Package cdm.margin.schedule.functions

Class StandardizedScheduleProductClass

java.lang.Object

cdm.margin.schedule.functions.StandardizedScheduleProductClass

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	StandardizedScheduleProductClass.StandardizedScheduleProductClassDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected Qualify_BaseProduct_CrossCurrency	qualify_BaseProduct_CrossCurrency
protected Qualify_BaseProduct_EquityForward	qualify_BaseProduct_EquityForward
protected Qualify_BaseProduct_EquitySwap	qualify_BaseProduct_EquitySwap
protected Qualify_BaseProduct_IRSwap	qualify_BaseProduct_IRSwap
protected Qualify_Commodity_Forward	qualify_Commodity_Forward
protected Qualify_Commodity_Option	qualify_Commodity_Option
protected Qualify_Commodity_Swap_Basis	qualify_Commodity_Swap_Basis
protected Qualify_Commodity_Swap_FixedFloat	qualify_Commodity_Swap_FixedFloat
protected Qualify_Commodity_Swaption	qualify_Commodity_Swaption
protected Qualify_Credit_NthToDefault	qualify_Credit_NthToDefault
protected Qualify_CreditDefaultSwap_Index	qualify_CreditDefaultSwap_Index
protected Qualify_CreditDefaultSwap_IndexTranche	qualify_CreditDefaultSwap_IndexTranche
protected Qualify_CreditDefaultSwap_SingleName	qualify_CreditDefaultSwap_SingleName
protected Qualify_CreditDefaultSwaption	qualify_CreditDefaultSwaption
protected Qualify_EquityOption_ParameterReturnCorrelation_Basket	qualify_EquityOption_ParameterReturnCorrelation_Basket
protected Qualify_EquityOption_ParameterReturnDividend_Basket	qualify_EquityOption_ParameterReturnDividend_Basket
protected Qualify_EquityOption_ParameterReturnDividend_Index	qualify_EquityOption_ParameterReturnDividend_Index
protected Qualify_EquityOption_ParameterReturnDividend_SingleName	qualify_EquityOption_ParameterReturnDividend_SingleName
protected Qualify_EquityOption_ParameterReturnVariance_Basket	qualify_EquityOption_ParameterReturnVariance_Basket
protected Qualify_EquityOption_ParameterReturnVariance_Index	qualify_EquityOption_ParameterReturnVariance_Index
protected Qualify_EquityOption_ParameterReturnVariance_SingleName	qualify_EquityOption_ParameterReturnVariance_SingleName
protected Qualify_EquityOption_ParameterReturnVolatility_Basket	qualify_EquityOption_ParameterReturnVolatility_Basket
protected Qualify_EquityOption_ParameterReturnVolatility_Index	qualify_EquityOption_ParameterReturnVolatility_Index
protected Qualify_EquityOption_ParameterReturnVolatility_SingleName	qualify_EquityOption_ParameterReturnVolatility_SingleName
protected Qualify_EquityOption_PriceReturnBasicPerformance_Basket	qualify_EquityOption_PriceReturnBasicPerformance_Basket
protected Qualify_EquityOption_PriceReturnBasicPerformance_Index	qualify_EquityOption_PriceReturnBasicPerformance_Index
protected Qualify_EquityOption_PriceReturnBasicPerformance_SingleName	qualify_EquityOption_PriceReturnBasicPerformance_SingleName
protected Qualify_EquitySwap_ParameterReturnDividend_Basket	qualify_EquitySwap_ParameterReturnDividend_Basket
protected Qualify_EquitySwap_ParameterReturnDividend_Index	qualify_EquitySwap_ParameterReturnDividend_Index
protected Qualify_EquitySwap_ParameterReturnDividend_SingleName	qualify_EquitySwap_ParameterReturnDividend_SingleName
protected Qualify_EquitySwap_ParameterReturnVariance_Basket	qualify_EquitySwap_ParameterReturnVariance_Basket
protected Qualify_EquitySwap_ParameterReturnVariance_Index	qualify_EquitySwap_ParameterReturnVariance_Index
protected Qualify_EquitySwap_ParameterReturnVariance_SingleName	qualify_EquitySwap_ParameterReturnVariance_SingleName
protected Qualify_EquitySwap_ParameterReturnVolatility_Basket	qualify_EquitySwap_ParameterReturnVolatility_Basket
protected Qualify_EquitySwap_ParameterReturnVolatility_Index	qualify_EquitySwap_ParameterReturnVolatility_Index
protected Qualify_EquitySwap_ParameterReturnVolatility_SingleName	qualify_EquitySwap_ParameterReturnVolatility_SingleName
protected Qualify_ForeignExchange_NDF	qualify_ForeignExchange_NDF
protected Qualify_ForeignExchange_NDO	qualify_ForeignExchange_NDO
protected Qualify_ForeignExchange_NDS	qualify_ForeignExchange_NDS
protected Qualify_ForeignExchange_ParameterReturnCorrelation	qualify_ForeignExchange_ParameterReturnCorrelation
protected Qualify_ForeignExchange_ParameterReturnVariance	qualify_ForeignExchange_ParameterReturnVariance
protected Qualify_ForeignExchange_ParameterReturnVolatility	qualify_ForeignExchange_ParameterReturnVolatility
protected Qualify_ForeignExchange_Spot_Forward	qualify_ForeignExchange_Spot_Forward
protected Qualify_ForeignExchange_Swap	qualify_ForeignExchange_Swap
protected Qualify_ForeignExchange_VanillaOption	qualify_ForeignExchange_VanillaOption
protected Qualify_InterestRate_CapFloor	qualify_InterestRate_CapFloor
protected Qualify_InterestRate_Fra	qualify_InterestRate_Fra
protected Qualify_InterestRate_Option_Swaption	qualify_InterestRate_Option_Swaption
protected Qualify_InterestRate_Swaption_Straddle	qualify_InterestRate_Swaption_Straddle
protected Qualify_InterestRate_SwapWithCallableBermudanRightToEnterExitSwaps	qualify_InterestRate_SwapWithCallableBermudanRightToEnterExitSwaps

