Package cdm.margin.schedule.functions

Class StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleFXSwapNotional

cdm.margin.schedule.functions.StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleFXSwapNotional

public static class StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault
extends StandardizedScheduleFXSwapNotional

Nested Class Summary

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

StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault

Field Summary

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

objectValidator

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleFXSwapNotionalDefault()

Method Summary

Modifier and Type	Method	Description
protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder	assignOutput(NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder quantity, SettlementPayout farLeg, TradeLot tradeLot)
protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder	doEvaluate(SettlementPayout farLeg, TradeLot tradeLot)
protected com.rosetta.model.lib.mapper.MapperC<? extends FieldWithMetaNonNegativeQuantitySchedule>	exchangedCurrencies(SettlementPayout farLeg, TradeLot tradeLot)
protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaNonNegativeQuantitySchedule>	extractedExchangedCurrency(SettlementPayout farLeg, TradeLot tradeLot)
protected com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity>	priceQuantity(SettlementPayout farLeg, TradeLot tradeLot)

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

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

StandardizedScheduleFXSwapNotionalDefault

public StandardizedScheduleFXSwapNotionalDefault()

Method Details

doEvaluate

protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder doEvaluate(SettlementPayout farLeg,
 TradeLot tradeLot)

Specified by:

doEvaluate in class StandardizedScheduleFXSwapNotional

assignOutput

protected NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder assignOutput(NonNegativeQuantitySchedule.NonNegativeQuantityScheduleBuilder quantity,
 SettlementPayout farLeg,
 TradeLot tradeLot)

priceQuantity

protected com.rosetta.model.lib.mapper.MapperS<? extends PriceQuantity> priceQuantity(SettlementPayout farLeg,
 TradeLot tradeLot)

Specified by:

priceQuantity in class StandardizedScheduleFXSwapNotional

exchangedCurrencies

protected com.rosetta.model.lib.mapper.MapperC<? extends FieldWithMetaNonNegativeQuantitySchedule> exchangedCurrencies(SettlementPayout farLeg,
 TradeLot tradeLot)

Specified by:

exchangedCurrencies in class StandardizedScheduleFXSwapNotional

extractedExchangedCurrency

protected com.rosetta.model.lib.mapper.MapperS<? extends FieldWithMetaNonNegativeQuantitySchedule> extractedExchangedCurrency(SettlementPayout farLeg,
 TradeLot tradeLot)

Specified by:

extractedExchangedCurrency in class StandardizedScheduleFXSwapNotional