Package cdm.margin.schedule.functions

Class StandardizedScheduleDuration.StandardizedScheduleDurationDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleDuration

cdm.margin.schedule.functions.StandardizedScheduleDuration.StandardizedScheduleDurationDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleDuration

public static class StandardizedScheduleDuration.StandardizedScheduleDurationDefault
extends StandardizedScheduleDuration

Nested Class Summary

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

StandardizedScheduleDuration.StandardizedScheduleDurationDefault

Field Summary

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

adjustableDatesResolution, adjustableOrAdjustedOrRelativeDateResolution, auxiliarEffectiveDate, auxiliarTerminationDate, conditionValidator, convertToAdjustableOrAdjustedOrRelativeDate, dateDifferenceYears, productDeepPathUtil, underlierForOptionOrForwardProduct

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleDurationDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal durationInYears, Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	auxiliarDurationInYears(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected BigDecimal	doEvaluate(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms>	economicTerms(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	genericDurationInYears(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	optionExpiry(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct>	product(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	timeToOptionExpiryInYears(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	transactionEffectiveDate(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	transactionTenorInYears(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	transactionTerminationDate(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<? extends Underlier>	underlier(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	underlyingTransactionEffectiveDate(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<BigDecimal>	underlyingTransactionTenorInYears(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)
protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	underlyingTransactionTerminationDate(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)

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

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

StandardizedScheduleDurationDefault

public StandardizedScheduleDurationDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

doEvaluate in class StandardizedScheduleDuration

assignOutput

protected BigDecimal assignOutput(BigDecimal durationInYears,
 Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

product

protected com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct> product(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

product in class StandardizedScheduleDuration

economicTerms

protected com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms> economicTerms(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

economicTerms in class StandardizedScheduleDuration

underlier

protected com.rosetta.model.lib.mapper.MapperS<? extends Underlier> underlier(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

underlier in class StandardizedScheduleDuration

transactionEffectiveDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> transactionEffectiveDate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

transactionEffectiveDate in class StandardizedScheduleDuration

transactionTerminationDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> transactionTerminationDate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

transactionTerminationDate in class StandardizedScheduleDuration

transactionTenorInYears

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> transactionTenorInYears(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

transactionTenorInYears in class StandardizedScheduleDuration

underlyingTransactionEffectiveDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> underlyingTransactionEffectiveDate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

underlyingTransactionEffectiveDate in class StandardizedScheduleDuration

underlyingTransactionTerminationDate

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> underlyingTransactionTerminationDate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

underlyingTransactionTerminationDate in class StandardizedScheduleDuration

underlyingTransactionTenorInYears

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> underlyingTransactionTenorInYears(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

underlyingTransactionTenorInYears in class StandardizedScheduleDuration

optionExpiry

protected com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> optionExpiry(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

optionExpiry in class StandardizedScheduleDuration

timeToOptionExpiryInYears

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> timeToOptionExpiryInYears(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

timeToOptionExpiryInYears in class StandardizedScheduleDuration

genericDurationInYears

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> genericDurationInYears(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

genericDurationInYears in class StandardizedScheduleDuration

auxiliarDurationInYears

protected com.rosetta.model.lib.mapper.MapperS<BigDecimal> auxiliarDurationInYears(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Specified by:

auxiliarDurationInYears in class StandardizedScheduleDuration