Package cdm.product.asset.floatingrate.functions

Class GetCalculatedFROCalculationParameters

java.lang.Object

cdm.product.asset.floatingrate.functions.GetCalculatedFROCalculationParameters

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

GetCalculatedFROCalculationParameters.GetCalculatedFROCalculationParametersDefault

public abstract class GetCalculatedFROCalculationParameters
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GetCalculatedFROCalculationParameters.GetCalculatedFROCalculationParametersDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
GetCalculatedFROCalculationParameters()

Method Summary

Modifier and Type	Method	Description
protected abstract FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder	doEvaluate(ResetDates resetDates, CalculationMethodEnum calcMethod)
FloatingRateCalculationParameters	evaluate(ResetDates resetDates, CalculationMethodEnum calcMethod)

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

Constructor Details

GetCalculatedFROCalculationParameters

public GetCalculatedFROCalculationParameters()

Method Details

evaluate

public FloatingRateCalculationParameters evaluate(ResetDates resetDates,
 CalculationMethodEnum calcMethod)

Parameters:

resetDates - The reset dates for the interest rate payout for which the calculated rate is being computed.

calcMethod - Whether the rate is a compound (OIS) or daily average rate.

Returns:

calcParams A calculation parameters block.

doEvaluate

protected abstract FloatingRateCalculationParameters.FloatingRateCalculationParametersBuilder doEvaluate(ResetDates resetDates,
 CalculationMethodEnum calcMethod)