Package cdm.product.asset.floatingrate.functions

Class GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.GetFloatingRateProcessingParameters

cdm.product.asset.floatingrate.functions.GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

GetFloatingRateProcessingParameters

public static class GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault
extends GetFloatingRateProcessingParameters

Nested Class Summary

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

GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault

Field Summary

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

capRateAmount, floorRateAmount, multiplierAmount, objectValidator, spreadAmount

Constructor Summary

Constructors

Constructor	Description
GetFloatingRateProcessingParametersDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	assignOutput(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder processingParameters, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	cap(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	floor(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	multiplier(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum>	negativeTreatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<? extends Rounding>	rounding(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	spreadRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected com.rosetta.model.lib.mapper.MapperS<RateTreatmentEnum>	treatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)

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

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

GetFloatingRateProcessingParametersDefault

public GetFloatingRateProcessingParametersDefault()

Method Details

doEvaluate

protected FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

doEvaluate in class GetFloatingRateProcessingParameters

assignOutput

protected FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder assignOutput(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder processingParameters,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

spreadRate

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> spreadRate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

spreadRate in class GetFloatingRateProcessingParameters

multiplier

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplier(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

multiplier in class GetFloatingRateProcessingParameters

cap

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

cap in class GetFloatingRateProcessingParameters

floor

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

floor in class GetFloatingRateProcessingParameters

rounding

protected com.rosetta.model.lib.mapper.MapperS<? extends Rounding> rounding(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

rounding in class GetFloatingRateProcessingParameters

negativeTreatment

protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> negativeTreatment(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

negativeTreatment in class GetFloatingRateProcessingParameters

treatment

protected com.rosetta.model.lib.mapper.MapperS<RateTreatmentEnum> treatment(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

treatment in class GetFloatingRateProcessingParameters