Package cdm.observable.asset.fro.functions

Class IndexValueObservation

java.lang.Object

cdm.observable.asset.fro.functions.IndexValueObservation

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

IndexValueObservation.IndexValueObservationDefault, IndexValueObservationEmptyDataProvider

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	IndexValueObservation.IndexValueObservationDefault

Constructor Summary

Constructors

Constructor	Description
IndexValueObservation()

Method Summary

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

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

IndexValueObservation

public IndexValueObservation()

Method Details

evaluate

public BigDecimal evaluate(com.rosetta.model.lib.records.Date observationDate,
 FloatingRateOption floatingRateOption)

Parameters:

observationDate -

floatingRateOption -

Returns:

observedValue

doEvaluate

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