Record Class MultiCurrencyExposureSimulator.SwapTerms

java.lang.Object

java.lang.Record

com.quantfinlib.credit.MultiCurrencyExposureSimulator.SwapTerms

Record Components:

notional - notional, > 0

fixedRate - fixed rate, decimal

payFixed - true for a payer swap (receive floating)

startYears - first reset time, ≥ 0

maturityYears - last payment time, > start

paymentsPerYear - payments per year, ≥ 1

Enclosing class:

MultiCurrencyExposureSimulator

public static record MultiCurrencyExposureSimulator.SwapTerms(double notional, double fixedRate, boolean payFixed, double startYears, double maturityYears, int paymentsPerYear)
extends Record

Vanilla fixed-for-floating swap.

Constructor Summary

Constructors

Constructor	Description
SwapTerms(double notional, double fixedRate, boolean payFixed, double startYears, double maturityYears, int paymentsPerYear)	Validates the terms.

Method Summary

Modifier and Type	Method	Description
final boolean	equals(Object o)	Indicates whether some other object is "equal to" this one.
double	fixedRate()	Returns the value of the fixedRate record component.
final int	hashCode()	Returns a hash code value for this object.
double	maturityYears()	Returns the value of the maturityYears record component.
double	notional()	Returns the value of the notional record component.
boolean	payFixed()	Returns the value of the payFixed record component.
int	paymentsPerYear()	Returns the value of the paymentsPerYear record component.
double	startYears()	Returns the value of the startYears 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

SwapTerms

public SwapTerms(double notional,
 double fixedRate,
 boolean payFixed,
 double startYears,
 double maturityYears,
 int paymentsPerYear)

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.

notional

public double notional()

Returns the value of the notional record component.

Returns:

the value of the notional record component

fixedRate

public double fixedRate()

Returns the value of the fixedRate record component.

Returns:

the value of the fixedRate record component

payFixed

public boolean payFixed()

Returns the value of the payFixed record component.

Returns:

the value of the payFixed record component

startYears

public double startYears()

Returns the value of the startYears record component.

Returns:

the value of the startYears record component

maturityYears

public double maturityYears()

Returns the value of the maturityYears record component.

Returns:

the value of the maturityYears record component

paymentsPerYear

public int paymentsPerYear()

Returns the value of the paymentsPerYear record component.

Returns:

the value of the paymentsPerYear record component