Record Class MultiCurrencyExposureSimulator.FxForwardTerms

java.lang.Object
java.lang.Record
com.quantfinlib.credit.MultiCurrencyExposureSimulator.FxForwardTerms
Record Components:
foreignNotional - foreign units bought (sold if negative), non-zero
strike - contract rate, > 0
maturityYears - settlement time, > 0
Enclosing class:
MultiCurrencyExposureSimulator
public static record MultiCurrencyExposureSimulator.FxForwardTerms(double foreignNotional, double strike, double maturityYears) extends Record
FX forward: buy foreignNotional units of foreign currency at strike domestic per foreign at maturityYears; a negative notional sells.

  • Constructor Details

    • FxForwardTerms

      public FxForwardTerms(double foreignNotional, double strike, double maturityYears)
      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.

    • foreignNotional

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

    • strike

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

    • maturityYears

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