Package cdm.product.asset.floatingrate.functions

Class DetermineFixingDate

java.lang.Object

cdm.product.asset.floatingrate.functions.DetermineFixingDate

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

DetermineFixingDate.DetermineFixingDateDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	DetermineFixingDate.DetermineFixingDateDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AddBusinessDays	addBusinessDays
protected GetAllBusinessCenters	getAllBusinessCenters

Constructor Summary

Constructors

Constructor	Description
DetermineFixingDate()

Method Summary

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

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

addBusinessDays

@Inject
protected AddBusinessDays addBusinessDays

getAllBusinessCenters

@Inject
protected GetAllBusinessCenters getAllBusinessCenters

Constructor Details

DetermineFixingDate

public DetermineFixingDate()

Method Details

evaluate

public com.rosetta.model.lib.records.Date evaluate(ResetDates resetDates,
 com.rosetta.model.lib.records.Date resetDate)

Parameters:

resetDates - Reset date parameters for observing the rate.

resetDate - The date that the rate is needed for.

Returns:

fixingDate The date upon which the rate should be observed. .

doEvaluate

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

fixingOffsetDays

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

businessCenters

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

fixDate

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