Package cdm.product.asset.calculation.functions

Class CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault

java.lang.Object

cdm.product.asset.calculation.functions.CalculateFloatingCashFlow

cdm.product.asset.calculation.functions.CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

CalculateFloatingCashFlow

public static class CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault
extends CalculateFloatingCashFlow

Nested Class Summary

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

CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault

Field Summary

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

calculateYearFraction, objectValidator

Constructor Summary

Constructors

Constructor	Description
CalculateFloatingCashFlowDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	annualAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	appliedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum>	dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notionalAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	spreadExclusiveCashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	spreadExclusiveRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails)

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

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

CalculateFloatingCashFlowDefault

public CalculateFloatingCashFlowDefault()

Method Details

doEvaluate

protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

doEvaluate in class CalculateFloatingCashFlow

assignOutput

protected FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

appliedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> appliedRate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

appliedRate in class CalculateFloatingCashFlow

spreadExclusiveRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadExclusiveRate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

spreadExclusiveRate in class CalculateFloatingCashFlow

dcf

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> dcf(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

dcf in class CalculateFloatingCashFlow

yearFraction

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> yearFraction(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

yearFraction in class CalculateFloatingCashFlow

annualAccrual

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> annualAccrual(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

annualAccrual in class CalculateFloatingCashFlow

notionalAccrual

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> notionalAccrual(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

notionalAccrual in class CalculateFloatingCashFlow

cashflow

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cashflow(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

cashflow in class CalculateFloatingCashFlow

spreadExclusiveCashflow

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadExclusiveCashflow(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional,
 String currency,
 FloatingRateSettingDetails floatingRateSetting,
 FloatingRateProcessingDetails processedRateDetails)

Specified by:

spreadExclusiveCashflow in class CalculateFloatingCashFlow