Package cdm.product.asset.floatingrate.functions

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	EvaluateScreenRate.EvaluateScreenRateDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected DetermineFixingDate	determineFixingDate
protected DetermineResetDate	determineResetDate
protected IndexValueObservation	indexValueObservation
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
EvaluateScreenRate()

Method Summary

Modifier and Type	Method	Description
protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod)
FloatingRateSettingDetails	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, 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

determineFixingDate

@Inject
protected DetermineFixingDate determineFixingDate

determineResetDate

@Inject
protected DetermineResetDate determineResetDate

indexValueObservation

@Inject
protected IndexValueObservation indexValueObservation

Constructor Details

EvaluateScreenRate

public EvaluateScreenRate()

Method Details

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 .

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)