Package org.isda.cdm.functions
Class EquityPerformance
- java.lang.Object
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- org.isda.cdm.functions.EquityPerformance
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class EquityPerformance extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Field Summary
Fields Modifier and Type Field Description protected EquityNotionalAmount
equityNotionalAmount
protected RateOfReturn
rateOfReturn
protected ResolveEquityPeriodEndPrice
resolveEquityPeriodEndPrice
protected ResolveEquityPeriodStartPrice
resolveEquityPeriodStartPrice
protected ResolveQuantity
resolveQuantity
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Constructor Summary
Constructors Constructor Description EquityPerformance()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected java.math.BigDecimal
doEvaluate(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
java.math.BigDecimal
evaluate(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
notionalAmount(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
periodEndPrice(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
periodStartPrice(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.MapperBuilder<Quantity>
quantity(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
rateOfReturn(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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Field Detail
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equityNotionalAmount
@Inject protected EquityNotionalAmount equityNotionalAmount
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rateOfReturn
@Inject protected RateOfReturn rateOfReturn
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resolveEquityPeriodEndPrice
@Inject protected ResolveEquityPeriodEndPrice resolveEquityPeriodEndPrice
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resolveEquityPeriodStartPrice
@Inject protected ResolveEquityPeriodStartPrice resolveEquityPeriodStartPrice
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resolveQuantity
@Inject protected ResolveQuantity resolveQuantity
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
- Parameters:
equityPayout
-observation
-date
-- Returns:
- equityPerformance
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doEvaluate
protected java.math.BigDecimal doEvaluate(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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periodStartPrice
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> periodStartPrice(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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periodEndPrice
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> periodEndPrice(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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quantity
protected com.rosetta.model.lib.functions.MapperBuilder<Quantity> quantity(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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rateOfReturn
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> rateOfReturn(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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notionalAmount
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> notionalAmount(EquityPayout equityPayout, java.math.BigDecimal observation, com.rosetta.model.lib.records.Date date)
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