Package cdm.product.asset.floatingrate.functions

Class ApplyFloatingRatePostSpreadProcessing.ApplyFloatingRatePostSpreadProcessingDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ApplyFloatingRatePostSpreadProcessing

cdm.product.asset.floatingrate.functions.ApplyFloatingRatePostSpreadProcessing.ApplyFloatingRatePostSpreadProcessingDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ApplyFloatingRatePostSpreadProcessing

public static class ApplyFloatingRatePostSpreadProcessing.ApplyFloatingRatePostSpreadProcessingDefault
extends ApplyFloatingRatePostSpreadProcessing

Nested Class Summary

Nested classes/interfaces inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRatePostSpreadProcessing

ApplyFloatingRatePostSpreadProcessing.ApplyFloatingRatePostSpreadProcessingDefault

Field Summary

Fields inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRatePostSpreadProcessing

applyCapsAndFloors, applyFinalRateRounding

Constructor Summary

Constructors

Constructor	Description
ApplyFloatingRatePostSpreadProcessingDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal processedRate, BigDecimal inputRate, FloatingRateProcessingParameters processing)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cappedAndFlooredRate(BigDecimal inputRate, FloatingRateProcessingParameters processing)
protected BigDecimal	doEvaluate(BigDecimal inputRate, FloatingRateProcessingParameters processing)

Methods inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRatePostSpreadProcessing

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

ApplyFloatingRatePostSpreadProcessingDefault

public ApplyFloatingRatePostSpreadProcessingDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(BigDecimal inputRate,
 FloatingRateProcessingParameters processing)

Specified by:

doEvaluate in class ApplyFloatingRatePostSpreadProcessing

assignOutput

protected BigDecimal assignOutput(BigDecimal processedRate,
 BigDecimal inputRate,
 FloatingRateProcessingParameters processing)

cappedAndFlooredRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cappedAndFlooredRate(BigDecimal inputRate,
 FloatingRateProcessingParameters processing)

Specified by:

cappedAndFlooredRate in class ApplyFloatingRatePostSpreadProcessing