Package cdm.product.asset.floatingrate.functions

Class DetermineFixingDate.DetermineFixingDateDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.DetermineFixingDate

cdm.product.asset.floatingrate.functions.DetermineFixingDate.DetermineFixingDateDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

DetermineFixingDate

public static class DetermineFixingDate.DetermineFixingDateDefault
extends DetermineFixingDate

Nested Class Summary

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

DetermineFixingDate.DetermineFixingDateDefault

Field Summary

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

addBusinessDays, getAllBusinessCenters

Constructor Summary

Constructors

Constructor	Description
DetermineFixingDateDefault()

Method Summary

Modifier and Type	Method	Description
protected com.rosetta.model.lib.records.Date	assignOutput(com.rosetta.model.lib.records.Date fixingDate, ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate)
protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum>	businessCenters(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate)
protected com.rosetta.model.lib.records.Date	doEvaluate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	fixDate(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate)
protected com.rosetta.model.lib.mapper.MapperS<Integer>	fixingOffsetDays(ResetDates resetDates, com.rosetta.model.lib.records.Date resetDate)

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

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

DetermineFixingDateDefault

public DetermineFixingDateDefault()

Method Details

doEvaluate

protected com.rosetta.model.lib.records.Date doEvaluate(ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

Specified by:

doEvaluate in class DetermineFixingDate

assignOutput

protected com.rosetta.model.lib.records.Date assignOutput(com.rosetta.model.lib.records.Date fixingDate,
 ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

fixingOffsetDays

protected com.rosetta.model.lib.mapper.MapperS<Integer> fixingOffsetDays(ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

Specified by:

fixingOffsetDays in class DetermineFixingDate

businessCenters

protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> businessCenters(ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

Specified by:

businessCenters in class DetermineFixingDate

fixDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> fixDate(ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

Specified by:

fixDate in class DetermineFixingDate