Package cdm.product.asset.functions

Class FixedAmount.FixedAmountDefault

java.lang.Object

cdm.product.asset.functions.FixedAmount

cdm.product.asset.functions.FixedAmount.FixedAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FixedAmount

public static class FixedAmount.FixedAmountDefault
extends FixedAmount

Nested Class Summary

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

FixedAmount.FixedAmountDefault

Field Summary

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

calculationPeriod0, create_CalculationPeriodBase, fixedAmountCalculation

Constructor Summary

Constructors

Constructor	Description
FixedAmountDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal fixedAmount, InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase>	calcPeriodBase(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodData>	calculationPeriod1(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
protected BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
protected com.rosetta.model.lib.mapper.MapperS<? extends FixedAmountCalculationDetails>	fixedAmountCalc(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)

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

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

FixedAmountDefault

public FixedAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(InterestRatePayout interestRatePayout,
 BigDecimal notional,
 com.rosetta.model.lib.records.Date date,
 CalculationPeriodData calculationPeriodData)

Specified by:

doEvaluate in class FixedAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal fixedAmount,
 InterestRatePayout interestRatePayout,
 BigDecimal notional,
 com.rosetta.model.lib.records.Date date,
 CalculationPeriodData calculationPeriodData)

calculationPeriod1

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodData> calculationPeriod1(InterestRatePayout interestRatePayout,
 BigDecimal notional,
 com.rosetta.model.lib.records.Date date,
 CalculationPeriodData calculationPeriodData)

Specified by:

calculationPeriod1 in class FixedAmount

calcPeriodBase

protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> calcPeriodBase(InterestRatePayout interestRatePayout,
 BigDecimal notional,
 com.rosetta.model.lib.records.Date date,
 CalculationPeriodData calculationPeriodData)

Specified by:

calcPeriodBase in class FixedAmount

fixedAmountCalc

protected com.rosetta.model.lib.mapper.MapperS<? extends FixedAmountCalculationDetails> fixedAmountCalc(InterestRatePayout interestRatePayout,
 BigDecimal notional,
 com.rosetta.model.lib.records.Date date,
 CalculationPeriodData calculationPeriodData)

Specified by:

fixedAmountCalc in class FixedAmount