Package cdm.margin.schedule.functions

Class StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleProductClass

cdm.margin.schedule.functions.StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleProductClass

public static class StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault
extends StandardizedScheduleProductClass

Nested Class Summary

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

StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault

Field Summary

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

isCreditNthToDefault, isFXDeliverableOption, isFXNonDeliverableOption, isIRSwaptionStraddle, isIRSwapWithCallableBermudanRightToEnterExitSwaps, qualify_BaseProduct_CrossCurrency, qualify_BaseProduct_EquityForward, qualify_BaseProduct_EquitySwap, qualify_BaseProduct_IRSwap, qualify_Commodity_Forward, qualify_Commodity_Option, qualify_Commodity_Swap_Basis, qualify_Commodity_Swap_FixedFloat, qualify_Commodity_Swaption, qualify_CreditDefaultSwap_Index, qualify_CreditDefaultSwap_IndexTranche, qualify_CreditDefaultSwap_SingleName, qualify_CreditDefaultSwaption, qualify_EquityOption_ParameterReturnCorrelation_Basket, qualify_EquityOption_ParameterReturnDividend_Basket, qualify_EquityOption_ParameterReturnDividend_Index, qualify_EquityOption_ParameterReturnDividend_SingleName, qualify_EquityOption_ParameterReturnVariance_Basket, qualify_EquityOption_ParameterReturnVariance_Index, qualify_EquityOption_ParameterReturnVariance_SingleName, qualify_EquityOption_ParameterReturnVolatility_Basket, qualify_EquityOption_ParameterReturnVolatility_Index, qualify_EquityOption_ParameterReturnVolatility_SingleName, qualify_EquityOption_PriceReturnBasicPerformance_Basket, qualify_EquityOption_PriceReturnBasicPerformance_Index, qualify_EquityOption_PriceReturnBasicPerformance_SingleName, qualify_EquitySwap_ParameterReturnDividend_Basket, qualify_EquitySwap_ParameterReturnDividend_Index, qualify_EquitySwap_ParameterReturnDividend_SingleName, qualify_EquitySwap_ParameterReturnVariance_Basket, qualify_EquitySwap_ParameterReturnVariance_Index, qualify_EquitySwap_ParameterReturnVariance_SingleName, qualify_EquitySwap_ParameterReturnVolatility_Basket, qualify_EquitySwap_ParameterReturnVolatility_Index, qualify_EquitySwap_ParameterReturnVolatility_SingleName, qualify_ForeignExchange_NDF, qualify_ForeignExchange_NDS, qualify_ForeignExchange_ParameterReturnCorrelation, qualify_ForeignExchange_ParameterReturnVariance, qualify_ForeignExchange_ParameterReturnVolatility, qualify_ForeignExchange_Spot_Forward, qualify_ForeignExchange_Swap, qualify_InterestRate_CapFloor, qualify_InterestRate_Fra, qualify_InterestRate_Option_Swaption

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleProductClassDefault()

Method Summary

Modifier and Type	Method	Description
protected StandardizedScheduleProductClassEnum	assignOutput(StandardizedScheduleProductClassEnum productClass, Trade trade)
protected StandardizedScheduleProductClassEnum	doEvaluate(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms>	economicTerms(Trade trade)
protected com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct>	product(Trade trade)

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

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

StandardizedScheduleProductClassDefault

public StandardizedScheduleProductClassDefault()

Method Details

doEvaluate

protected StandardizedScheduleProductClassEnum doEvaluate(Trade trade)

Specified by:

doEvaluate in class StandardizedScheduleProductClass

assignOutput

protected StandardizedScheduleProductClassEnum assignOutput(StandardizedScheduleProductClassEnum productClass,
 Trade trade)

product

protected com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct> product(Trade trade)

Specified by:

product in class StandardizedScheduleProductClass

economicTerms

protected com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms> economicTerms(Trade trade)

Specified by:

economicTerms in class StandardizedScheduleProductClass