Package cdm.product.asset.floatingrate.functions

Class DetermineResetDate

java.lang.Object

cdm.product.asset.floatingrate.functions.DetermineResetDate

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

DetermineResetDate.DetermineResetDateDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	DetermineResetDate.DetermineResetDateDefault

Constructor Summary

Constructors

Constructor	Description
DetermineResetDate()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.records.Date	doEvaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod)
com.rosetta.model.lib.records.Date	evaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean>	isStart(ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	reset(ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum>	resetRelativeTo(ResetDates resetDates, CalculationPeriodBase calculationPeriod)

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

DetermineResetDate

public DetermineResetDate()

Method Details

evaluate

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

Parameters:

resetDates - Reset dates for observing the rate.

calculationPeriod - Calculation period for which you want the rate.

Returns:

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

doEvaluate

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

resetRelativeTo

protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> resetRelativeTo(ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

isStart

protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> isStart(ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

reset

protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> reset(ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)