Package cdm.observable.asset.fro.functions

Class IndexValueObservation.IndexValueObservationDefault

java.lang.Object

cdm.observable.asset.fro.functions.IndexValueObservation

cdm.observable.asset.fro.functions.IndexValueObservation.IndexValueObservationDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

IndexValueObservation

public static class IndexValueObservation.IndexValueObservationDefault
extends IndexValueObservation

Nested Class Summary

Nested classes/interfaces inherited from class cdm.observable.asset.fro.functions.IndexValueObservation

IndexValueObservation.IndexValueObservationDefault

Constructor Summary

Constructors

Constructor	Description
IndexValueObservationDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal observedValue, com.rosetta.model.lib.records.Date observationDate, FloatingRateOption floatingRateOption)
protected BigDecimal	doEvaluate(com.rosetta.model.lib.records.Date observationDate, FloatingRateOption floatingRateOption)

Methods inherited from class cdm.observable.asset.fro.functions.IndexValueObservation

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

IndexValueObservationDefault

public IndexValueObservationDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(com.rosetta.model.lib.records.Date observationDate,
 FloatingRateOption floatingRateOption)

Specified by:

doEvaluate in class IndexValueObservation

assignOutput

protected BigDecimal assignOutput(BigDecimal observedValue,
 com.rosetta.model.lib.records.Date observationDate,
 FloatingRateOption floatingRateOption)