Record Class MultiCurrencyExposureSimulator.Csa

java.lang.Object
java.lang.Record
com.quantfinlib.credit.MultiCurrencyExposureSimulator.Csa
Record Components:
threshold - H, ≥ 0
minimumTransfer - MTA, ≥ 0
marginPeriodYears - MPR in years, ≥ 0 (10 business days is about 10/250)
Enclosing class:
MultiCurrencyExposureSimulator
public static record MultiCurrencyExposureSimulator.Csa(double threshold, double minimumTransfer, double marginPeriodYears) extends Record
Collateral agreement terms (two-way, symmetric).

  • Constructor Details

    • Csa

      public Csa(double threshold, double minimumTransfer, double marginPeriodYears)
      Validates the terms.

  • Method Details

    • toString

      public final String toString()
      Returns a string representation of this record class. The representation contains the name of the class, followed by the name and value of each of the record components.
      Specified by:
      toString in class Record
      Returns:
      a string representation of this object

    • hashCode

      public final int hashCode()
      Returns a hash code value for this object. The value is derived from the hash code of each of the record components.
      Specified by:
      hashCode in class Record
      Returns:
      a hash code value for this object

    • equals

      public final boolean equals(Object o)
      Indicates whether some other object is "equal to" this one. The objects are equal if the other object is of the same class and if all the record components are equal. All components in this record class are compared with the compare method from their corresponding wrapper classes.
      Specified by:
      equals in class Record
      Parameters:
      o - the object with which to compare
      Returns:
      true if this object is the same as the o argument; false otherwise.

    • threshold

      public double threshold()
      Returns the value of the threshold record component.
      Returns:
      the value of the threshold record component

    • minimumTransfer

      public double minimumTransfer()
      Returns the value of the minimumTransfer record component.
      Returns:
      the value of the minimumTransfer record component

    • marginPeriodYears

      public double marginPeriodYears()
      Returns the value of the marginPeriodYears record component.
      Returns:
      the value of the marginPeriodYears record component