Package cdm.product.asset.calculation.functions

Class ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault

java.lang.Object

cdm.product.asset.calculation.functions.ApplyFloatingRateSetting

cdm.product.asset.calculation.functions.ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ApplyFloatingRateSetting

public static class ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault
extends ApplyFloatingRateSetting

Nested Class Summary

Nested classes/interfaces inherited from class cdm.product.asset.calculation.functions.ApplyFloatingRateSetting

ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault

Field Summary

Fields inherited from class cdm.product.asset.calculation.functions.ApplyFloatingRateSetting

applyFloatingRateProcessing, calculateFloatingCashFlow, defaultFloatingRate, getFloatingRateProcessingParameters, getNotionalAmount, objectValidator

Constructor Summary

Constructors

Constructor	Description
ApplyFloatingRateSettingDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString>	currency(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	floatingRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<? extends Money>	periodNotional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails>	processedRateDetails(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters>	processingParameters(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting)

Methods inherited from class cdm.product.asset.calculation.functions.ApplyFloatingRateSetting

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

ApplyFloatingRateSettingDefault

public ApplyFloatingRateSettingDefault()

Method Details

doEvaluate

protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

doEvaluate in class ApplyFloatingRateSetting

assignOutput

protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

floatingRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floatingRate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

floatingRate in class ApplyFloatingRateSetting

processingParameters

protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters> processingParameters(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

processingParameters in class ApplyFloatingRateSetting

processedRateDetails

protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails> processedRateDetails(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

processedRateDetails in class ApplyFloatingRateSetting

periodNotional

protected com.rosetta.model.lib.mapper.MapperS<? extends Money> periodNotional(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

periodNotional in class ApplyFloatingRateSetting

notional

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> notional(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

notional in class ApplyFloatingRateSetting

currency

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> currency(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Specified by:

currency in class ApplyFloatingRateSetting