Package cdm.product.asset.floatingrate.functions

Class EvaluateScreenRate.EvaluateScreenRateDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.EvaluateScreenRate

cdm.product.asset.floatingrate.functions.EvaluateScreenRate.EvaluateScreenRateDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

EvaluateScreenRate

public static class EvaluateScreenRate.EvaluateScreenRateDefault
extends EvaluateScreenRate

Nested Class Summary

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

EvaluateScreenRate.EvaluateScreenRateDefault

Field Summary

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

determineFixingDate, determineResetDate, indexValueObservation, objectValidator

Constructor Summary

Constructors

Constructor	Description
EvaluateScreenRateDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder details, FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)

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

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

EvaluateScreenRateDefault

public EvaluateScreenRateDefault()

Method Details

doEvaluate

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(FloatingRate rateDef,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

Specified by:

doEvaluate in class EvaluateScreenRate

assignOutput

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder details,
 FloatingRate rateDef,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

resetDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> resetDate(FloatingRate rateDef,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

Specified by:

resetDate in class EvaluateScreenRate

fixingDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> fixingDate(FloatingRate rateDef,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

Specified by:

fixingDate in class EvaluateScreenRate

observedRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> observedRate(FloatingRate rateDef,
 ResetDates resetDates,
 CalculationPeriodBase calculationPeriod)

Specified by:

observedRate in class EvaluateScreenRate