Package org.isda.cdm.functions
Class FixedAmount
- java.lang.Object
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- org.isda.cdm.functions.FixedAmount
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class FixedAmount 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
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Constructor Summary
Constructors Constructor Description FixedAmount()
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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>
fixedRate(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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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:
- fixedAmount
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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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fixedRate
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> fixedRate(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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