Constructor Summary

Constructors

Constructor	Description
StandardizedScheduleProductClass()

Method Summary

Modifier and Type	Method	Description
protected abstract StandardizedScheduleProductClassEnum	doEvaluate(Trade trade)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms>	economicTerms(Trade trade)
StandardizedScheduleProductClassEnum	evaluate(Trade trade)
protected abstract com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct>	product(Trade trade)

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

qualify_BaseProduct_CrossCurrency

@Inject
protected Qualify_BaseProduct_CrossCurrency qualify_BaseProduct_CrossCurrency

qualify_BaseProduct_EquityForward

@Inject
protected Qualify_BaseProduct_EquityForward qualify_BaseProduct_EquityForward

qualify_BaseProduct_EquitySwap

@Inject
protected Qualify_BaseProduct_EquitySwap qualify_BaseProduct_EquitySwap

qualify_BaseProduct_IRSwap

@Inject
protected Qualify_BaseProduct_IRSwap qualify_BaseProduct_IRSwap

qualify_Commodity_Forward

@Inject
protected Qualify_Commodity_Forward qualify_Commodity_Forward

qualify_Commodity_Option

@Inject
protected Qualify_Commodity_Option qualify_Commodity_Option

qualify_Commodity_Swap_Basis

@Inject
protected Qualify_Commodity_Swap_Basis qualify_Commodity_Swap_Basis

qualify_Commodity_Swap_FixedFloat

@Inject
protected Qualify_Commodity_Swap_FixedFloat qualify_Commodity_Swap_FixedFloat

qualify_Commodity_Swaption

@Inject
protected Qualify_Commodity_Swaption qualify_Commodity_Swaption

qualify_CreditDefaultSwap_Index

@Inject
protected Qualify_CreditDefaultSwap_Index qualify_CreditDefaultSwap_Index

qualify_CreditDefaultSwap_IndexTranche

@Inject
protected Qualify_CreditDefaultSwap_IndexTranche qualify_CreditDefaultSwap_IndexTranche

