cdm.product.asset.floatingrate.functions.ApplyUSRateTreatment Maven / Gradle / Ivy
package cdm.product.asset.floatingrate.functions;
import cdm.product.asset.RateTreatmentEnum;
import cdm.product.common.schedule.CalculationPeriodBase;
import com.google.inject.ImplementedBy;
import com.rosetta.model.lib.functions.RosettaFunction;
import java.math.BigDecimal;
@ImplementedBy(ApplyUSRateTreatment.ApplyUSRateTreatmentDefault.class)
public abstract class ApplyUSRateTreatment implements RosettaFunction {
/**
* @param baseRate Rate before treatment.
* @param rateTreatment type of treatment.
* @param calculationPeriod The calculation period over which the rate is computed.
* @return treatedRate rate after treatment.
*/
public BigDecimal evaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) {
BigDecimal treatedRate = doEvaluate(baseRate, rateTreatment, calculationPeriod);
return treatedRate;
}
protected abstract BigDecimal doEvaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod);
public static class ApplyUSRateTreatmentDefault extends ApplyUSRateTreatment {
@Override
protected BigDecimal doEvaluate(BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) {
BigDecimal treatedRate = null;
return assignOutput(treatedRate, baseRate, rateTreatment, calculationPeriod);
}
protected BigDecimal assignOutput(BigDecimal treatedRate, BigDecimal baseRate, RateTreatmentEnum rateTreatment, CalculationPeriodBase calculationPeriod) {
treatedRate = baseRate;
return treatedRate;
}
}
}
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