Package cdm.observable.asset.functions

Class FilterPrice

java.lang.Object

cdm.observable.asset.functions.FilterPrice

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FilterPrice.FilterPriceDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FilterPrice.FilterPriceDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
FilterPrice()

Method Summary

Modifier and Type	Method	Description
protected abstract PriceSchedule.PriceScheduleBuilder	doEvaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression)
PriceSchedule	evaluate(List<? extends PriceSchedule> prices, PriceTypeEnum priceType, List<ArithmeticOperationEnum> arithmeticOperators, PriceExpressionEnum priceExpression)

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

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

Constructor Details

FilterPrice

public FilterPrice()

Method Details

evaluate

public PriceSchedule evaluate(List<? extends PriceSchedule> prices,
 PriceTypeEnum priceType,
 List<ArithmeticOperationEnum> arithmeticOperators,
 PriceExpressionEnum priceExpression)

Parameters:

prices - List of prices to filter.

priceType - The price type to filter by: asset price, cash price, exchange rate etc.

arithmeticOperators - Optionally filter based on the type of operator, e.g. if price is specified as a spread or a multiplier. Several operators can be passed as arguments (e.g. [ Add, Subtract ]).

priceExpression - Optionally filter by type of price expression: percentage of notional, par value fraction

Returns:

price

doEvaluate

protected abstract PriceSchedule.PriceScheduleBuilder doEvaluate(List<? extends PriceSchedule> prices,
 PriceTypeEnum priceType,
 List<ArithmeticOperationEnum> arithmeticOperators,
 PriceExpressionEnum priceExpression)