Package cdm.margin.schedule.functions

Class StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleOptionNotionalAmount

cdm.margin.schedule.functions.StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleOptionNotionalAmount

public static class StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault
extends StandardizedScheduleOptionNotionalAmount

Nested Class Summary

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

StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleOptionNotionalAmountDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal amount, OptionPayout optionPayout)
protected BigDecimal	doEvaluate(OptionPayout optionPayout)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notionalQuantity(OptionPayout optionPayout)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	strikePrice(OptionPayout optionPayout)

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

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

StandardizedScheduleOptionNotionalAmountDefault

public StandardizedScheduleOptionNotionalAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(OptionPayout optionPayout)

Specified by:

doEvaluate in class StandardizedScheduleOptionNotionalAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal amount,
 OptionPayout optionPayout)

strikePrice

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> strikePrice(OptionPayout optionPayout)

Specified by:

strikePrice in class StandardizedScheduleOptionNotionalAmount

notionalQuantity

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> notionalQuantity(OptionPayout optionPayout)

Specified by:

notionalQuantity in class StandardizedScheduleOptionNotionalAmount