calculatedrate.functions.ProcessObservations

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ProcessObservations.ProcessObservationsDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ProcessObservations.ProcessObservationsDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected VectorScalarOperation	vectorScalarOperation

Constructor Summary

Constructors

Constructor	Description
ProcessObservations()

Method Summary

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

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

vectorScalarOperation

@Inject
protected VectorScalarOperation vectorScalarOperation

Constructor Details

ProcessObservations

public ProcessObservations()

Method Details

evaluate

public List<BigDecimal> evaluate(FloatingRateCalculationParameters calculationParameters,
 List<BigDecimal> rawObservations)

Parameters:

calculationParameters - Floating rate definition for the calculated rate.

rawObservations -

Returns:

processedObservations

doEvaluate

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

params

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

cap

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

floor

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

cappedObservations

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

flooredObservations

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