Package cdm.margin.schedule.functions

Class IsIRSwaptionStraddle.IsIRSwaptionStraddleDefault

java.lang.Object

cdm.margin.schedule.functions.IsIRSwaptionStraddle

cdm.margin.schedule.functions.IsIRSwaptionStraddle.IsIRSwaptionStraddleDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

IsIRSwaptionStraddle

public static class IsIRSwaptionStraddle.IsIRSwaptionStraddleDefault
extends IsIRSwaptionStraddle

Nested Class Summary

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

IsIRSwaptionStraddle.IsIRSwaptionStraddleDefault

Field Summary

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

qualify_InterestRate_Option_Swaption

Constructor Summary

Constructors

Constructor	Description
IsIRSwaptionStraddleDefault()

Method Summary

Modifier and Type	Method	Description
protected Boolean	assignOutput(Boolean is_Product, EconomicTerms economicTerms)
protected Boolean	doEvaluate(EconomicTerms economicTerms)

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

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

IsIRSwaptionStraddleDefault

public IsIRSwaptionStraddleDefault()

Method Details

doEvaluate

protected Boolean doEvaluate(EconomicTerms economicTerms)

Specified by:

doEvaluate in class IsIRSwaptionStraddle

assignOutput

protected Boolean assignOutput(Boolean is_Product,
 EconomicTerms economicTerms)