Record Class MultiCurrencyExposureSimulator.Foreign

java.lang.Object

java.lang.Record

com.quantfinlib.credit.MultiCurrencyExposureSimulator.Foreign

Record Components:

discount - foreign discount curve

meanReversion - a_c, > 0

rateVol - sigma_c, ≥ 0 (0 gives the 2.1 deterministic foreign rate)

spot - S_c(0), > 0

fxVol - sigma_Sc, ≥ 0

Enclosing class:

MultiCurrencyExposureSimulator

public static record MultiCurrencyExposureSimulator.Foreign(MultiCurrencyExposureSimulator.Curve discount, double meanReversion, double rateVol, double spot, double fxVol)
extends Record

One foreign currency: its Hull-White short rate and the spot against the domestic currency (domestic per foreign).

Constructor Summary

Constructors

Constructor	Description
Foreign(MultiCurrencyExposureSimulator.Curve discount, double meanReversion, double rateVol, double spot, double fxVol)	Validates the parameters.

Method Summary

Modifier and Type	Method	Description
MultiCurrencyExposureSimulator.Curve	discount()	Returns the value of the discount record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
double	fxVol()	Returns the value of the fxVol record component.
final int	hashCode()	Returns a hash code value for this object.
double	meanReversion()	Returns the value of the meanReversion record component.
double	rateVol()	Returns the value of the rateVol record component.
double	spot()	Returns the value of the spot record component.
final String	toString()	Returns a string representation of this record class.

Methods inherited from class Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Constructor Details

Foreign

public Foreign(MultiCurrencyExposureSimulator.Curve discount,
 double meanReversion,
 double rateVol,
 double spot,
 double fxVol)

Validates the parameters.

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. Reference components are compared with Objects::equals(Object,Object); primitive components 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.

discount

public MultiCurrencyExposureSimulator.Curve discount()

Returns the value of the discount record component.

Returns:

the value of the discount record component

meanReversion

public double meanReversion()

Returns the value of the meanReversion record component.

Returns:

the value of the meanReversion record component

rateVol

public double rateVol()

Returns the value of the rateVol record component.

Returns:

the value of the rateVol record component

spot

public double spot()

Returns the value of the spot record component.

Returns:

the value of the spot record component

fxVol

public double fxVol()

Returns the value of the fxVol record component.

Returns:

the value of the fxVol record component