Package org.isda.cdm.functions
Class RateOfReturn
- java.lang.Object
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- org.isda.cdm.functions.RateOfReturn
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class RateOfReturn extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Constructor Summary
Constructors Constructor Description RateOfReturn()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected java.math.BigDecimal
doEvaluate(java.math.BigDecimal initialPrice, java.math.BigDecimal finalPrice)
java.math.BigDecimal
evaluate(java.math.BigDecimal initialPrice, java.math.BigDecimal finalPrice)
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Method Detail
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evaluate
public java.math.BigDecimal evaluate(java.math.BigDecimal initialPrice, java.math.BigDecimal finalPrice)
- Parameters:
initialPrice
-finalPrice
-- Returns:
- rateOfReturn
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doEvaluate
protected java.math.BigDecimal doEvaluate(java.math.BigDecimal initialPrice, java.math.BigDecimal finalPrice)
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