Package cdm.product.asset.floatingrate.functions

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FloorRateAmount.FloorRateAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected GetRateScheduleAmount	getRateScheduleAmount

Constructor Summary

Constructors

Constructor	Description
FloorRateAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
BigDecimal	evaluate(InterestRatePayout interestRatePayout, 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

getRateScheduleAmount

@Inject
protected GetRateScheduleAmount getRateScheduleAmount

Constructor Details

FloorRateAmount

public FloorRateAmount()

Method Details

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.

doEvaluate

protected abstract BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)