Package org.isda.cdm.functions
Class FloatingAmount
- java.lang.Object
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- org.isda.cdm.functions.FloatingAmount
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class FloatingAmount extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Field Summary
Fields Modifier and Type Field Description protected DayCountFraction
dayCountFraction
protected GetRateSchedule
getRateSchedule
protected ResolveRateIndex
resolveRateIndex
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Constructor Summary
Constructors Constructor Description FloatingAmount()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
calculationAmount(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
dayCountFraction(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
protected java.math.BigDecimal
doEvaluate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
java.math.BigDecimal
evaluate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
floatingRate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
spread(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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Field Detail
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dayCountFraction
@Inject protected DayCountFraction dayCountFraction
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getRateSchedule
@Inject protected GetRateSchedule getRateSchedule
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resolveRateIndex
@Inject protected ResolveRateIndex resolveRateIndex
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
- Parameters:
interestRatePayout
-date
-- Returns:
- floatingAmount
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doEvaluate
protected java.math.BigDecimal doEvaluate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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calculationAmount
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> calculationAmount(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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floatingRate
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> floatingRate(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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spread
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> spread(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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dayCountFraction
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> dayCountFraction(InterestRatePayout interestRatePayout, com.rosetta.model.lib.records.Date date)
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