Uses of Interface
cdm.product.common.schedule.CalculationPeriodBase
Packages that use CalculationPeriodBase
Package
Description
Product concepts applicable to specific asset classes.
Product-related, asset class-specific floating-rate index concepts, such as rate definitions.
Common product schedule concepts: calculation period, reset, fixing and payment dates, stub, notional schedule, roll convention.
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Uses of CalculationPeriodBase in cdm.observable.asset.calculatedrate.functions
Methods in cdm.observable.asset.calculatedrate.functions that return CalculationPeriodBaseModifier and TypeMethodDescriptionComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) DetermineObservationPeriod.evaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) GenerateObservationPeriod.evaluate(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) Methods in cdm.observable.asset.calculatedrate.functions that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> DetermineWeightingDates.DetermineWeightingDatesDefault.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> DetermineWeightingDates.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) Methods in cdm.observable.asset.calculatedrate.functions with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> DetermineObservationPeriod.additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> DetermineObservationPeriod.DetermineObservationPeriodDefault.additionalBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.adjustedCalculationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineObservationPeriod.allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineObservationPeriod.DetermineObservationPeriodDefault.allBusinessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.ComputeCalculationPeriodSET_IN_ADVANCEDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.ComputeCalculationPeriodSTANDARDDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder result, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) DetermineObservationPeriod.DetermineObservationPeriodDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected List<com.rosetta.model.lib.records.Date> DetermineWeightingDates.DetermineWeightingDatesDefault.assignOutput(List<com.rosetta.model.lib.records.Date> weightingDates, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) EvaluateCalculatedRate.EvaluateCalculatedRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder results, FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected List<com.rosetta.model.lib.records.Date> GenerateObservationDates.GenerateObservationDatesDefault.assignOutput(List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.assignOutput(CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilder results, FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) GenerateObservationPeriod.GenerateObservationPeriodDefault.assignOutput(CalculationPeriodBase.CalculationPeriodBaseBuilder observationPeriod, CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected List<BigDecimal> GenerateWeightings.GenerateWeightingsDefault.assignOutput(List<BigDecimal> weights, FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> DetermineWeightingDates.baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> DetermineWeightingDates.DetermineWeightingDatesDefault.baseWeightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.businessCenters(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.businessCenters(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineWeightingDates.businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> DetermineWeightingDates.DetermineWeightingDatesDefault.businessCenters(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> DetermineObservationPeriod.businessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<? extends BusinessCenters> DetermineObservationPeriod.DetermineObservationPeriodDefault.businessDays(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> GenerateObservationDatesAndWeights.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<BusinessCenterEnum> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.businessDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.calcEnd(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.GenerateObservationPeriodDefault.calcEnd(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.calcPd(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.calcStart(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.GenerateObservationPeriodDefault.calcStart(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected abstract com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> GenerateObservationDatesAndWeights.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<ObservationPeriodDatesEnum> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.calculateRelative(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<CalculationMethodEnum> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationMethod(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateDetails> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.calculationResults(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculatedRateObservationDatesAndWeights> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.datesAndWeights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDates.days(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDates.GenerateObservationDatesDefault.days(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.ComputeCalculationPeriodSET_IN_ADVANCEDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.ComputeCalculationPeriodSTANDARDDefault.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.doEvaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) DetermineObservationPeriod.DetermineObservationPeriodDefault.doEvaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderDetermineObservationPeriod.doEvaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected List<com.rosetta.model.lib.records.Date> DetermineWeightingDates.DetermineWeightingDatesDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract List<com.rosetta.model.lib.records.Date> DetermineWeightingDates.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderEvaluateCalculatedRate.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) EvaluateCalculatedRate.EvaluateCalculatedRateDefault.doEvaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract List<com.rosetta.model.lib.records.Date> GenerateObservationDates.doEvaluate(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) protected List<com.rosetta.model.lib.records.Date> GenerateObservationDates.GenerateObservationDatesDefault.doEvaluate(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) protected abstract CalculatedRateObservationDatesAndWeights.CalculatedRateObservationDatesAndWeightsBuilderGenerateObservationDatesAndWeights.