Class FloatingAmount

  • All Implemented Interfaces:
    com.rosetta.model.lib.functions.RosettaFunction

    public class FloatingAmount
    extends java.lang.Object
    implements com.rosetta.model.lib.functions.RosettaFunction
    • Constructor Detail

      • FloatingAmount

        public FloatingAmount()
    • Method Detail

      • evaluate

        public java.math.BigDecimal evaluate​(InterestRatePayout interestRatePayout,
                                             com.rosetta.model.lib.records.Date date)
        Parameters:
        interestRatePayout -
        date -
        Returns:
        floatingAmount
      • doEvaluate

        protected java.math.BigDecimal doEvaluate​(InterestRatePayout interestRatePayout,
                                                  com.rosetta.model.lib.records.Date date)
      • calculationAmount

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> calculationAmount​(InterestRatePayout interestRatePayout,
                                                                                                 com.rosetta.model.lib.records.Date date)
      • floatingRate

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> floatingRate​(InterestRatePayout interestRatePayout,
                                                                                            com.rosetta.model.lib.records.Date date)
      • spread

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> spread​(InterestRatePayout interestRatePayout,
                                                                                      com.rosetta.model.lib.records.Date date)
      • dayCountFraction

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> dayCountFraction​(InterestRatePayout interestRatePayout,
                                                                                                com.rosetta.model.lib.records.Date date)