Package cdm.product.asset.floatingrate.functions

Class FloorRateAmount.FloorRateAmountDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.FloorRateAmount

cdm.product.asset.floatingrate.functions.FloorRateAmount.FloorRateAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FloorRateAmount

public static class FloorRateAmount.FloorRateAmountDefault
extends FloorRateAmount

Nested Class Summary

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

FloorRateAmount.FloorRateAmountDefault

Field Summary

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

getRateScheduleAmount

Constructor Summary

Constructors

Constructor	Description
FloorRateAmountDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal floorRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)

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

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

FloorRateAmountDefault

public FloorRateAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

doEvaluate in class FloorRateAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal floorRate,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)