Package cdm.observable.asset.fro.functions

Class FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault

java.lang.Object

cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate

cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Enclosing class:

FilterInvalidFloatingRateIndexTradeDate

public static class FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault
extends FilterInvalidFloatingRateIndexTradeDate

Nested Class Summary

Nested classes/interfaces inherited from class cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate

FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault

Field Summary

Fields inherited from class cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate

floatingRateIndexMetadata

Constructor Summary

Constructors

Constructor	Description
FilterInvalidFloatingRateIndexTradeDateDefault()

Method Summary

Modifier and Type	Method	Description
protected List<FloatingRateIndexEnum>	assignOutput(List<FloatingRateIndexEnum> invalidFloatingRateIndex, TradeState tradeState)
protected List<FloatingRateIndexEnum>	doEvaluate(TradeState tradeState)

Methods inherited from class cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate

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

FilterInvalidFloatingRateIndexTradeDateDefault

public FilterInvalidFloatingRateIndexTradeDateDefault()

Method Details

doEvaluate

protected List<FloatingRateIndexEnum> doEvaluate(TradeState tradeState)

Specified by:

doEvaluate in class FilterInvalidFloatingRateIndexTradeDate

assignOutput

protected List<FloatingRateIndexEnum> assignOutput(List<FloatingRateIndexEnum> invalidFloatingRateIndex,
 TradeState tradeState)