Package cdm.product.asset.floatingrate.functions

Class SpreadAmount

java.lang.Object

cdm.product.asset.floatingrate.functions.SpreadAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

SpreadAmount.SpreadAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SpreadAmount.SpreadAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected GetRateScheduleAmount	getRateScheduleAmount

Constructor Summary

Constructors

Constructor	Description
SpreadAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)
BigDecimal	evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod)

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

getRateScheduleAmount

@Inject
protected GetRateScheduleAmount getRateScheduleAmount

Constructor Details

SpreadAmount

public SpreadAmount()

Method Details

evaluate

public BigDecimal evaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)

Parameters:

interestRatePayout - An interest rate stream.

calculationPeriod - The calculation period for which you want the spread.

Returns:

spread The spread value for the period.

doEvaluate

protected abstract BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 CalculationPeriodBase calculationPeriod)