Package cdm.product.asset.functions

Class ExtractFixedLeg.ExtractFixedLegDefault

java.lang.Object

cdm.product.asset.functions.ExtractFixedLeg

cdm.product.asset.functions.ExtractFixedLeg.ExtractFixedLegDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

ExtractFixedLeg

public static class ExtractFixedLeg.ExtractFixedLegDefault
extends ExtractFixedLeg

Nested Class Summary

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

ExtractFixedLeg.ExtractFixedLegDefault

Field Summary

Fields inherited from class cdm.product.asset.functions.ExtractFixedLeg

objectValidator

Constructor Summary

Constructors

Constructor	Description
ExtractFixedLegDefault()

Method Summary

Modifier and Type	Method	Description
protected InterestRatePayout.InterestRatePayoutBuilder	assignOutput(InterestRatePayout.InterestRatePayoutBuilder fixedRatePayout, List<? extends InterestRatePayout> interestRatePayouts)
protected InterestRatePayout.InterestRatePayoutBuilder	doEvaluate(List<? extends InterestRatePayout> interestRatePayouts)

Methods inherited from class cdm.product.asset.functions.ExtractFixedLeg

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

ExtractFixedLegDefault

public ExtractFixedLegDefault()

Method Details

doEvaluate

protected InterestRatePayout.InterestRatePayoutBuilder doEvaluate(List<? extends InterestRatePayout> interestRatePayouts)

Specified by:

doEvaluate in class ExtractFixedLeg

assignOutput

protected InterestRatePayout.InterestRatePayoutBuilder assignOutput(InterestRatePayout.InterestRatePayoutBuilder fixedRatePayout,
 List<? extends InterestRatePayout> interestRatePayouts)