Package cdm.margin.schedule.functions

Class StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleVarianceSwapNotionalAmount

cdm.margin.schedule.functions.StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleVarianceSwapNotionalAmount

public static class StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault
extends StandardizedScheduleVarianceSwapNotionalAmount

Nested Class Summary

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

StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleVarianceSwapNotionalAmountDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal amount, PerformancePayout performancePayout)
protected BigDecimal	doEvaluate(PerformancePayout performancePayout)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	varianceAmount(PerformancePayout performancePayout)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	volatilityStrikePrice(PerformancePayout performancePayout)

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

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

StandardizedScheduleVarianceSwapNotionalAmountDefault

public StandardizedScheduleVarianceSwapNotionalAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(PerformancePayout performancePayout)

Specified by:

doEvaluate in class StandardizedScheduleVarianceSwapNotionalAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal amount,
 PerformancePayout performancePayout)

varianceAmount

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> varianceAmount(PerformancePayout performancePayout)

Specified by:

varianceAmount in class StandardizedScheduleVarianceSwapNotionalAmount

volatilityStrikePrice

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> volatilityStrikePrice(PerformancePayout performancePayout)

Specified by:

volatilityStrikePrice in class StandardizedScheduleVarianceSwapNotionalAmount