Package cdm.product.asset.floatingrate.functions

Class ProcessFloatingRateReset

java.lang.Object

cdm.product.asset.floatingrate.functions.ProcessFloatingRateReset

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

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

Entry point for the function that performs the floating rate resetting operation. There are different variations depending on the processing type (e.g. screen rate, OIS, modular calculated rate. .

Version:

5.30.0

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX
static class	ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR
static class	ProcessFloatingRateReset.ProcessFloatingRateResetOIS
static class	ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG
static class	ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN

Field Summary

Fields

Modifier and Type	Field	Description
protected ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX	processFloatingRateResetCompoundIndex
protected ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR	processFloatingRateResetModular
protected ProcessFloatingRateReset.ProcessFloatingRateResetOIS	processFloatingRateResetOIS
protected ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG	processFloatingRateResetOvernightAvg
protected ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN	processFloatingRateResetScreen

Constructor Summary

Constructors

Constructor	Description
ProcessFloatingRateReset()

Method Summary

Modifier and Type	Method	Description
FloatingRateSettingDetails	evaluate(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

processFloatingRateResetScreen

@Inject
protected ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN processFloatingRateResetScreen

processFloatingRateResetModular

@Inject
protected ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR processFloatingRateResetModular

processFloatingRateResetOIS

@Inject
protected ProcessFloatingRateReset.ProcessFloatingRateResetOIS processFloatingRateResetOIS

processFloatingRateResetOvernightAvg

@Inject
protected ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG processFloatingRateResetOvernightAvg

processFloatingRateResetCompoundIndex

@Inject
protected ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX processFloatingRateResetCompoundIndex

Constructor Details

ProcessFloatingRateReset

public ProcessFloatingRateReset()

Method Details

evaluate

public FloatingRateSettingDetails evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calcPeriod,
 FloatingRateIndexProcessingTypeEnum processingType)