Package cdm.product.asset.functions

Class FloatingAmount

java.lang.Object

cdm.product.asset.functions.FloatingAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FloatingAmount.FloatingAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FloatingAmount.FloatingAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected CalculationPeriod	calculationPeriod0
protected Create_CalculationPeriodBase	create_CalculationPeriodBase
protected FloatingAmountCalculation	floatingAmountCalculation

Constructor Summary

Constructors

Constructor	Description
FloatingAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract 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 abstract 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 abstract BigDecimal	doEvaluate(InterestRatePayout interestRatePayout, BigDecimal rate, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
BigDecimal	evaluate(InterestRatePayout interestRatePayout, BigDecimal rate, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData)
protected abstract 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 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

floatingAmountCalculation

@Inject
protected FloatingAmountCalculation floatingAmountCalculation

Constructor Details

FloatingAmount

public FloatingAmount()

Method Details

evaluate

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

Parameters:

interestRatePayout - full description of the interest rate payout

rate - the floating rate to use; if omitted it is retrieved/calculated based on the interest rate payout and floating index

notional - the notional; if omitted it is obtained from the payout

date - The date to use to obtain the calculation period

calculationPeriodData - full details of the calculation period

Returns:

floatingAmount

doEvaluate

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

floatingCalc

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