Class EvaluateScreenRate
java.lang.Object
cdm.product.asset.floatingrate.functions.EvaluateScreenRate
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Direct Known Subclasses:
EvaluateScreenRate.EvaluateScreenRateDefault
public abstract class EvaluateScreenRate
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction
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Nested Class Summary
Nested Classes -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected DetermineFixingDateprotected DetermineResetDateprotected IndexValueObservationprotected com.rosetta.model.lib.functions.ModelObjectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderdoEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) evaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Field Details
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objectValidator
@Inject protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator -
determineFixingDate
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determineResetDate
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indexValueObservation
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Constructor Details
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EvaluateScreenRate
public EvaluateScreenRate()
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Method Details
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evaluate
public FloatingRateSettingDetails evaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) - Parameters:
rateDef- Floating rate definition.resetDates- Reset dates for observing the rate.calculationPeriod- Calculation period for which you want the rate.- Returns:
- details Resulting details of the rate setting .
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doEvaluate
protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) -
resetDate
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) -
fixingDate
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) -
observedRate
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
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