Class ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault
java.lang.Object
cdm.product.asset.floatingrate.functions.ApplyFloatingRateProcessing
cdm.product.asset.floatingrate.functions.ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
ApplyFloatingRateProcessing
public static class ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault
extends ApplyFloatingRateProcessing
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Nested Class Summary
Nested classes/interfaces inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRateProcessing
ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault -
Field Summary
Fields inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRateProcessing
applyFloatingRatePostSpreadProcessing, applyUSRateTreatment, max, objectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected com.rosetta.model.lib.mapper.MapperS<BigDecimal> added(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) assignOutput(FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder details, FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) doEvaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<Boolean> doInitialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePluSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplied(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multipliedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplier(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> negativeTreatment(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ratePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> treatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) Methods inherited from class cdm.product.asset.floatingrate.functions.ApplyFloatingRateProcessing
evaluateMethods 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
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Constructor Details
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ApplyFloatingRateProcessingDefault
public ApplyFloatingRateProcessingDefault()
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Method Details
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doEvaluate
protected FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder doEvaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
doEvaluatein classApplyFloatingRateProcessing
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assignOutput
protected FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder assignOutput(FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder details, FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) -
multiplier
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplier(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
multiplierin classApplyFloatingRateProcessing
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multiplied
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplied(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
multipliedin classApplyFloatingRateProcessing
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multipliedRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multipliedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
multipliedRatein classApplyFloatingRateProcessing
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treatedRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> treatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
treatedRatein classApplyFloatingRateProcessing
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negativeTreatment
protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> negativeTreatment(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
negativeTreatmentin classApplyFloatingRateProcessing
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negativeTreatedRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
negativeTreatedRatein classApplyFloatingRateProcessing
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spreadRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
spreadRatein classApplyFloatingRateProcessing
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added
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> added(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
addedin classApplyFloatingRateProcessing
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ratePlusSpread
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ratePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
ratePlusSpreadin classApplyFloatingRateProcessing
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negativeTreatedRatePlusSpread
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
negativeTreatedRatePlusSpreadin classApplyFloatingRateProcessing
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doInitialRate
protected com.rosetta.model.lib.mapper.MapperS<Boolean> doInitialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
doInitialRatein classApplyFloatingRateProcessing
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initialRate
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
initialRatein classApplyFloatingRateProcessing
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initialRatePluSpread
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePluSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
initialRatePluSpreadin classApplyFloatingRateProcessing
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initialRatePlusSpread
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) - Specified by:
initialRatePlusSpreadin classApplyFloatingRateProcessing
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