Package cdm.product.asset.functions

Class FixedAmount

java.lang.Object

cdm.product.asset.functions.FixedAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FixedAmount.FixedAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FixedAmount.FixedAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected CalculationPeriod	calculationPeriod0
protected Create_CalculationPeriodBase	create_CalculationPeriodBase
protected FixedAmountCalculation	fixedAmountCalculation

Constructor Summary

Constructors

Constructor	Description
FixedAmount()

Method Summary

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

calculationPeriod0

@Inject
protected CalculationPeriod calculationPeriod0

create_CalculationPeriodBase

@Inject
protected Create_CalculationPeriodBase create_CalculationPeriodBase

fixedAmountCalculation

@Inject
protected FixedAmountCalculation fixedAmountCalculation

Constructor Details

FixedAmount

public FixedAmount()

Method Details

evaluate

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

Parameters:

interestRatePayout - description of the interest rate payout

notional - The notional quantity to use

date - The date to use to obtain the calculation period

calculationPeriodData - full details of the calculation period

Returns:

fixedAmount

doEvaluate

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

calculationPeriod1

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

calcPeriodBase

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

fixedAmountCalc

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