Package cdm.legaldocumentation.csa.functions

Class CreditSupportAmount

java.lang.Object

cdm.legaldocumentation.csa.functions.CreditSupportAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

CreditSupportAmount.CreditSupportAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	CreditSupportAmount.CreditSupportAmountDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected Max	max
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
CreditSupportAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	creditSupportAmountCalc(Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, String baseCurrency)
protected abstract Money.MoneyBuilder	doEvaluate(Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, String baseCurrency)
Money	evaluate(Money marginAmount, Money threshold, MarginApproachEnum marginApproach, Money marginAmountIA, String baseCurrency)

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

conditionValidator

@Inject
protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

objectValidator

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

max

@Inject
protected Max max

Constructor Details

CreditSupportAmount

public CreditSupportAmount()

Method Details

evaluate

public Money evaluate(Money marginAmount,
 Money threshold,
 MarginApproachEnum marginApproach,
 Money marginAmountIA,
 String baseCurrency)

Parameters:

marginAmount - The Base Currency Equivalent of an amount equal to the sum of the initial margin amounts.

threshold - With respect to a party, the Base Currency Equivalent of the amount specified for that party, if no amount is specified, zero.

marginApproach - Specifies the margin approach specific to Initial Margin agreements.

marginAmountIA - The Base Currency Equivalent of an amount equal to the sum of the Independent Amounts.

baseCurrency - Base Currency means the currency specified as such in Paragraph 13.

Returns:

result

doEvaluate

protected abstract Money.MoneyBuilder doEvaluate(Money marginAmount,
 Money threshold,
 MarginApproachEnum marginApproach,
 Money marginAmountIA,
 String baseCurrency)

creditSupportAmountCalc

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> creditSupportAmountCalc(Money marginAmount,
 Money threshold,
 MarginApproachEnum marginApproach,
 Money marginAmountIA,
 String baseCurrency)