Package cdm.product.asset.floatingrate.functions

Class DetermineFloatingRateReset

java.lang.Object

cdm.product.asset.floatingrate.functions.DetermineFloatingRateReset

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

DetermineFloatingRateReset.DetermineFloatingRateResetDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	DetermineFloatingRateReset.DetermineFloatingRateResetDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected GetFloatingRateProcessingType	getFloatingRateProcessingType
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected ProcessFloatingRateReset	processFloatingRateReset

Constructor Summary

Constructors

Constructor	Description
DetermineFloatingRateReset()

Method Summary

Modifier and Type	Method	Description
protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod)
FloatingRateSettingDetails	evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<FloatingRateIndexProcessingTypeEnum>	processingType(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification>	rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod)

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

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

getFloatingRateProcessingType

@Inject
protected GetFloatingRateProcessingType getFloatingRateProcessingType

processFloatingRateReset

@Inject
protected ProcessFloatingRateReset processFloatingRateReset

Constructor Details

DetermineFloatingRateReset

public DetermineFloatingRateReset()

Method Details

evaluate

public FloatingRateSettingDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod)

Parameters:

interestRatePayout - Floating rate stream definition.

calcPeriod - The calculation period for which you want the rate.

Returns:

floatingRate Details of the rate observation/calculation corresonding to the supplied rate definition and calculation period.

doEvaluate

protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod)

rateDef

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> rateDef(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod)

processingType

protected abstract com.rosetta.model.lib.mapper.MapperS<FloatingRateIndexProcessingTypeEnum> processingType(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod)