Package cdm.margin.schedule.functions

Class StandardizedScheduleDuration

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleDuration

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleDuration.StandardizedScheduleDurationDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleDuration.StandardizedScheduleDurationDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AdjustableDatesResolution	adjustableDatesResolution
protected AdjustableOrAdjustedOrRelativeDateResolution	adjustableOrAdjustedOrRelativeDateResolution
protected AuxiliarEffectiveDate	auxiliarEffectiveDate
protected AuxiliarTerminationDate	auxiliarTerminationDate
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected ConvertToAdjustableOrAdjustedOrRelativeDate	convertToAdjustableOrAdjustedOrRelativeDate
protected DateDifferenceYears	dateDifferenceYears
protected ProductDeepPathUtil	productDeepPathUtil
protected UnderlierForOptionOrForwardProduct	underlierForOptionOrForwardProduct

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleDuration()

Method Summary

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

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

adjustableDatesResolution

@Inject
protected AdjustableDatesResolution adjustableDatesResolution

adjustableOrAdjustedOrRelativeDateResolution

@Inject
protected AdjustableOrAdjustedOrRelativeDateResolution adjustableOrAdjustedOrRelativeDateResolution

auxiliarEffectiveDate

@Inject
protected AuxiliarEffectiveDate auxiliarEffectiveDate

auxiliarTerminationDate

@Inject
protected AuxiliarTerminationDate auxiliarTerminationDate

convertToAdjustableOrAdjustedOrRelativeDate

@Inject
protected ConvertToAdjustableOrAdjustedOrRelativeDate convertToAdjustableOrAdjustedOrRelativeDate

dateDifferenceYears

@Inject
protected DateDifferenceYears dateDifferenceYears

productDeepPathUtil

@Inject
protected ProductDeepPathUtil productDeepPathUtil

underlierForOptionOrForwardProduct

@Inject
protected UnderlierForOptionOrForwardProduct underlierForOptionOrForwardProduct

Constructor Details

StandardizedScheduleDuration

public StandardizedScheduleDuration()

Method Details

evaluate

public BigDecimal evaluate(Trade trade,
 StandardizedScheduleAssetClassEnum assetClass,
 StandardizedScheduleProductClassEnum productClass)

Parameters:

trade -

assetClass -

productClass -

Returns:

durationInYears

doEvaluate

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

product

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

economicTerms

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

underlier

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

transactionEffectiveDate

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

transactionTerminationDate

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

transactionTenorInYears

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

underlyingTransactionEffectiveDate

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

underlyingTransactionTerminationDate

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

underlyingTransactionTenorInYears

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

optionExpiry

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

timeToOptionExpiryInYears

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

genericDurationInYears

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

auxiliarDurationInYears

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