Package cdm.margin.schedule.functions

Class Create_ExposureFromTrades.Create_ExposureFromTradesDefault

java.lang.Object

cdm.margin.schedule.functions.Create_ExposureFromTrades

cdm.margin.schedule.functions.Create_ExposureFromTrades.Create_ExposureFromTradesDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

Create_ExposureFromTrades

public static class Create_ExposureFromTrades.Create_ExposureFromTradesDefault
extends Create_ExposureFromTrades

Nested Class Summary

Nested classes/interfaces inherited from class cdm.margin.schedule.functions.Create_ExposureFromTrades

Create_ExposureFromTrades.Create_ExposureFromTradesDefault

Field Summary

Fields inherited from class cdm.margin.schedule.functions.Create_ExposureFromTrades

objectValidator

Constructor Summary

Constructors

Constructor	Description
Create_ExposureFromTradesDefault()

Method Summary

Modifier and Type	Method	Description
protected Exposure.ExposureBuilder	assignOutput(Exposure.ExposureBuilder exposure, List<? extends TradeState> trades)
protected Exposure.ExposureBuilder	doEvaluate(List<? extends TradeState> trades)

Methods inherited from class cdm.margin.schedule.functions.Create_ExposureFromTrades

evaluate

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

Constructor Details

Create_ExposureFromTradesDefault

public Create_ExposureFromTradesDefault()

Method Details

doEvaluate

protected Exposure.ExposureBuilder doEvaluate(List<? extends TradeState> trades)

Specified by:

doEvaluate in class Create_ExposureFromTrades

assignOutput

protected Exposure.ExposureBuilder assignOutput(Exposure.ExposureBuilder exposure,
 List<? extends TradeState> trades)