qualify_CreditDefaultSwap_SingleName

@Inject
protected Qualify_CreditDefaultSwap_SingleName qualify_CreditDefaultSwap_SingleName

qualify_CreditDefaultSwaption

@Inject
protected Qualify_CreditDefaultSwaption qualify_CreditDefaultSwaption

qualify_Credit_NthToDefault

@Inject
protected Qualify_Credit_NthToDefault qualify_Credit_NthToDefault

qualify_EquityOption_ParameterReturnCorrelation_Basket

@Inject
protected Qualify_EquityOption_ParameterReturnCorrelation_Basket qualify_EquityOption_ParameterReturnCorrelation_Basket

qualify_EquityOption_ParameterReturnDividend_Basket

@Inject
protected Qualify_EquityOption_ParameterReturnDividend_Basket qualify_EquityOption_ParameterReturnDividend_Basket

qualify_EquityOption_ParameterReturnDividend_Index

@Inject
protected Qualify_EquityOption_ParameterReturnDividend_Index qualify_EquityOption_ParameterReturnDividend_Index

qualify_EquityOption_ParameterReturnDividend_SingleName

@Inject
protected Qualify_EquityOption_ParameterReturnDividend_SingleName qualify_EquityOption_ParameterReturnDividend_SingleName

qualify_EquityOption_ParameterReturnVariance_Basket

@Inject
protected Qualify_EquityOption_ParameterReturnVariance_Basket qualify_EquityOption_ParameterReturnVariance_Basket

qualify_EquityOption_ParameterReturnVariance_Index

@Inject
protected Qualify_EquityOption_ParameterReturnVariance_Index qualify_EquityOption_ParameterReturnVariance_Index

qualify_EquityOption_ParameterReturnVariance_SingleName

@Inject
protected Qualify_EquityOption_ParameterReturnVariance_SingleName qualify_EquityOption_ParameterReturnVariance_SingleName

qualify_EquityOption_ParameterReturnVolatility_Basket

@Inject
protected Qualify_EquityOption_ParameterReturnVolatility_Basket qualify_EquityOption_ParameterReturnVolatility_Basket

qualify_EquityOption_ParameterReturnVolatility_Index

@Inject
protected Qualify_EquityOption_ParameterReturnVolatility_Index qualify_EquityOption_ParameterReturnVolatility_Index

qualify_EquityOption_ParameterReturnVolatility_SingleName

@Inject
protected Qualify_EquityOption_ParameterReturnVolatility_SingleName qualify_EquityOption_ParameterReturnVolatility_SingleName

qualify_EquityOption_PriceReturnBasicPerformance_Basket

@Inject
protected Qualify_EquityOption_PriceReturnBasicPerformance_Basket qualify_EquityOption_PriceReturnBasicPerformance_Basket

qualify_EquityOption_PriceReturnBasicPerformance_Index

@Inject
protected Qualify_EquityOption_PriceReturnBasicPerformance_Index qualify_EquityOption_PriceReturnBasicPerformance_Index

qualify_EquityOption_PriceReturnBasicPerformance_SingleName

@Inject
protected Qualify_EquityOption_PriceReturnBasicPerformance_SingleName qualify_EquityOption_PriceReturnBasicPerformance_SingleName

qualify_EquitySwap_ParameterReturnDividend_Basket

@Inject
protected Qualify_EquitySwap_ParameterReturnDividend_Basket qualify_EquitySwap_ParameterReturnDividend_Basket

qualify_EquitySwap_ParameterReturnDividend_Index

@Inject
protected Qualify_EquitySwap_ParameterReturnDividend_Index qualify_EquitySwap_ParameterReturnDividend_Index

qualify_EquitySwap_ParameterReturnDividend_SingleName

@Inject
protected Qualify_EquitySwap_ParameterReturnDividend_SingleName qualify_EquitySwap_ParameterReturnDividend_SingleName

qualify_EquitySwap_ParameterReturnVariance_Basket

@Inject
protected Qualify_EquitySwap_ParameterReturnVariance_Basket qualify_EquitySwap_ParameterReturnVariance_Basket

