Class EvaluatePortfolioState

  • All Implemented Interfaces:
    com.rosetta.model.lib.functions.RosettaFunction
    Direct Known Subclasses:
    EvaluatePortfolioStateImpl

    public abstract class EvaluatePortfolioState
    extends java.lang.Object
    implements com.rosetta.model.lib.functions.RosettaFunction
    • Field Detail

      • objectValidator

        @Inject
        protected com.rosetta.model.lib.validation.ModelObjectValidator objectValidator
    • Constructor Detail

      • EvaluatePortfolioState

        public EvaluatePortfolioState()
    • Method Detail

      • evaluate

        public PortfolioState evaluate​(Portfolio portfolio)
        Parameters:
        portfolio - Portfolio containing the aggregation parameters to be used to calculate the new portfolio state.
        Returns:
        portfolioState Portfolio state containing the aggregated positions based on the input aggregation parameters.