Package org.isda.cdm.functions
Class InterpolateForwardRate
- java.lang.Object
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- org.isda.cdm.functions.InterpolateForwardRate
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Direct Known Subclasses:
InterpolateForwardRateImpl
public abstract class InterpolateForwardRate extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Constructor Summary
Constructors Constructor Description InterpolateForwardRate()
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Method Summary
All Methods Instance Methods Abstract Methods Concrete Methods Modifier and Type Method Description protected abstract java.math.BigDecimal
doEvaluate(ForwardPayout forward)
java.math.BigDecimal
evaluate(ForwardPayout forward)
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(ForwardPayout forward)
- Parameters:
forward
-- Returns:
- result
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doEvaluate
protected abstract java.math.BigDecimal doEvaluate(ForwardPayout forward)
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