.cdm-java.6.0.0-dev.63.source-code.observable-common-func.rosetta Maven / Gradle / Ivy

Go to download

Show more of this group Show more artifacts with this name
Show all versions of cdm-java Show documentation

There is a newer version: 6.0.0-dev.92

namespace cdm.observable.common
version "${project.version}"

import cdm.base.math.*
import cdm.base.datetime.*
import cdm.base.staticdata.asset.common.*

import cdm.observable.asset.*

func ResolveTimeZoneFromTimeType: <"Defines inputs and outputs needed to derive the time and time-zone for a product identifier">
    inputs:
        assetIdentifier AssetIdentifier (1..1)
        timeType TimeTypeEnum (1..1)
        determinationMethod DeterminationMethodEnum (1..1)
    output:
        time TimeZone (1..1)

func CashPriceQuantityNoOfUnitsTriangulation: <"Data rule to check the relationship between cash price, notional and number of units.">
    inputs:
        quantity NonNegativeQuantitySchedule (0..*)
        price PriceSchedule (0..*)
    output:
        success boolean (1..1)

    alias notional:
        FilterQuantityByCurrencyExists(quantity)
            extract value
            then distinct
            then only-element

    alias noOfUnits:
        FilterQuantityByFinancialUnit(quantity, FinancialUnitEnum -> Share)
            extract value
            then only-element

    alias cashPrice:
        price
            filter priceType = PriceTypeEnum -> AssetPrice
            then extract value
            then only-element

    set success:
        if cashPrice exists and noOfUnits exists and notional exists
        then cashPrice * noOfUnits = notional
        else True