Package cdm.margin.schedule.functions

Class StandardizedScheduleCommoditySwapFixedFloatNotionalAmount

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleCommoditySwapFixedFloatNotionalAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleCommoditySwapFixedFloatNotionalAmount.StandardizedScheduleCommoditySwapFixedFloatNotionalAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleCommoditySwapFixedFloatNotionalAmount.StandardizedScheduleCommoditySwapFixedFloatNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleCommoditySwapFixedFloatNotionalAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract BigDecimal	doEvaluate(EconomicTerms economicTerms)
BigDecimal	evaluate(EconomicTerms economicTerms)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	fixedPrice(EconomicTerms economicTerms)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notionalQuantity(EconomicTerms economicTerms)

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

StandardizedScheduleCommoditySwapFixedFloatNotionalAmount

public StandardizedScheduleCommoditySwapFixedFloatNotionalAmount()

Method Details

evaluate

public BigDecimal evaluate(EconomicTerms economicTerms)

Parameters:

economicTerms -

Returns:

amount

doEvaluate

protected abstract BigDecimal doEvaluate(EconomicTerms economicTerms)

fixedPrice

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> fixedPrice(EconomicTerms economicTerms)

notionalQuantity

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> notionalQuantity(EconomicTerms economicTerms)