cdm.margin.schedule.functions.FXFarLeg.FXFarLegDefault

All Implemented Interfaces:: com.rosetta.model.lib.functions.RosettaFunction

public static class FXFarLeg.FXFarLegDefault extends FXFarLeg

Nested Class Summary

Nested classes/interfaces inherited from class cdm.margin.schedule.functions.FXFarLeg
FXFarLeg.FXFarLegDefault
Field Summary

Fields inherited from class cdm.margin.schedule.functions.FXFarLeg
adjustableOrAdjustedOrRelativeDateResolution, objectValidator, qualify_ForeignExchange_NDS, qualify_ForeignExchange_Swap
Constructor Summary

Constructors

Constructor

Description

FXFarLegDefault()
Method Summary

Modifier and Type

Method

Description

protected SettlementPayout.SettlementPayoutBuilder

assignOutput(SettlementPayout.SettlementPayoutBuilder nearLegPayout, NonTransferableProduct product)

protected SettlementPayout.SettlementPayoutBuilder

doEvaluate(NonTransferableProduct product)

protected com.rosetta.model.lib.mapper.MapperC<? extends SettlementPayout>

settlementPayout(NonTransferableProduct product)

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

Class FXFarLeg.FXFarLegDefault

Nested Class Summary