Package cdm.product.asset.calculation.functions

Class CalculateYearFraction

java.lang.Object

cdm.product.asset.calculation.functions.CalculateYearFraction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

CalculateYearFraction.CalculateYearFractionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	CalculateYearFraction.CalculateYearFractionDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected PeriodsInYear	periodsInYear0
protected YearFraction	yearFraction

Constructor Summary

Constructors

Constructor	Description
CalculateYearFraction()

Method Summary

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

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

periodsInYear0

@Inject
protected PeriodsInYear periodsInYear0

yearFraction

@Inject
protected YearFraction yearFraction

Constructor Details

CalculateYearFraction

public CalculateYearFraction()

Method Details

evaluate

public BigDecimal evaluate(InterestRatePayout interestRatePayout,
 DayCountFractionEnum dcf,
 CalculationPeriodBase calculationPeriod)

Parameters:

interestRatePayout - The interest rate payout for which the year fraction is needed

dcf - The day count fraction convention to use

calculationPeriod - The calculation period for which the year fraction is needed

Returns:

yearFrac

doEvaluate

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

start

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

end

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

termination

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

periodsInYear1

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