abstract class AbstractIRSClause : GroupClause<State, String>
Common superclass for IRS contract clauses, which defines behaviour on match/no-match, and provides helper functions for the clauses.
<init> |
AbstractIRSClause() Common superclass for IRS contract clauses, which defines behaviour on match/no-match, and provides helper functions for the clauses. |
ifMatched |
open val ifMatched: MatchBehaviour Behaviour if this clause is not matches |
ifNotMatched |
open val ifNotMatched: MatchBehaviour Behaviour if this clause is matched |
checkLegAmounts |
fun checkLegAmounts(legs: Array<CommonLeg>): Unit |
checkLegDates |
fun checkLegDates(legs: Array<CommonLeg>): Unit |
checkRates |
fun checkRates(legs: Array<CommonLeg>): Boolean |
checkSchedules |
fun checkSchedules(legs: Array<CommonLeg>): Boolean |
getFloatingLegPaymentsDifferences |
fun getFloatingLegPaymentsDifferences(payments1: Map<LocalDate, Event>, payments2: Map<LocalDate, Event>): List<<ERROR CLASS><LocalDate, <ERROR CLASS><FloatingRatePaymentEvent, FloatingRatePaymentEvent>>> Compares two schedules of Floating Leg Payments, returns the difference (i.e. omissions in either leg or changes to the values). |
Agree |
class Agree : AbstractIRSClause |
Fix |
class Fix : AbstractIRSClause |
Mature |
class Mature : AbstractIRSClause |
Pay |
class Pay : AbstractIRSClause |