Class FxMarkToMarket

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

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

      • FxMarkToMarket

        public FxMarkToMarket()
    • Method Detail

      • evaluate

        public java.math.BigDecimal evaluate​(ForwardPayout forwardPayout)
        Parameters:
        forwardPayout -
        Returns:
        value
      • doEvaluate

        protected java.math.BigDecimal doEvaluate​(ForwardPayout forwardPayout)
      • quotedQuantity

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> quotedQuantity​(ForwardPayout forwardPayout)
      • baseQuantity

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> baseQuantity​(ForwardPayout forwardPayout)
      • interpolatedRate

        protected com.rosetta.model.lib.functions.Mapper<java.math.BigDecimal> interpolatedRate​(ForwardPayout forwardPayout)