Package cdm.margin.schedule.functions

Class StandardizedScheduleFXSwapNotional

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleFXSwapNotional

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleFXSwapNotional.StandardizedScheduleFXSwapNotionalDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleFXSwapNotional()

Method Summary

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

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

Constructor Details

StandardizedScheduleFXSwapNotional

public StandardizedScheduleFXSwapNotional()

Method Details

evaluate

public NonNegativeQuantitySchedule evaluate(SettlementPayout farLeg,
 TradeLot tradeLot)

Parameters:

farLeg -

tradeLot -

Returns:

quantity

doEvaluate

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

priceQuantity

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

exchangedCurrencies

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

extractedExchangedCurrency

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