Package org.isda.cdm.functions
Class DayCountFraction.ACT_365_FIXED
- java.lang.Object
-
- org.isda.cdm.functions.DayCountFraction.ACT_365_FIXED
-
- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
- DayCountFraction
public static class DayCountFraction.ACT_365_FIXED extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
-
-
Field Summary
Fields Modifier and Type Field Description protected CalculationPeriod
calculationPeriod
-
Constructor Summary
Constructors Constructor Description ACT_365_FIXED()
-
Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
daysInPeriod(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
protected java.math.BigDecimal
doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
java.math.BigDecimal
evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
-
-
-
Field Detail
-
calculationPeriod
@Inject protected CalculationPeriod calculationPeriod
-
-
Method Detail
-
evaluate
public java.math.BigDecimal evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
- Parameters:
interestRatePayout
-dayCountFractionEnum
-date
-- Returns:
- result
-
doEvaluate
protected java.math.BigDecimal doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
-
daysInPeriod
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> daysInPeriod(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
-
-