Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX

java.lang.Object

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

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault

Enclosing class:

ProcessFloatingRateReset

public abstract static class ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX
extends Object
implements com.rosetta.model.lib.functions.RosettaFunction

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault

Field Summary

Fields

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

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetCOMPOUND_INDEX()

Method Summary

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

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

ProcessFloatingRateResetCOMPOUND_INDEX

public ProcessFloatingRateResetCOMPOUND_INDEX()

Method Details

evaluate

public FloatingRateSettingDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Parameters:

interestRatePayout - Floating rate stream definition.

calcPeriod - The calculation period for which you want the rate.

processingType - The rate processing type (e.g. Screen Rate, OIS); this drives how the resetting calculation is done. .

Returns:

floatingRate Details of the rate observation/calculation.

doEvaluate

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