Package cdm.product.asset.calculation.functions

Class ApplyFloatingRateSetting

java.lang.Object

cdm.product.asset.calculation.functions.ApplyFloatingRateSetting

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected ApplyFloatingRateProcessing	applyFloatingRateProcessing
protected CalculateFloatingCashFlow	calculateFloatingCashFlow
protected DefaultFloatingRate	defaultFloatingRate
protected GetFloatingRateProcessingParameters	getFloatingRateProcessingParameters
protected GetNotionalAmount	getNotionalAmount
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
ApplyFloatingRateSetting()

Method Summary

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

applyFloatingRateProcessing

@Inject
protected ApplyFloatingRateProcessing applyFloatingRateProcessing

calculateFloatingCashFlow

@Inject
protected CalculateFloatingCashFlow calculateFloatingCashFlow

defaultFloatingRate

@Inject
protected DefaultFloatingRate defaultFloatingRate

getFloatingRateProcessingParameters

@Inject
protected GetFloatingRateProcessingParameters getFloatingRateProcessingParameters

getNotionalAmount

@Inject
protected GetNotionalAmount getNotionalAmount

Constructor Details

ApplyFloatingRateSetting

public ApplyFloatingRateSetting()

Method Details

evaluate

public FloatingAmountCalculationDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate,
 FloatingRateSettingDetails floatingRateSetting)

Parameters:

interestRatePayout - The interest rate stream for which the floating amount calculation is being done.

calculationPeriod - The calculation period for which the floating rate calculation is being done.

isInitialPeriod - Is this the initial calculation period?.

suppliedNotional -

suppliedRate -

floatingRateSetting - Details of the rate observation/calculation corresonding to the supplied rate definition and calculation period.

Returns:

result The details of the floating rate calculation, including raw rate, rate treatment details, notional, and calculated cashlow amount.

doEvaluate

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

floatingRate

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

processingParameters

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

processedRateDetails

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

periodNotional

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

notional

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

currency

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