Package cdm.margin.schedule.functions

Class GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault

java.lang.Object

cdm.margin.schedule.functions.GetNetInitialMarginFromExposure

cdm.margin.schedule.functions.GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

GetNetInitialMarginFromExposure

public static class GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault
extends GetNetInitialMarginFromExposure

Nested Class Summary

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

GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault

Field Summary

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

buildStandardizedSchedule, conditionValidator, getGrossInitialMarginFromStandardizedSchedule, objectValidator

Constructor Summary

Constructors

Constructor	Description
GetNetInitialMarginFromExposureDefault()

Method Summary

Modifier and Type	Method	Description
protected StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder	assignOutput(StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder initialMargin, Exposure exposure)
protected StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder	doEvaluate(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	grossCurrentReplacementCost(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	netCurrentReplacementCost(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	netToGrossRatio(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperC<? extends Position>	positions(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	totalGIM(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperC<? extends StandardizedScheduleTradeInfo>	tradeInitialMargin(Exposure exposure)
protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaPortfolioState>	tradePortfolio(Exposure exposure)

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

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

GetNetInitialMarginFromExposureDefault

public GetNetInitialMarginFromExposureDefault()

Method Details

doEvaluate

protected StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder doEvaluate(Exposure exposure)

Specified by:

doEvaluate in class GetNetInitialMarginFromExposure

assignOutput

protected StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder assignOutput(StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder initialMargin,
 Exposure exposure)

tradePortfolio

protected com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaPortfolioState> tradePortfolio(Exposure exposure)

Specified by:

tradePortfolio in class GetNetInitialMarginFromExposure

positions

protected com.rosetta.model.lib.mapper.MapperC<? extends Position> positions(Exposure exposure)

Specified by:

positions in class GetNetInitialMarginFromExposure

tradeInitialMargin

protected com.rosetta.model.lib.mapper.MapperC<? extends StandardizedScheduleTradeInfo> tradeInitialMargin(Exposure exposure)

Specified by:

tradeInitialMargin in class GetNetInitialMarginFromExposure

totalGIM

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> totalGIM(Exposure exposure)

Specified by:

totalGIM in class GetNetInitialMarginFromExposure

netCurrentReplacementCost

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> netCurrentReplacementCost(Exposure exposure)

Specified by:

netCurrentReplacementCost in class GetNetInitialMarginFromExposure

grossCurrentReplacementCost

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> grossCurrentReplacementCost(Exposure exposure)

Specified by:

grossCurrentReplacementCost in class GetNetInitialMarginFromExposure

netToGrossRatio

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> netToGrossRatio(Exposure exposure)

Specified by:

netToGrossRatio in class GetNetInitialMarginFromExposure