Package cdm.observable.asset.fro.functions

Class IndexValueObservationMultiple

java.lang.Object

cdm.observable.asset.fro.functions.IndexValueObservationMultiple

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

IndexValueObservationMultiple.IndexValueObservationMultipleDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	IndexValueObservationMultiple.IndexValueObservationMultipleDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected IndexValueObservation	indexValueObservation

Constructor Summary

Constructors

Constructor	Description
IndexValueObservationMultiple()

Method Summary

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

Field Details

indexValueObservation

@Inject
protected IndexValueObservation indexValueObservation

Constructor Details

IndexValueObservationMultiple

public IndexValueObservationMultiple()

Method Details

evaluate

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

Parameters:

observationDate -

floatingRateOption -

Returns:

observedValues

doEvaluate

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