Package cdm.margin.schedule.functions

Class StandardizedScheduleOptionNotionalAmount

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleOptionNotionalAmount

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleOptionNotionalAmount.StandardizedScheduleOptionNotionalAmountDefault

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleOptionNotionalAmount()

Method Summary

Modifier and Type	Method	Description
protected abstract BigDecimal	doEvaluate(OptionPayout optionPayout)
BigDecimal	evaluate(OptionPayout optionPayout)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	notionalQuantity(OptionPayout optionPayout)
protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal>	strikePrice(OptionPayout optionPayout)

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

StandardizedScheduleOptionNotionalAmount

public StandardizedScheduleOptionNotionalAmount()

Method Details

evaluate

public BigDecimal evaluate(OptionPayout optionPayout)

Parameters:

optionPayout -

Returns:

amount

doEvaluate

protected abstract BigDecimal doEvaluate(OptionPayout optionPayout)

strikePrice

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> strikePrice(OptionPayout optionPayout)

notionalQuantity

protected abstract com.rosetta.model.lib.mapper.MapperS<BigDecimal> notionalQuantity(OptionPayout optionPayout)