Package cdm.product.asset.calculation.functions

Class FloatingAmountCalculation

java.lang.Object

cdm.product.asset.calculation.functions.FloatingAmountCalculation

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FloatingAmountCalculation.FloatingAmountCalculationDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FloatingAmountCalculation.FloatingAmountCalculationDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected ApplyFloatingRateSetting	applyFloatingRateSetting
protected DetermineFloatingRateReset	determineFloatingRateReset
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
FloatingAmountCalculation()

Method Summary

Modifier and Type	Method	Description
protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate)
FloatingAmountCalculationDetails	evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails>	floatingRateSetting(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate)

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

applyFloatingRateSetting

@Inject
protected ApplyFloatingRateSetting applyFloatingRateSetting

determineFloatingRateReset

@Inject
protected DetermineFloatingRateReset determineFloatingRateReset

Constructor Details

FloatingAmountCalculation

public FloatingAmountCalculation()

Method Details

evaluate

public FloatingAmountCalculationDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate)

Parameters:

interestRatePayout - The interest rate stream for which the floating amount calculation is being done.

calculationPeriod - The calculation period for which the floating rate calculation is being done.

isInitialPeriod - Is this the initial calculation period?.

suppliedNotional -

suppliedRate -

Returns:

result The details of the floating rate calculation, including raw rate, rate treatment details, notional, and calculated cashlow amount.

doEvaluate

protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate)

floatingRateSetting

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails> floatingRateSetting(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod,
 BigDecimal suppliedNotional,
 BigDecimal suppliedRate)