Package org.isda.cdm.functions
Class DayCountFraction._30E_360
- java.lang.Object
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- org.isda.cdm.functions.DayCountFraction._30E_360
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
- Enclosing class:
- DayCountFraction
public static class DayCountFraction._30E_360 extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Field Summary
Fields Modifier and Type Field Description protected CalculationPeriod
calculationPeriod
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Constructor Summary
Constructors Constructor Description _30E_360()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected com.rosetta.model.lib.functions.MapperBuilder<CalculationPeriodData>
calculationPeriod(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)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
endDay(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
endMonth(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
endYear(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)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
startDay(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
startMonth(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer>
startYear(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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Field Detail
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calculationPeriod
@Inject protected CalculationPeriod calculationPeriod
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
- Parameters:
interestRatePayout
-dayCountFractionEnum
-date
-- Returns:
- result
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doEvaluate
protected java.math.BigDecimal doEvaluate(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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calculationPeriod
protected com.rosetta.model.lib.functions.MapperBuilder<CalculationPeriodData> calculationPeriod(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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startYear
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> startYear(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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endYear
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> endYear(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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startMonth
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> startMonth(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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endMonth
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> endMonth(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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endDay
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> endDay(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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startDay
protected com.rosetta.model.lib.functions.Mapper<java.lang.Integer> startDay(InterestRatePayout interestRatePayout, DayCountFractionEnum dayCountFractionEnum, com.rosetta.model.lib.records.Date date)
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