Class FloorRateAmount
java.lang.Object
cdm.product.asset.floatingrate.functions.FloorRateAmount
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Direct Known Subclasses:
FloorRateAmount.FloorRateAmountDefault
public abstract class FloorRateAmount
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction
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Nested Class Summary
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Field Summary
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionprotected abstract BigDecimaldoEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) evaluate(InterestRatePayout interestRatePayout, 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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getRateScheduleAmount
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Constructor Details
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FloorRateAmount
public FloorRateAmount()
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Method Details
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evaluate
public BigDecimal evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Parameters:
interestRatePayout- An interest rate stream.calculationPeriod- The calculation period for which you want the floor rate.- Returns:
- floorRate The cap rate in effect from the calculation period start date.
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doEvaluate
protected abstract BigDecimal doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
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