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract CalculationPeriodBase.CalculationPeriodBaseBuilderGenerateObservationPeriod.doEvaluate(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) GenerateObservationPeriod.GenerateObservationPeriodDefault.doEvaluate(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected abstract List<BigDecimal> GenerateWeightings.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected List<BigDecimal> GenerateWeightings.GenerateWeightingsDefault.doEvaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.endDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.endDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationDates.endDate(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationDates.GenerateObservationDatesDefault.endDate(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSET_IN_ADVANCE.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.ComputeCalculationPeriodSTANDARD.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) ComputeCalculationPeriod.evaluate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) DetermineObservationPeriod.evaluate(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) List<com.rosetta.model.lib.records.Date> DetermineWeightingDates.evaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) EvaluateCalculatedRate.evaluate(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) List<com.rosetta.model.lib.records.Date> GenerateObservationDates.evaluate(CalculationPeriodBase observationPeriod, List<BusinessCenterEnum> businessCenters, Integer lockoutDays) GenerateObservationDatesAndWeights.evaluate(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) GenerateObservationPeriod.evaluate(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) GenerateWeightings.evaluate(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<Integer> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.fixingOffsetDays(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.fixingOffsetDays(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateOption> EvaluateCalculatedRate.fro(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> EvaluateCalculatedRate.isCompounding(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<Boolean> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.isStart(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.isStart(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> GenerateObservationDatesAndWeights.lockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.lockoutDays(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> DetermineObservationPeriod.DetermineObservationPeriodDefault.lookback(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> DetermineObservationPeriod.lookback(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> DetermineWeightingDates.DetermineWeightingDatesDefault.lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends OffsetCalculation> DetermineWeightingDates.lookback(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.GenerateObservationPeriodDefault.obsEnd(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.obsEnd(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> EvaluateCalculatedRate.observationDates(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateObservationDatesAndWeights.observationDates(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> GenerateObservationDatesAndWeights.observationPeriod(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.observations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> DetermineObservationPeriod.DetermineObservationPeriodDefault.obsShift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> DetermineObservationPeriod.obsShift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> DetermineWeightingDates.DetermineWeightingDatesDefault.obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> DetermineWeightingDates.obsShift(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ObservationShiftCalculation> GenerateObservationDatesAndWeights.obsShift(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.GenerateObservationPeriodDefault.obsStart(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> GenerateObservationPeriod.obsStart(CalculationPeriodBase calculationPeriod, List<BusinessCenterEnum> businessCenters, Integer shiftDays) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.processedObservations(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.resetRelativeTo(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.resetRelativeTo(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperS<Integer> DetermineObservationPeriod.DetermineObservationPeriodDefault.shift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> DetermineObservationPeriod.shift(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<Integer> DetermineObservationPeriod.DetermineObservationPeriodDefault.shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> DetermineObservationPeriod.shiftDefaulted(CalculationPeriodBase adjustedCalculationPeriod, FloatingRateCalculationParameters calculationParams) protected com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.GenerateObservationDatesAndWeightsDefault.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> GenerateObservationDatesAndWeights.specifiedLockout(FloatingRateCalculationParameters calculationParams, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.ComputeCalculationPeriodFIXING_DATEDefault.startDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> ComputeCalculationPeriod.ComputeCalculationPeriodFIXING_DATE.startDate(CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, ObservationPeriodDatesEnum calculateRelativeTo, ResetDates resetDates) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateWeightings.GenerateWeightingsDefault.weightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> GenerateWeightings.weightingDates(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> DetermineWeightingDates.DetermineWeightingDatesDefault.weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperC<com.rosetta.model.lib.records.Date> DetermineWeightingDates.weightingDatesAll(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperC<BigDecimal> EvaluateCalculatedRate.weights(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> DetermineWeightingDates.DetermineWeightingDatesDefault.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> DetermineWeightingDates.wtPeriod(FloatingRateCalculationParameters calculationParams, List<com.rosetta.model.lib.records.Date> observationDates, CalculationPeriodBase observationPeriod, CalculationPeriodBase adjustedCalculationPeriod, Integer lockoutDays) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.EvaluateCalculatedRateDefault.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateCalculatedRate.yearFraction(FloatingRateOption floatingRateOption, FloatingRateCalculationParameters calculationParameters, ResetDates resetDates, CalculationPeriodBase calculationPeriod, CalculationPeriodBase priorCalculationPeriod, DayCountFractionEnum dayCount) -
