Package cdm.margin.schedule.functions

Class FXFarLeg

java.lang.Object

cdm.margin.schedule.functions.FXFarLeg

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FXFarLeg.FXFarLegDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FXFarLeg.FXFarLegDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AdjustableOrAdjustedOrRelativeDateResolution	adjustableOrAdjustedOrRelativeDateResolution
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator
protected Qualify_ForeignExchange_NDS	qualify_ForeignExchange_NDS
protected Qualify_ForeignExchange_Swap	qualify_ForeignExchange_Swap

Constructor Summary

Constructors

Constructor	Description
FXFarLeg()

Method Summary

Modifier and Type	Method	Description
protected abstract SettlementPayout.SettlementPayoutBuilder	doEvaluate(NonTransferableProduct product)
SettlementPayout	evaluate(NonTransferableProduct product)
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends SettlementPayout>	settlementPayout(NonTransferableProduct product)

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

adjustableOrAdjustedOrRelativeDateResolution

@Inject
protected AdjustableOrAdjustedOrRelativeDateResolution adjustableOrAdjustedOrRelativeDateResolution

qualify_ForeignExchange_NDS

@Inject
protected Qualify_ForeignExchange_NDS qualify_ForeignExchange_NDS

qualify_ForeignExchange_Swap

@Inject
protected Qualify_ForeignExchange_Swap qualify_ForeignExchange_Swap

Constructor Details

FXFarLeg

public FXFarLeg()

Method Details

evaluate

public SettlementPayout evaluate(NonTransferableProduct product)

Parameters:

product -

Returns:

nearLegPayout

doEvaluate

protected abstract SettlementPayout.SettlementPayoutBuilder doEvaluate(NonTransferableProduct product)

settlementPayout

protected abstract com.rosetta.model.lib.mapper.MapperC<? extends SettlementPayout> settlementPayout(NonTransferableProduct product)