Package cdm.margin.schedule.functions

Class GetNetInitialMarginFromExposure

java.lang.Object

cdm.margin.schedule.functions.GetNetInitialMarginFromExposure

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GetNetInitialMarginFromExposure.GetNetInitialMarginFromExposureDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected BuildStandardizedSchedule	buildStandardizedSchedule
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected GetGrossInitialMarginFromStandardizedSchedule	getGrossInitialMarginFromStandardizedSchedule
protected com.rosetta.model.lib.functions.ModelObjectValidator	objectValidator

Constructor Summary

Constructors

Constructor	Description
GetNetInitialMarginFromExposure()

Method Summary

Modifier and Type	Method	Description
protected abstract StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder	doEvaluate(Exposure exposure)
StandardizedScheduleInitialMargin	evaluate(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	grossCurrentReplacementCost(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	netCurrentReplacementCost(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	netToGrossRatio(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends Position>	positions(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	totalGIM(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperC<? extends StandardizedScheduleTradeInfo>	tradeInitialMargin(Exposure exposure)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaPortfolioState>	tradePortfolio(Exposure exposure)

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

conditionValidator

@Inject
protected com.rosetta.model.lib.functions.ConditionValidator conditionValidator

objectValidator

@Inject
protected com.rosetta.model.lib.functions.ModelObjectValidator objectValidator

buildStandardizedSchedule

@Inject
protected BuildStandardizedSchedule buildStandardizedSchedule

getGrossInitialMarginFromStandardizedSchedule

@Inject
protected GetGrossInitialMarginFromStandardizedSchedule getGrossInitialMarginFromStandardizedSchedule

Constructor Details

GetNetInitialMarginFromExposure

public GetNetInitialMarginFromExposure()

Method Details

evaluate

public StandardizedScheduleInitialMargin evaluate(Exposure exposure)

Parameters:

exposure -

Returns:

initialMargin

doEvaluate

protected abstract StandardizedScheduleInitialMargin.StandardizedScheduleInitialMarginBuilder doEvaluate(Exposure exposure)

tradePortfolio

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends ReferenceWithMetaPortfolioState> tradePortfolio(Exposure exposure)

positions

protected abstract com.rosetta.model.lib.mapper.MapperC<? extends Position> positions(Exposure exposure)

tradeInitialMargin

protected abstract com.rosetta.model.lib.mapper.MapperC<? extends StandardizedScheduleTradeInfo> tradeInitialMargin(Exposure exposure)

totalGIM

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> totalGIM(Exposure exposure)

netCurrentReplacementCost

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> netCurrentReplacementCost(Exposure exposure)

grossCurrentReplacementCost

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> grossCurrentReplacementCost(Exposure exposure)

netToGrossRatio

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> netToGrossRatio(Exposure exposure)