Package cdm.product.asset.calculation.functions

Class FixedAmountCalculation.FixedAmountCalculationDefault

java.lang.Object

cdm.product.asset.calculation.functions.FixedAmountCalculation

cdm.product.asset.calculation.functions.FixedAmountCalculation.FixedAmountCalculationDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FixedAmountCalculation

public static class FixedAmountCalculation.FixedAmountCalculationDefault
extends FixedAmountCalculation

Nested Class Summary

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

FixedAmountCalculation.FixedAmountCalculationDefault

Field Summary

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

calculateYearFraction, getFixedRate, getNotionalAmount, objectValidator

Constructor Summary

Constructors

Constructor	Description
FixedAmountCalculationDefault()

Method Summary

Modifier and Type	Method	Description
protected FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder	assignOutput(FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder fixedAmountDetails, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	calcAmt(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected com.rosetta.model.lib.mapper.MapperS<? extends Money>	calculationAmount(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum>	dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	fixedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional)

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

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

FixedAmountCalculationDefault

public FixedAmountCalculationDefault()

Method Details

doEvaluate

protected FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

doEvaluate in class FixedAmountCalculation

assignOutput

protected FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder assignOutput(FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder fixedAmountDetails,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

fixedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> fixedRate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

fixedRate in class FixedAmountCalculation

calculationAmount

protected com.rosetta.model.lib.mapper.MapperS<? extends Money> calculationAmount(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

calculationAmount in class FixedAmountCalculation

dcf

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> dcf(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

dcf in class FixedAmountCalculation

yearFraction

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> yearFraction(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

yearFraction in class FixedAmountCalculation

calcAmt

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> calcAmt(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Specified by:

calcAmt in class FixedAmountCalculation