Package cdm.product.asset.functions

Class FloatingAmount.FloatingAmountDefault

java.lang.Object

cdm.product.asset.functions.FloatingAmount

cdm.product.asset.functions.FloatingAmount.FloatingAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FloatingAmount

public static class FloatingAmount.FloatingAmountDefault
extends FloatingAmount

Nested Class Summary

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

FloatingAmount.FloatingAmountDefault

Field Summary

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

calculationPeriod0, create_CalculationPeriodBase, floatingAmountCalculation

Constructor Summary

Constructors

Constructor	Description
FloatingAmountDefault()

Method Summary

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

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

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

FloatingAmountDefault

public FloatingAmountDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class FloatingAmount

assignOutput

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

Specified by:

calculationPeriod1 in class FloatingAmount

calcPeriodBase

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

Specified by:

calcPeriodBase in class FloatingAmount

floatingCalc

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

Specified by:

floatingCalc in class FloatingAmount