Package cdm.margin.schedule.functions

Class StandardizedScheduleNotional

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleNotional

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleNotional.StandardizedScheduleNotionalDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleNotional.StandardizedScheduleNotionalDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected com.rosetta.model.lib.functions.ConditionValidator	conditionValidator
protected FXFarLeg	fXFarLeg
protected ProductDeepPathUtil	productDeepPathUtil
protected StandardizedScheduleCommodityForwardNotionalAmount	standardizedScheduleCommodityForwardNotionalAmount
protected StandardizedScheduleCommoditySwapFixedFloatNotionalAmount	standardizedScheduleCommoditySwapFixedFloatNotionalAmount
protected StandardizedScheduleEquityForwardNotionalAmount	standardizedScheduleEquityForwardNotionalAmount
protected StandardizedScheduleFXSwapNotional	standardizedScheduleFXSwapNotional
protected StandardizedScheduleFXVarianceNotionalAmount	standardizedScheduleFXVarianceNotionalAmount
protected StandardizedScheduleMonetaryNotionalFromResolvablePQ	standardizedScheduleMonetaryNotionalFromResolvablePQ
protected StandardizedScheduleOptionNotionalAmount	standardizedScheduleOptionNotionalAmount
protected StandardizedScheduleVarianceSwapNotionalAmount	standardizedScheduleVarianceSwapNotionalAmount
protected UnderlierForOptionOrForwardProduct	underlierForOptionOrForwardProduct

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleNotional()

Method Summary

Modifier and Type	Method	Description
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<? extends NonTransferableProduct>	product(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

fXFarLeg

@Inject
protected FXFarLeg fXFarLeg

productDeepPathUtil

@Inject
protected ProductDeepPathUtil productDeepPathUtil

standardizedScheduleCommodityForwardNotionalAmount

@Inject
protected StandardizedScheduleCommodityForwardNotionalAmount standardizedScheduleCommodityForwardNotionalAmount

standardizedScheduleCommoditySwapFixedFloatNotionalAmount

@Inject
protected StandardizedScheduleCommoditySwapFixedFloatNotionalAmount standardizedScheduleCommoditySwapFixedFloatNotionalAmount

standardizedScheduleEquityForwardNotionalAmount

@Inject
protected StandardizedScheduleEquityForwardNotionalAmount standardizedScheduleEquityForwardNotionalAmount

standardizedScheduleFXSwapNotional

@Inject
protected StandardizedScheduleFXSwapNotional standardizedScheduleFXSwapNotional

standardizedScheduleFXVarianceNotionalAmount

@Inject
protected StandardizedScheduleFXVarianceNotionalAmount standardizedScheduleFXVarianceNotionalAmount

standardizedScheduleMonetaryNotionalFromResolvablePQ

@Inject
protected StandardizedScheduleMonetaryNotionalFromResolvablePQ standardizedScheduleMonetaryNotionalFromResolvablePQ

standardizedScheduleOptionNotionalAmount

@Inject
protected StandardizedScheduleOptionNotionalAmount standardizedScheduleOptionNotionalAmount

standardizedScheduleVarianceSwapNotionalAmount

@Inject
protected StandardizedScheduleVarianceSwapNotionalAmount standardizedScheduleVarianceSwapNotionalAmount

underlierForOptionOrForwardProduct

@Inject
protected UnderlierForOptionOrForwardProduct underlierForOptionOrForwardProduct

Constructor Details

StandardizedScheduleNotional

public StandardizedScheduleNotional()

Method Details

evaluate

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

Parameters:

trade -

assetClass -

productClass -

Returns:

notional

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)