Class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault
java.lang.Object
cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
public static class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault
extends ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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Nested Class Summary
Nested classes/interfaces inherited from class cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault -
Field Summary
Fields inherited from class cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
evaluateCalculatedRate, getCalculatedFROCalculationParameters, objectValidator -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionassignOutput(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) doEvaluate(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 ReferenceWithMetaFloatingRateOption> rateOption(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.ProcessFloatingRateResetOVERNIGHT_AVG
evaluateMethods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Constructor Details
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ProcessFloatingRateResetOVERNIGHT_AVGDefault
public ProcessFloatingRateResetOVERNIGHT_AVGDefault()
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Method Details
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doEvaluate
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) - Specified by:
doEvaluatein classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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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:
rateDefin classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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resetDates
protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) - Specified by:
resetDatesin classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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dayCount
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) - Specified by:
dayCountin classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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rateOption
protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> rateOption(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) - Specified by:
rateOptionin classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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calcParams
protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) - Specified by:
calcParamsin classProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
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