Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault

Enclosing class:

ProcessFloatingRateReset

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected EvaluateCalculatedRate	evaluateCalculatedRate
protected GetCalculatedFROCalculationParameters	getCalculatedFROCalculationParameters
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetOVERNIGHT_AVG()

Method Summary

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

evaluateCalculatedRate

@Inject
protected EvaluateCalculatedRate evaluateCalculatedRate

getCalculatedFROCalculationParameters

@Inject
protected GetCalculatedFROCalculationParameters getCalculatedFROCalculationParameters

Constructor Details

ProcessFloatingRateResetOVERNIGHT_AVG

public ProcessFloatingRateResetOVERNIGHT_AVG()

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)

rateDef

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

resetDates

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

dayCount

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

rateOption

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

calcParams

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