cdm.event.position.functions.InterpolateForwardRate Maven / Gradle / Ivy
package cdm.event.position.functions;
import cdm.product.template.ForwardPayout;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.functions.RosettaFunction;
import java.math.BigDecimal;
@ImplementedBy(InterpolateForwardRate.InterpolateForwardRateDefault.class)
public abstract class InterpolateForwardRate implements RosettaFunction {
/**
* @param forward
* @return result
*/
public BigDecimal evaluate(ForwardPayout forward) {
BigDecimal result = doEvaluate(forward);
return result;
}
protected abstract BigDecimal doEvaluate(ForwardPayout forward);
public static class InterpolateForwardRateDefault extends InterpolateForwardRate {
@Override
protected BigDecimal doEvaluate(ForwardPayout forward) {
BigDecimal result = null;
return assignOutput(result, forward);
}
protected BigDecimal assignOutput(BigDecimal result, ForwardPayout forward) {
return result;
}
}
}
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