Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

public static class ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault
extends ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

Nested Class Summary

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

ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault

Field Summary

Fields inherited from class cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

objectValidator

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetCOMPOUND_INDEXDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)

Methods inherited from class cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

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

ProcessFloatingRateResetCOMPOUND_INDEXDefault

public ProcessFloatingRateResetCOMPOUND_INDEXDefault()

Method Details

doEvaluate

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

doEvaluate in class ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

assignOutput

protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)