Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOIS

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ProcessFloatingRateReset.ProcessFloatingRateResetOIS

public static class ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault
extends ProcessFloatingRateReset.ProcessFloatingRateResetOIS

Nested Class Summary

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

ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault

Field Summary

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

evaluateCalculatedRate, getCalculatedFROCalculationParameters, objectValidator

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetOISDefault()

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 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.ProcessFloatingRateResetOIS

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

ProcessFloatingRateResetOISDefault

public ProcessFloatingRateResetOISDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class ProcessFloatingRateReset.ProcessFloatingRateResetOIS

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.ProcessFloatingRateResetOIS

resetDates

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

Specified by:

resetDates in class ProcessFloatingRateReset.ProcessFloatingRateResetOIS

dayCount

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

Specified by:

dayCount in class ProcessFloatingRateReset.ProcessFloatingRateResetOIS

fro

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

Specified by:

fro in class ProcessFloatingRateReset.ProcessFloatingRateResetOIS

calcParams

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

Specified by:

calcParams in class ProcessFloatingRateReset.ProcessFloatingRateResetOIS