Package cdm.product.asset.floatingrate.functions

Class GetFloatingRateProcessingParameters

java.lang.Object

cdm.product.asset.floatingrate.functions.GetFloatingRateProcessingParameters

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected CapRateAmount	capRateAmount
protected FloorRateAmount	floorRateAmount
protected MultiplierAmount	multiplierAmount
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected SpreadAmount	spreadAmount

Constructor Summary

Constructors

Constructor	Description
GetFloatingRateProcessingParameters()

Method Summary

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

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

capRateAmount

@Inject
protected CapRateAmount capRateAmount

floorRateAmount

@Inject
protected FloorRateAmount floorRateAmount

multiplierAmount

@Inject
protected MultiplierAmount multiplierAmount

spreadAmount

@Inject
protected SpreadAmount spreadAmount

Constructor Details

GetFloatingRateProcessingParameters

public GetFloatingRateProcessingParameters()

Method Details

evaluate

public FloatingRateProcessingParameters evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Parameters:

interestRatePayout - An interest rate stream.

calculationPeriod - The calculation period for which the calculation is being perfmored (needed to look up paramters).

Returns:

processingParameters The processing parameters.

doEvaluate

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

spreadRate

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

multiplier

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

cap

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

floor

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

rounding

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

negativeTreatment

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

treatment

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