Package cdm.product.asset.floatingrate.functions

Class SpreadAmount.SpreadAmountDefault

java.lang.Object

cdm.product.asset.floatingrate.functions.SpreadAmount

cdm.product.asset.floatingrate.functions.SpreadAmount.SpreadAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

SpreadAmount

public static class SpreadAmount.SpreadAmountDefault
extends SpreadAmount

Nested Class Summary

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

SpreadAmount.SpreadAmountDefault

Field Summary

Fields inherited from class cdm.product.asset.floatingrate.functions.SpreadAmount

getRateScheduleAmount

Constructor Summary

Constructors

Constructor	Description
SpreadAmountDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal spread, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
protected BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)

Methods inherited from class cdm.product.asset.floatingrate.functions.SpreadAmount

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

SpreadAmountDefault

public SpreadAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Specified by:

doEvaluate in class SpreadAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal spread,
 InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)