Package cdm.observable.asset.calculatedrate.functions

Class GenerateObservationDates

java.lang.Object

cdm.observable.asset.calculatedrate.functions.GenerateObservationDates

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

GenerateObservationDates.GenerateObservationDatesDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	GenerateObservationDates.GenerateObservationDatesDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected AddBusinessDays	addBusinessDays
protected GenerateDateList	generateDateList

Constructor Summary

Constructors

Constructor	Description
GenerateObservationDates()

Method Summary

Modifier and Type	Method	Description
protected abstract com.rosetta.model.lib.mapper.MapperS<Integer>	days(CalculationPeriodBase observationPeriod, List<String> businessCenters, Integer lockoutDays)
protected abstract List<com.rosetta.model.lib.records.Date>	doEvaluate(CalculationPeriodBase observationPeriod, List<String> businessCenters, Integer lockoutDays)
protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date>	endDate(CalculationPeriodBase observationPeriod, List<String> businessCenters, Integer lockoutDays)
List<com.rosetta.model.lib.records.Date>	evaluate(CalculationPeriodBase observationPeriod, List<String> businessCenters, Integer lockoutDays)

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

addBusinessDays

@Inject
protected AddBusinessDays addBusinessDays

generateDateList

@Inject
protected GenerateDateList generateDateList

Constructor Details

GenerateObservationDates

public GenerateObservationDates()

Method Details

evaluate

public List<com.rosetta.model.lib.records.Date> evaluate(CalculationPeriodBase observationPeriod,
 List<String> businessCenters,
 Integer lockoutDays)

Parameters:

observationPeriod - The given observation period.

businessCenters - The observation date.

lockoutDays - The number of lockout date.

Returns:

observationDates The resulting list of observation date.

doEvaluate

protected abstract List<com.rosetta.model.lib.records.Date> doEvaluate(CalculationPeriodBase observationPeriod,
 List<String> businessCenters,
 Integer lockoutDays)

days

protected abstract com.rosetta.model.lib.mapper.MapperS<Integer> days(CalculationPeriodBase observationPeriod,
 List<String> businessCenters,
 Integer lockoutDays)

endDate

protected abstract com.rosetta.model.lib.mapper.MapperS<com.rosetta.model.lib.records.Date> endDate(CalculationPeriodBase observationPeriod,
 List<String> businessCenters,
 Integer lockoutDays)