Package cdm.product.asset.calculation.functions

Class CalculateYearFraction.CalculateYearFractionDefault

java.lang.Object

cdm.product.asset.calculation.functions.CalculateYearFraction

cdm.product.asset.calculation.functions.CalculateYearFraction.CalculateYearFractionDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

CalculateYearFraction

public static class CalculateYearFraction.CalculateYearFractionDefault
extends CalculateYearFraction

Nested Class Summary

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

CalculateYearFraction.CalculateYearFractionDefault

Field Summary

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

periodsInYear0, yearFraction

Constructor Summary

Constructors

Constructor	Description
CalculateYearFractionDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal yearFrac, InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)
protected BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	end(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	periodsInYear1(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	start(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	termination(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod)

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

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

CalculateYearFractionDefault

public CalculateYearFractionDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Specified by:

doEvaluate in class CalculateYearFraction

assignOutput

protected BigDecimal assignOutput(BigDecimal yearFrac,
 InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

start

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> start(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Specified by:

start in class CalculateYearFraction

end

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> end(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Specified by:

end in class CalculateYearFraction

termination

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> termination(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Specified by:

termination in class CalculateYearFraction

periodsInYear1

protected com.rosetta.model.lib.mapper.MapperS<Integer> periodsInYear1(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Specified by:

periodsInYear1 in class CalculateYearFraction