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
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Nested Class Summary
Nested Classes -
Field Summary
FieldsModifier and TypeFieldDescriptionprotected CalculationPeriodprotected Create_CalculationPeriodBaseprotected FloatingAmountCalculation -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionprotected 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 BigDecimaldoEvaluate(InterestRatePayout interestRatePayout, BigDecimal rate, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData) 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, waitMethods inherited from interface com.rosetta.model.lib.functions.RosettaFunction
toBuilder, toBuilder, toBuilder
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Field Details
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calculationPeriod0
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create_CalculationPeriodBase
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floatingAmountCalculation
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Constructor Details
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FloatingAmount
public FloatingAmount()
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Method Details
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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 payoutrate- the floating rate to use; if omitted it is retrieved/calculated based on the interest rate payout and floating indexnotional- the notional; if omitted it is obtained from the payoutdate- The date to use to obtain the calculation periodcalculationPeriodData- full details of the calculation period- Returns:
- floatingAmount
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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)
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