Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

public static class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault
extends ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

Nested Class Summary

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

ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault

Field Summary

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

calculationPeriod, create_CalculationPeriodBase, evaluateCalculatedRate, objectValidator

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetMODULARDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters>	calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum>	dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption>	fro(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	priorCalculationPeriod(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification>	rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)
protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates>	resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)

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

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

ProcessFloatingRateResetMODULARDefault

public ProcessFloatingRateResetMODULARDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

assignOutput

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

rateDef

protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> rateDef(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

rateDef in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

resetDates

protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> resetDates(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

resetDates in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

dayCount

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> dayCount(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

dayCount in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

fro

protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> fro(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

fro in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

calcParams

protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> calcParams(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

calcParams in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR

priorCalculationPeriod

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> priorCalculationPeriod(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)

Specified by:

priorCalculationPeriod in class ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR