Package cdm.product.asset.calculation.functions

Class FixedAmountCalculation

java.lang.Object

cdm.product.asset.calculation.functions.FixedAmountCalculation

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FixedAmountCalculation.FixedAmountCalculationDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FixedAmountCalculation.FixedAmountCalculationDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected CalculateYearFraction	calculateYearFraction
protected GetFixedRate	getFixedRate
protected GetNotionalAmount	getNotionalAmount
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
FixedAmountCalculation()

Method Summary

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

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

calculateYearFraction

@Inject
protected CalculateYearFraction calculateYearFraction

getFixedRate

@Inject
protected GetFixedRate getFixedRate

getNotionalAmount

@Inject
protected GetNotionalAmount getNotionalAmount

Constructor Details

FixedAmountCalculation

public FixedAmountCalculation()

Method Details

evaluate

public FixedAmountCalculationDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 BigDecimal notional)

Parameters:

interestRatePayout -

calculationPeriod -

notional -

Returns:

fixedAmountDetails

doEvaluate

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

fixedRate

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

calculationAmount

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

dcf

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

yearFraction

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

calcAmt

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