Record Class MultiCurrencyExposureSimulator.Market

java.lang.Object

java.lang.Record

com.quantfinlib.credit.MultiCurrencyExposureSimulator.Market

Record Components:

domestic - domestic rate model

foreign - foreign currencies, pair index = list index (may be empty)

correlation - symmetric, unit diagonal, positive semi-definite, size 1 + 2 n

Enclosing class:

MultiCurrencyExposureSimulator

public static record MultiCurrencyExposureSimulator.Market(MultiCurrencyExposureSimulator.Domestic domestic, List<MultiCurrencyExposureSimulator.Foreign> foreign, double[][] correlation)
extends Record

The market: domestic rate, foreign currencies, and the correlation of the factors [W_d, W_1, W_S1, W_2, W_S2, ...].

Constructor Summary

Constructors

Constructor	Description
Market(MultiCurrencyExposureSimulator.Domestic domestic, List<MultiCurrencyExposureSimulator.Foreign> foreign, double[][] correlation)	Validates and copies.

Method Summary

Modifier and Type	Method	Description
double[][]	correlation()	Defensive copy of the correlation matrix.
MultiCurrencyExposureSimulator.Domestic	domestic()	Returns the value of the domestic record component.
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
List<MultiCurrencyExposureSimulator.Foreign>	foreign()	Returns the value of the foreign record component.
final int	hashCode()	Returns a hash code value for this object.
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

Market

public Market(MultiCurrencyExposureSimulator.Domestic domestic,
 List<MultiCurrencyExposureSimulator.Foreign> foreign,
 double[][] correlation)

Validates and copies.

Method Details

correlation

public double[][] correlation()

Defensive copy of the correlation matrix.

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 Objects::equals(Object,Object).

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.

domestic

public MultiCurrencyExposureSimulator.Domestic domestic()

Returns the value of the domestic record component.

Returns:

the value of the domestic record component

foreign

public List<MultiCurrencyExposureSimulator.Foreign> foreign()

Returns the value of the foreign record component.

Returns:

the value of the foreign record component