Package cdm.product.asset.floatingrate.functions

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

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

Constructor	Description
ApplyFloatingRateProcessingDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	added(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod)
protected FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder	assignOutput(FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder details, FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod)
protected FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder	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

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

ApplyFloatingRateProcessingDefault

public ApplyFloatingRateProcessingDefault()

Method Details

doEvaluate

protected FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder doEvaluate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

doEvaluate in class ApplyFloatingRateProcessing

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:

multiplier in class ApplyFloatingRateProcessing

multiplied

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplied(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

multiplied in class ApplyFloatingRateProcessing

multipliedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multipliedRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

multipliedRate in class ApplyFloatingRateProcessing

treatedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> treatedRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

treatedRate in class ApplyFloatingRateProcessing

negativeTreatment

protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> negativeTreatment(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

negativeTreatment in class ApplyFloatingRateProcessing

negativeTreatedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

negativeTreatedRate in class ApplyFloatingRateProcessing

spreadRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

spreadRate in class ApplyFloatingRateProcessing

added

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> added(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

added in class ApplyFloatingRateProcessing

ratePlusSpread

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ratePlusSpread(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

ratePlusSpread in class ApplyFloatingRateProcessing

negativeTreatedRatePlusSpread

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> negativeTreatedRatePlusSpread(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

negativeTreatedRatePlusSpread in class ApplyFloatingRateProcessing

doInitialRate

protected com.rosetta.model.lib.mapper.MapperS<Boolean> doInitialRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

doInitialRate in class ApplyFloatingRateProcessing

initialRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRate(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

initialRate in class ApplyFloatingRateProcessing

initialRatePluSpread

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePluSpread(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

initialRatePluSpread in class ApplyFloatingRateProcessing

initialRatePlusSpread

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> initialRatePlusSpread(FloatingRateProcessingParameters processing,
 BigDecimal rawRate,
 CalculationPeriodBase calculationPeriod,
 Boolean isInitialPeriod)

Specified by:

initialRatePlusSpread in class ApplyFloatingRateProcessing