Package cdm.margin.schedule.functions

Class StandardizedScheduleNotional.StandardizedScheduleNotionalDefault

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleNotional

cdm.margin.schedule.functions.StandardizedScheduleNotional.StandardizedScheduleNotionalDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

StandardizedScheduleNotional

public static class StandardizedScheduleNotional.StandardizedScheduleNotionalDefault
extends StandardizedScheduleNotional

Nested Class Summary

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

StandardizedScheduleNotional.StandardizedScheduleNotionalDefault

Field Summary

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

conditionValidator, fXFarLeg, productDeepPathUtil, standardizedScheduleCommodityForwardNotionalAmount, standardizedScheduleCommoditySwapFixedFloatNotionalAmount, standardizedScheduleEquityForwardNotionalAmount, standardizedScheduleFXSwapNotional, standardizedScheduleFXVarianceNotionalAmount, standardizedScheduleMonetaryNotionalFromResolvablePQ, standardizedScheduleOptionNotionalAmount, standardizedScheduleVarianceSwapNotionalAmount, underlierForOptionOrForwardProduct

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleNotionalDefault()

Method Summary

Modifier and Type	Method	Description
protected BigDecimal	assignOutput(BigDecimal notional, 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<? extends NonTransferableProduct>	product(Trade trade, StandardizedScheduleAssetClassEnum assetClass, StandardizedScheduleProductClassEnum productClass)

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

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

StandardizedScheduleNotionalDefault

public StandardizedScheduleNotionalDefault()

Method Details

doEvaluate

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

Specified by:

doEvaluate in class StandardizedScheduleNotional

assignOutput

protected BigDecimal assignOutput(BigDecimal notional,
 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 StandardizedScheduleNotional

economicTerms

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

Specified by:

economicTerms in class StandardizedScheduleNotional