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
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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 -
Method Summary
Modifier and TypeMethodDescriptionassignOutput(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder processingParameters, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) 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
evaluateMethods 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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Constructor Details
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GetFloatingRateProcessingParametersDefault
public GetFloatingRateProcessingParametersDefault()
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Method Details
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doEvaluate
protected FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
doEvaluatein classGetFloatingRateProcessingParameters
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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:
spreadRatein classGetFloatingRateProcessingParameters
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multiplier
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> multiplier(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
multiplierin classGetFloatingRateProcessingParameters
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cap
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> cap(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
capin classGetFloatingRateProcessingParameters
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floor
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> floor(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
floorin classGetFloatingRateProcessingParameters
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rounding
protected com.rosetta.model.lib.mapper.MapperS<? extends Rounding> rounding(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
roundingin classGetFloatingRateProcessingParameters
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negativeTreatment
protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> negativeTreatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
negativeTreatmentin classGetFloatingRateProcessingParameters
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treatment
protected com.rosetta.model.lib.mapper.MapperS<RateTreatmentEnum> treatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) - Specified by:
treatmentin classGetFloatingRateProcessingParameters
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