Uses of CalculationPeriodBase in cdm.product.asset
Methods in cdm.product.asset that return CalculationPeriodBaseModifier and TypeMethodDescriptionFixedAmountCalculationDetails.FixedAmountCalculationDetailsImpl.getCalculationPeriod()FixedAmountCalculationDetails.getCalculationPeriod()The calculation period for which the floating calculation was performed.Methods in cdm.product.asset with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionFixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder.setCalculationPeriod(CalculationPeriodBase calculationPeriod) FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilderImpl.setCalculationPeriod(CalculationPeriodBase _calculationPeriod) -
Uses of CalculationPeriodBase in cdm.product.asset.calculation.functions
Methods in cdm.product.asset.calculation.functions that return CalculationPeriodBaseModifier and TypeMethodDescriptionCreate_CalculationPeriodBase.evaluate(CalculationPeriodData calcPeriodData) Methods in cdm.product.asset.calculation.functions with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.annualAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.annualAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.appliedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.appliedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected BigDecimalCalculateYearFraction.CalculateYearFractionDefault.assignOutput(BigDecimal yearFrac, InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) FixedAmountCalculation.FixedAmountCalculationDefault.assignOutput(FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilder fixedAmountDetails, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) FloatingAmountCalculation.FloatingAmountCalculationDefault.assignOutput(FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder result, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) protected BigDecimalGetFixedRate.GetFixedRateDefault.assignOutput(BigDecimal fixedRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected Money.MoneyBuilderGetNotionalAmount.GetNotionalAmountDefault.assignOutput(Money.MoneyBuilder notional, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.calcAmt(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.FixedAmountCalculationDefault.calcAmt(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Money> FixedAmountCalculation.calculationAmount(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected com.rosetta.model.lib.mapper.MapperS<? extends Money> FixedAmountCalculation.FixedAmountCalculationDefault.calculationAmount(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.cashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.cashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.currency(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaString> ApplyFloatingRateSetting.currency(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> CalculateFloatingCashFlow.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> FixedAmountCalculation.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> FixedAmountCalculation.FixedAmountCalculationDefault.dcf(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderApplyFloatingRateSetting.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderCalculateFloatingCashFlow.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected BigDecimalCalculateYearFraction.CalculateYearFractionDefault.doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract BigDecimalCalculateYearFraction.doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract FixedAmountCalculationDetails.FixedAmountCalculationDetailsBuilderFixedAmountCalculation.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) FixedAmountCalculation.FixedAmountCalculationDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected abstract FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderFloatingAmountCalculation.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) FloatingAmountCalculation.FloatingAmountCalculationDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) protected abstract BigDecimalGetFixedRate.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected BigDecimalGetFixedRate.GetFixedRateDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract Money.MoneyBuilderGetNotionalAmount.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected Money.MoneyBuilderGetNotionalAmount.GetNotionalAmountDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.CalculateYearFractionDefault.end(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.end(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) ApplyFloatingRateSetting.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) CalculateFloatingCashFlow.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) CalculateYearFraction.evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) FixedAmountCalculation.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) FloatingAmountCalculation.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) GetFixedRate.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) GetNotionalAmount.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.FixedAmountCalculationDefault.fixedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.fixedRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.floatingRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.floatingRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails> FloatingAmountCalculation.FloatingAmountCalculationDefault.floatingRateSetting(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSettingDetails> FloatingAmountCalculation.floatingRateSetting(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.notional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateSetting.notional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.notionalAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.notionalAccrual(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<? extends