Package cdm.margin.schedule.functions

Class StandardizedScheduleVarianceSwapNotionalAmount

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleVarianceSwapNotionalAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleVarianceSwapNotionalAmount.StandardizedScheduleVarianceSwapNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleVarianceSwapNotionalAmount()

Method Summary

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

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

StandardizedScheduleVarianceSwapNotionalAmount

public StandardizedScheduleVarianceSwapNotionalAmount()

Method Details

evaluate

public BigDecimal evaluate(PerformancePayout performancePayout)

Parameters:

performancePayout -

Returns:

amount

doEvaluate

protected abstract BigDecimal doEvaluate(PerformancePayout performancePayout)

varianceAmount

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

volatilityStrikePrice

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