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 ClassesModifier and TypeClassDescriptionstatic class -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected CalculateYearFractionprotected GetFixedRateprotected GetNotionalAmountprotected com.rosetta.model.lib.functions.ModelObjectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected 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.FixedAmountCalculationDetailsBuilderdoEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) 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, waitMethods 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
-
getFixedRate
-
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)
-