Money> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.periodNotional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Money> ApplyFloatingRateSetting.periodNotional(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<Integer> CalculateYearFraction.CalculateYearFractionDefault.periodsInYear1(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> CalculateYearFraction.periodsInYear1(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.processedRateDetails(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingDetails> ApplyFloatingRateSetting.processedRateDetails(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters> ApplyFloatingRateSetting.ApplyFloatingRateSettingDefault.processingParameters(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateProcessingParameters> ApplyFloatingRateSetting.processingParameters(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod, BigDecimal suppliedNotional, BigDecimal suppliedRate, FloatingRateSettingDetails floatingRateSetting) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.spreadExclusiveCashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.spreadExclusiveCashflow(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.spreadExclusiveRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.spreadExclusiveRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.CalculateYearFractionDefault.start(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.start(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.CalculateYearFractionDefault.termination(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> CalculateYearFraction.termination(InterestRatePayout interestRatePayout, DayCountFractionEnum dcf, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.CalculateFloatingCashFlowDefault.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> CalculateFloatingCashFlow.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional, String currency, FloatingRateSettingDetails floatingRateSetting, FloatingRateProcessingDetails processedRateDetails) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.FixedAmountCalculationDefault.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> FixedAmountCalculation.yearFraction(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod, BigDecimal notional) -
Uses of CalculationPeriodBase in cdm.product.asset.floatingrate
Methods in cdm.product.asset.floatingrate that return CalculationPeriodBaseModifier and TypeMethodDescriptionFloatingAmountCalculationDetails.FloatingAmountCalculationDetailsImpl.getCalculationPeriod()FloatingAmountCalculationDetails.getCalculationPeriod()The calculation period for which the floating calculation was performed.Methods in cdm.product.asset.floatingrate with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionFloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilder.setCalculationPeriod(CalculationPeriodBase calculationPeriod) FloatingAmountCalculationDetails.FloatingAmountCalculationDetailsBuilderImpl.setCalculationPeriod(CalculationPeriodBase _calculationPeriod) -
Uses of CalculationPeriodBase in cdm.product.asset.floatingrate.functions
Methods in cdm.product.asset.floatingrate.functions that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.priorCalculationPeriod(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.priorCalculationPeriod(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) Methods in cdm.product.asset.floatingrate.functions with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.added(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.added(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.assignOutput(FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilder details, FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected BigDecimalApplyUSRateTreatment.ApplyUSRateTreatmentDefault.assignOutput(BigDecimal treatedRate, BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) protected BigDecimalCapRateAmount.CapRateAmountDefault.assignOutput(BigDecimal capRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) DetermineFloatingRateReset.DetermineFloatingRateResetDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected com.rosetta.model.lib.records.DateDetermineResetDate.DetermineResetDateDefault.assignOutput(com.rosetta.model.lib.records.Date resetDate, ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.EvaluateScreenRateDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder details, FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected BigDecimalFloorRateAmount.FloorRateAmountDefault.assignOutput(BigDecimal floorRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.assignOutput(FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilder processingParameters, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected BigDecimalMultiplierAmount.MultiplierAmountDefault.assignOutput(BigDecimal multiplier, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault.assignOutput(FloatingRateSettingDetails.FloatingRateSettingDetailsBuilder floatingRate, InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected BigDecimalSpreadAmount.SpreadAmountDefault.assignOutput(BigDecimal spread, InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateCalculationParameters> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.calcParams(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.cap(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.cap(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaDayCountFractionEnum> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.dayCount(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.doEvaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract FloatingRateProcessingDetails.FloatingRateProcessingDetailsBuilderApplyFloatingRateProcessing.doEvaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected BigDecimalApplyUSRateTreatment.ApplyUSRateTreatmentDefault.doEvaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) protected abstract BigDecimalApplyUSRateTreatment.doEvaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) protected BigDecimalCapRateAmount.CapRateAmountDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract BigDecimalCapRateAmount.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) DetermineFloatingRateReset.DetermineFloatingRateResetDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderDetermineFloatingRateReset.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected com.rosetta.model.lib.records.DateDetermineResetDate.DetermineResetDateDefault.doEvaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.records.DateDetermineResetDate.doEvaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderEvaluateScreenRate.doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.EvaluateScreenRateDefault.doEvaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract BigDecimalFloorRateAmount.