Package cdm.observable.asset.fro.functions

Class FilterInvalidFloatingRateIndexTradeDate

java.lang.Object

cdm.observable.asset.fro.functions.FilterInvalidFloatingRateIndexTradeDate

All Implemented Interfaces:

com.rosetta.model.lib.functions.RosettaFunction

Direct Known Subclasses:

FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault

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

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	FilterInvalidFloatingRateIndexTradeDate.FilterInvalidFloatingRateIndexTradeDateDefault

Field Summary

Fields

Modifier and Type	Field	Description
protected FloatingRateIndexMetadata	floatingRateIndexMetadata

Constructor Summary

Constructors

Constructor	Description
FilterInvalidFloatingRateIndexTradeDate()

Method Summary

Modifier and Type	Method	Description
protected abstract List<FloatingRateIndexEnum>	doEvaluate(TradeState tradeState)
List<FloatingRateIndexEnum>	evaluate(TradeState tradeState)

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

floatingRateIndexMetadata

@Inject
protected FloatingRateIndexMetadata floatingRateIndexMetadata

Constructor Details

FilterInvalidFloatingRateIndexTradeDate

public FilterInvalidFloatingRateIndexTradeDate()

Method Details

evaluate

public List<FloatingRateIndexEnum> evaluate(TradeState tradeState)

Parameters:

tradeState - The input is a trade to validate its floating rate index based on the trade date

Returns:

invalidFloatingRateIndex The invalid floating rate index or indices of a trade based on their metadata and the trade date.

doEvaluate

protected abstract List<FloatingRateIndexEnum> doEvaluate(TradeState tradeState)