Package cdm.margin.schedule.functions

Class StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleFXVarianceNotionalAmount

cdm.margin.schedule.functions.StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleFXVarianceNotionalAmount

public static class StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault
extends StandardizedScheduleFXVarianceNotionalAmount

Nested Class Summary

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

StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleFXVarianceNotionalAmountDefault()

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<? extends Price>	fixedRate(PerformancePayout performancePayout)
protected com.rosetta.model.lib.mapper.MapperS<? extends VarianceReturnTerms>	varianceReturnTerms(PerformancePayout performancePayout)
protected com.rosetta.model.lib.mapper.MapperS<? extends NonNegativeQuantitySchedule>	vegaNotionalAmount(PerformancePayout performancePayout)

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

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

StandardizedScheduleFXVarianceNotionalAmountDefault

public StandardizedScheduleFXVarianceNotionalAmountDefault()

Method Details

doEvaluate

protected BigDecimal doEvaluate(PerformancePayout performancePayout)

Specified by:

doEvaluate in class StandardizedScheduleFXVarianceNotionalAmount

assignOutput

protected BigDecimal assignOutput(BigDecimal amount,
 PerformancePayout performancePayout)

varianceReturnTerms

protected com.rosetta.model.lib.mapper.MapperS<? extends VarianceReturnTerms> varianceReturnTerms(PerformancePayout performancePayout)

Specified by:

varianceReturnTerms in class StandardizedScheduleFXVarianceNotionalAmount

vegaNotionalAmount

protected com.rosetta.model.lib.mapper.MapperS<? extends NonNegativeQuantitySchedule> vegaNotionalAmount(PerformancePayout performancePayout)

Specified by:

vegaNotionalAmount in class StandardizedScheduleFXVarianceNotionalAmount

fixedRate

protected com.rosetta.model.lib.mapper.MapperS<? extends Price> fixedRate(PerformancePayout performancePayout)

Specified by:

fixedRate in class StandardizedScheduleFXVarianceNotionalAmount