Package cdm.observable.asset.fro.functions

Class IndexValueObservationMultiple.IndexValueObservationMultipleDefault

java.lang.Object

cdm.observable.asset.fro.functions.IndexValueObservationMultiple

cdm.observable.asset.fro.functions.IndexValueObservationMultiple.IndexValueObservationMultipleDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

IndexValueObservationMultiple

public static class IndexValueObservationMultiple.IndexValueObservationMultipleDefault
extends IndexValueObservationMultiple

Nested Class Summary

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

IndexValueObservationMultiple.IndexValueObservationMultipleDefault

Field Summary

Fields inherited from class cdm.observable.asset.fro.functions.IndexValueObservationMultiple

indexValueObservation

Constructor Summary

Constructors

Constructor	Description
IndexValueObservationMultipleDefault()

Method Summary

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

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

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

IndexValueObservationMultipleDefault

public IndexValueObservationMultipleDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class IndexValueObservationMultiple

assignOutput

protected List<BigDecimal> assignOutput(List<BigDecimal> observedValues,
 List<com.rosetta.model.lib.records.Date> observationDate,
 FloatingRateOption floatingRateOption)