Package cdm.event.common.functions

Class Create_CancellationPrimitiveInstruction

java.lang.Object

cdm.event.common.functions.Create_CancellationPrimitiveInstruction

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

Create_CancellationPrimitiveInstruction.Create_CancellationPrimitiveInstructionDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	Create_CancellationPrimitiveInstruction.Create_CancellationPrimitiveInstructionDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected Create_CancellationTermChangeInstruction	create_CancellationTermChangeInstruction
protected Create_TerminationInstruction	create_TerminationInstruction
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_CancellationPrimitiveInstruction()

Method Summary

Modifier and Type	Method	Description
protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder	doEvaluate(TradeState tradeState, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate)
PrimitiveInstruction	evaluate(TradeState tradeState, BigDecimal newRepurchasePrice, AdjustableOrRelativeDate cancellationDate)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface com.rosetta.model.lib.functions.RosettaFunction

toBuilder, toBuilder, toBuilder

Field Details

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

create_CancellationTermChangeInstruction

@Inject
protected Create_CancellationTermChangeInstruction create_CancellationTermChangeInstruction

create_TerminationInstruction

@Inject
protected Create_TerminationInstruction create_TerminationInstruction

Constructor Details

Create_CancellationPrimitiveInstruction

public Create_CancellationPrimitiveInstruction()

Method Details

evaluate

public PrimitiveInstruction evaluate(TradeState tradeState,
 BigDecimal newRepurchasePrice,
 AdjustableOrRelativeDate cancellationDate)

Parameters:

tradeState - The original trade to be rolled.

newRepurchasePrice - The new repurchase price after the new termination date is set.

cancellationDate - The new termination date.

Returns:

instruction

doEvaluate

protected abstract PrimitiveInstruction.PrimitiveInstructionBuilder doEvaluate(TradeState tradeState,
 BigDecimal newRepurchasePrice,
 AdjustableOrRelativeDate cancellationDate)