Package org.isda.cdm.functions
Class FxMarkToMarket
- java.lang.Object
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- org.isda.cdm.functions.FxMarkToMarket
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class FxMarkToMarket extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Field Summary
Fields Modifier and Type Field Description protected InterpolateForwardRate
interpolateForwardRate
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Constructor Summary
Constructors Constructor Description FxMarkToMarket()
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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>
baseQuantity(ForwardPayout forwardPayout)
protected java.math.BigDecimal
doEvaluate(ForwardPayout forwardPayout)
java.math.BigDecimal
evaluate(ForwardPayout forwardPayout)
protected com.rosetta.model.lib.functions.MapperBuilder<ForeignExchange>
forwardFX(ForwardPayout forwardPayout)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
interpolatedRate(ForwardPayout forwardPayout)
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal>
quotedQuantity(ForwardPayout forwardPayout)
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Field Detail
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interpolateForwardRate
@Inject protected InterpolateForwardRate interpolateForwardRate
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(ForwardPayout forwardPayout)
- Parameters:
forwardPayout
-- Returns:
- value
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doEvaluate
protected java.math.BigDecimal doEvaluate(ForwardPayout forwardPayout)
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forwardFX
protected com.rosetta.model.lib.functions.MapperBuilder<ForeignExchange> forwardFX(ForwardPayout forwardPayout)
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quotedQuantity
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> quotedQuantity(ForwardPayout forwardPayout)
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baseQuantity
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> baseQuantity(ForwardPayout forwardPayout)
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interpolatedRate
protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> interpolatedRate(ForwardPayout forwardPayout)
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