Package cdm.observable.asset.calculatedrate.functions

package cdm.observable.asset.calculatedrate.functions

Related Packages

Package	Description
cdm.observable.asset.calculatedrate	Floating amount calculations for calculated rates.
cdm.observable.asset.calculatedrate.meta
cdm.observable.asset.calculatedrate.validation

Classes

Class	Description
ApplyAveragingFormula
ApplyAveragingFormula.ApplyAveragingFormulaDefault
ApplyCompoundingFormula
ApplyCompoundingFormula.ApplyCompoundingFormulaDefault
ComputeCalculationPeriod	Determine the calculation period to use for computing the calculated rate (it may not be the same as the normal calculation period, for instance if the rate is set in advance.
ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE
ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault
ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE
ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.ComputeCalculationPeriodSET_IN_ADVANCEDefault
ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD
ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.ComputeCalculationPeriodSTANDARDDefault
DetermineObservationPeriod
DetermineObservationPeriod.DetermineObservationPeriodDefault
DetermineWeightingDates
DetermineWeightingDates.DetermineWeightingDatesDefault
EvaluateCalculatedRate
EvaluateCalculatedRate.EvaluateCalculatedRateDefault
GenerateObservationDates
GenerateObservationDates.GenerateObservationDatesDefault
GenerateObservationDatesAndWeights
GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault
GenerateObservationPeriod
GenerateObservationPeriod.GenerateObservationPeriodDefault
GenerateWeightings
GenerateWeightings.GenerateWeightingsDefault
GenerateWeights
GenerateWeights.GenerateWeightsDefault
ProcessObservations
ProcessObservations.ProcessObservationsDefault