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected BigDecimalFloorRateAmount.FloorRateAmountDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract FloatingRateProcessingParameters.FloatingRateProcessingParametersBuilderGetFloatingRateProcessingParameters.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract BigDecimalMultiplierAmount.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected BigDecimalMultiplierAmount.MultiplierAmountDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.ProcessFloatingRateResetCOMPOUND_INDEXDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderProcessFloatingRateReset.ProcessFloatingRateResetOIS.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract FloatingRateSettingDetails.FloatingRateSettingDetailsBuilderProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract BigDecimalSpreadAmount.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected BigDecimalSpreadAmount.SpreadAmountDefault.doEvaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<Boolean> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.doInitialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> ApplyFloatingRateProcessing.doInitialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) ApplyFloatingRateProcessing.evaluate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) ApplyUSRateTreatment.evaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) CapRateAmount.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) DetermineFloatingRateReset.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) com.rosetta.model.lib.records.DateDetermineResetDate.evaluate(ResetDates resetDates, CalculationPeriodBase calculationPeriod) EvaluateScreenRate.evaluate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) FloorRateAmount.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) GetFloatingRateProcessingParameters.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) MultiplierAmount.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) ProcessFloatingRateReset.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetCOMPOUND_INDEX.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOIS.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) SpreadAmount.evaluate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.EvaluateScreenRateDefault.fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.fixingDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.floor(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.floor(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.fro(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.fro(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.fro(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.fro(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.initialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.initialRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.initialRatePluSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.initialRatePluSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.initialRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.initialRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<Boolean> DetermineResetDate.DetermineResetDateDefault.isStart(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<Boolean> DetermineResetDate.isStart(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.multiplied(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.multiplied(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.multipliedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.multipliedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.multiplier(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.multiplier(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.multiplier(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.multiplier(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.negativeTreatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.negativeTreatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.negativeTreatedRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.negativeTreatedRatePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.negativeTreatment(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> ApplyFloatingRateProcessing.negativeTreatment(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.negativeTreatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<NegativeInterestRateTreatmentEnum> GetFloatingRateProcessingParameters.negativeTreatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateScreenRate.EvaluateScreenRateDefault.observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> EvaluateScreenRate.observedRate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.priorCalculationPeriod(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.priorCalculationPeriod(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<FloatingRateIndexProcessingTypeEnum> DetermineFloatingRateReset.DetermineFloatingRateResetDefault.processingType(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<FloatingRateIndexProcessingTypeEnum> DetermineFloatingRateReset.processingType(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> DetermineFloatingRateReset.DetermineFloatingRateResetDefault.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> DetermineFloatingRateReset.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends FloatingRateSpecification> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.rateDef(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.rateOption(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaFloatingRateOption> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.rateOption(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.ratePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ratePlusSpread(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineResetDate.DetermineResetDateDefault.reset(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> DetermineResetDate.reset(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.EvaluateScreenRateDefault.resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> EvaluateScreenRate.resetDate(FloatingRate rateDef, ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.ProcessFloatingRateResetMODULARDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetMODULAR.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.ProcessFloatingRateResetOISDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOIS.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.ProcessFloatingRateResetOVERNIGHT_AVGDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetOVERNIGHT_AVG.