Package org.isda.cdm.functions
Class NewEquitySwapProduct
- java.lang.Object
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- org.isda.cdm.functions.NewEquitySwapProduct
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- All Implemented Interfaces:
com.rosetta.model.lib.functions.RosettaFunction
public class NewEquitySwapProduct extends java.lang.Object implements com.rosetta.model.lib.functions.RosettaFunction
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Field Summary
Fields Modifier and Type Field Description protected NewFloatingPayout
newFloatingPayout
protected NewSingleNameEquityPayout
newSingleNameEquityPayout
protected com.rosetta.model.lib.validation.ModelObjectValidator
objectValidator
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Constructor Summary
Constructors Constructor Description NewEquitySwapProduct()
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description protected Product.ProductBuilder
doEvaluate(Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
Product
evaluate(Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
protected Payout.PayoutBuilder
payout(Product.ProductBuilder product, Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
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Field Detail
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objectValidator
@Inject protected com.rosetta.model.lib.validation.ModelObjectValidator objectValidator
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newFloatingPayout
@Inject protected NewFloatingPayout newFloatingPayout
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newSingleNameEquityPayout
@Inject protected NewSingleNameEquityPayout newSingleNameEquityPayout
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Method Detail
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evaluate
public Product evaluate(Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
- Parameters:
underlier
- The underlying Equity asset for the swap.masterConfirmation
- An (optional) pointer to the Master Confirmation Agreement, if any, that holds further inputs to the Equity Swap- Returns:
- product
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doEvaluate
protected Product.ProductBuilder doEvaluate(Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
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payout
protected Payout.PayoutBuilder payout(Product.ProductBuilder product, Equity underlier, EquitySwapMasterConfirmation2018 masterConfirmation)
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