Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

public static class ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault
extends ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

Nested Class Summary

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

ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault

Field Summary

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

evaluateScreenRate, objectValidator

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateResetSCREENDefault()

Method Summary

Modifier and Type	Method	Description
protected FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder	assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, 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 ResetDates>	resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType)

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

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

ProcessFloatingRateResetSCREENDefault

public ProcessFloatingRateResetSCREENDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

assignOutput

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

resetDates

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

Specified by:

resetDates in class ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

rateDef

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

Specified by:

rateDef in class ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN