Record Class SaCcr.Margin

java.lang.Object
java.lang.Record
com.quantfinlib.risk.SaCcr.Margin
Record Components:
threshold - TH, the exposure below which no variation margin is called (≥ 0)
minimumTransfer - MTA (≥ 0)
nica - net independent collateral amount (may be negative when the bank posts more than it holds)
mporBusinessDays - margin period of risk in business days (10 + N - 1 for re-margining every N days)
Enclosing class:
SaCcr
public static record SaCcr.Margin(double threshold, double minimumTransfer, double nica, double mporBusinessDays) extends Record
Margin agreement terms for a margined netting set.

  • Constructor Details

    • Margin

      public Margin(double threshold, double minimumTransfer, double nica, double mporBusinessDays)
      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

    • nica

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

    • mporBusinessDays

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