qualify_EquitySwap_ParameterReturnVariance_Index

@Inject
protected Qualify_EquitySwap_ParameterReturnVariance_Index qualify_EquitySwap_ParameterReturnVariance_Index

qualify_EquitySwap_ParameterReturnVariance_SingleName

@Inject
protected Qualify_EquitySwap_ParameterReturnVariance_SingleName qualify_EquitySwap_ParameterReturnVariance_SingleName

qualify_EquitySwap_ParameterReturnVolatility_Basket

@Inject
protected Qualify_EquitySwap_ParameterReturnVolatility_Basket qualify_EquitySwap_ParameterReturnVolatility_Basket

qualify_EquitySwap_ParameterReturnVolatility_Index

@Inject
protected Qualify_EquitySwap_ParameterReturnVolatility_Index qualify_EquitySwap_ParameterReturnVolatility_Index

qualify_EquitySwap_ParameterReturnVolatility_SingleName

@Inject
protected Qualify_EquitySwap_ParameterReturnVolatility_SingleName qualify_EquitySwap_ParameterReturnVolatility_SingleName

qualify_ForeignExchange_NDF

@Inject
protected Qualify_ForeignExchange_NDF qualify_ForeignExchange_NDF

qualify_ForeignExchange_NDO

@Inject
protected Qualify_ForeignExchange_NDO qualify_ForeignExchange_NDO

qualify_ForeignExchange_NDS

@Inject
protected Qualify_ForeignExchange_NDS qualify_ForeignExchange_NDS

qualify_ForeignExchange_ParameterReturnCorrelation

@Inject
protected Qualify_ForeignExchange_ParameterReturnCorrelation qualify_ForeignExchange_ParameterReturnCorrelation

qualify_ForeignExchange_ParameterReturnVariance

@Inject
protected Qualify_ForeignExchange_ParameterReturnVariance qualify_ForeignExchange_ParameterReturnVariance

qualify_ForeignExchange_ParameterReturnVolatility

@Inject
protected Qualify_ForeignExchange_ParameterReturnVolatility qualify_ForeignExchange_ParameterReturnVolatility

qualify_ForeignExchange_Spot_Forward

@Inject
protected Qualify_ForeignExchange_Spot_Forward qualify_ForeignExchange_Spot_Forward

qualify_ForeignExchange_Swap

@Inject
protected Qualify_ForeignExchange_Swap qualify_ForeignExchange_Swap

qualify_ForeignExchange_VanillaOption

@Inject
protected Qualify_ForeignExchange_VanillaOption qualify_ForeignExchange_VanillaOption

qualify_InterestRate_CapFloor

@Inject
protected Qualify_InterestRate_CapFloor qualify_InterestRate_CapFloor

qualify_InterestRate_Fra

@Inject
protected Qualify_InterestRate_Fra qualify_InterestRate_Fra

qualify_InterestRate_Option_Swaption

@Inject
protected Qualify_InterestRate_Option_Swaption qualify_InterestRate_Option_Swaption

qualify_InterestRate_SwapWithCallableBermudanRightToEnterExitSwaps

@Inject
protected Qualify_InterestRate_SwapWithCallableBermudanRightToEnterExitSwaps qualify_InterestRate_SwapWithCallableBermudanRightToEnterExitSwaps

qualify_InterestRate_Swaption_Straddle

@Inject
protected Qualify_InterestRate_Swaption_Straddle qualify_InterestRate_Swaption_Straddle

Constructor Details

StandardizedScheduleProductClass

public StandardizedScheduleProductClass()

Method Details

evaluate

public StandardizedScheduleProductClassEnum evaluate(Trade trade)

Parameters:

trade -

Returns:

productClass

doEvaluate

protected abstract StandardizedScheduleProductClassEnum doEvaluate(Trade trade)

product

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends NonTransferableProduct> product(Trade trade)

economicTerms

protected abstract com.rosetta.model.lib.mapper.MapperS<? extends EconomicTerms> economicTerms(Trade trade)