Package cdm.margin.schedule.functions

Class StandardizedScheduleFXVarianceNotionalAmount

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleFXVarianceNotionalAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleFXVarianceNotionalAmount.StandardizedScheduleFXVarianceNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleFXVarianceNotionalAmount()

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

StandardizedScheduleFXVarianceNotionalAmount

public StandardizedScheduleFXVarianceNotionalAmount()

Method Details

evaluate

public BigDecimal evaluate(PerformancePayout performancePayout)

Parameters:

performancePayout -

Returns:

amount

doEvaluate

protected abstract BigDecimal doEvaluate(PerformancePayout performancePayout)

varianceReturnTerms

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

vegaNotionalAmount

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

fixedRate

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