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.ProcessFloatingRateResetSCREENDefault.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ResetDates> ProcessFloatingRateReset.ProcessFloatingRateResetSCREEN.resetDates(InterestRatePayout interestRatePayout, CalculationPeriodBase calcPeriod, FloatingRateIndexProcessingTypeEnum processingType) protected com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> DetermineResetDate.DetermineResetDateDefault.resetRelativeTo(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<ResetRelativeToEnum> DetermineResetDate.resetRelativeTo(ResetDates resetDates, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<? extends Rounding> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.rounding(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends Rounding> GetFloatingRateProcessingParameters.rounding(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.spreadRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.spreadRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.spreadRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> GetFloatingRateProcessingParameters.spreadRate(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.ApplyFloatingRateProcessingDefault.treatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> ApplyFloatingRateProcessing.treatedRate(FloatingRateProcessingParameters processing, BigDecimal rawRate, CalculationPeriodBase calculationPeriod, Boolean isInitialPeriod) protected com.rosetta.model.lib.mapper.MapperS<RateTreatmentEnum> GetFloatingRateProcessingParameters.GetFloatingRateProcessingParametersDefault.treatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) protected abstract com.rosetta.model.lib.mapper.MapperS<RateTreatmentEnum> GetFloatingRateProcessingParameters.treatment(InterestRatePayout interestRatePayout, CalculationPeriodBase calculationPeriod) -
Uses of CalculationPeriodBase in cdm.product.asset.functions
Methods in cdm.product.asset.functions that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescriptionprotected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> FixedAmount.calcPeriodBase(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> FixedAmount.FixedAmountDefault.calcPeriodBase(InterestRatePayout interestRatePayout, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData) protected abstract com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> FloatingAmount.calcPeriodBase(InterestRatePayout interestRatePayout, BigDecimal rate, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData) protected com.rosetta.model.lib.mapper.MapperS<? extends CalculationPeriodBase> FloatingAmount.FloatingAmountDefault.calcPeriodBase(InterestRatePayout interestRatePayout, BigDecimal rate, BigDecimal notional, com.rosetta.model.lib.records.Date date, CalculationPeriodData calculationPeriodData) -
Uses of CalculationPeriodBase in cdm.product.common.schedule
Subinterfaces of CalculationPeriodBase in cdm.product.common.scheduleModifier and TypeInterfaceDescriptioninterfaceA data defining: the parameters used in the calculation of a fixed or floating rate calculation period amount.static interfaceBuilder Interfacestatic interfaceBuilder InterfaceClasses in cdm.product.common.schedule that implement CalculationPeriodBaseModifier and TypeClassDescriptionstatic classBuilder Implementation of CalculationPeriodstatic classImmutable Implementation of CalculationPeriodstatic classBuilder Implementation of CalculationPeriodBasestatic classImmutable Implementation of CalculationPeriodBaseMethods in cdm.product.common.schedule that return CalculationPeriodBaseModifier and TypeMethodDescriptionCalculationPeriodBase.build()Build MethodsCalculationPeriodBase.CalculationPeriodBaseBuilderImpl.build()CalculationPeriodBase.CalculationPeriodBaseImpl.build()Methods in cdm.product.common.schedule that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescriptiondefault Class<? extends CalculationPeriodBase> CalculationPeriodBase.getType()default com.rosetta.model.lib.meta.RosettaMetaData<? extends CalculationPeriodBase> CalculationPeriodBase.metaData()Utility Methods -
Uses of CalculationPeriodBase in cdm.product.common.schedule.meta
Methods in cdm.product.common.schedule.meta that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.Validator<? super CalculationPeriodBase>> CalculationPeriodBaseMeta.dataRules(com.rosetta.model.lib.validation.ValidatorFactory factory) List<Function<? super CalculationPeriodBase, com.rosetta.model.lib.qualify.QualifyResult>> CalculationPeriodBaseMeta.getQualifyFunctions(com.rosetta.model.lib.qualify.QualifyFunctionFactory factory) com.rosetta.model.lib.validation.ValidatorWithArg<? super CalculationPeriodBase, Set<String>> CalculationPeriodBaseMeta.onlyExistsValidator()com.rosetta.model.lib.validation.Validator<? super CalculationPeriodBase> CalculationPeriodBaseMeta.typeFormatValidator()Deprecated.com.rosetta.model.lib.validation.Validator<? super CalculationPeriodBase> CalculationPeriodBaseMeta.typeFormatValidator(com.rosetta.model.lib.validation.ValidatorFactory factory) com.rosetta.model.lib.validation.Validator<? super CalculationPeriodBase> CalculationPeriodBaseMeta.validator()Deprecated.com.rosetta.model.lib.validation.Validator<? super CalculationPeriodBase> CalculationPeriodBaseMeta.validator(com.rosetta.model.lib.validation.ValidatorFactory factory) -
Uses of CalculationPeriodBase in cdm.product.common.schedule.validation
Methods in cdm.product.common.schedule.validation with parameters of type CalculationPeriodBaseModifier and TypeMethodDescriptionList<com.rosetta.model.lib.validation.ValidationResult<?>> CalculationPeriodBaseTypeFormatValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, CalculationPeriodBase o) List<com.rosetta.model.lib.validation.ValidationResult<?>> CalculationPeriodBaseValidator.getValidationResults(com.rosetta.model.lib.path.RosettaPath path, CalculationPeriodBase o) -
Uses of CalculationPeriodBase in cdm.product.common.schedule.validation.exists
Methods in cdm.product.common.schedule.validation.exists with type parameters of type CalculationPeriodBaseModifier and TypeMethodDescription<T2 extends CalculationPeriodBase>
com.rosetta.model.lib.validation.ValidationResult<CalculationPeriodBase> CalculationPeriodBaseOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields) Methods in cdm.product.common.schedule.validation.exists that return types with arguments of type CalculationPeriodBaseModifier and TypeMethodDescription<T2 extends CalculationPeriodBase>
com.rosetta.model.lib.validation.ValidationResult<CalculationPeriodBase> CalculationPeriodBaseOnlyExistsValidator.validate(com.rosetta.model.lib.path.RosettaPath path, T2 o, Set<String> fields)