Package cdm.product.asset.floatingrate.functions

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

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

Constructor	Description
ProcessFloatingRateResetOVERNIGHT_AVGDefault()

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 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

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

ProcessFloatingRateResetOVERNIGHT_AVGDefault

public ProcessFloatingRateResetOVERNIGHT_AVGDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

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.ProcessFloatingRateResetOVERNIGHT_AVG

resetDates

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

Specified by:

resetDates in class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

dayCount

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

Specified by:

dayCount in class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

rateOption

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

Specified by:

rateOption in class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

calcParams

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

Specified by:

calcParams in class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG