Record Class SaCcr.SubNettingSet

java.lang.Object
java.lang.Record
com.quantfinlib.risk.SaCcr.SubNettingSet
Record Components:
trades - the trades of the sub-netting set
collateralHeld - haircut collateral held for these trades
margin - the margin agreement, or null for unmargined
Enclosing class:
SaCcr
public static record SaCcr.SubNettingSet(List<SaCcrTrade> trades, double collateralHeld, SaCcr.Margin margin) extends Record
One part of a netting set for SaCcr.subNettingSets(List): the trades under one margin agreement (or the unmargined trades when margin is null) and the haircut collateral that belongs to them.

  • Constructor Details

    • SubNettingSet

      public SubNettingSet(List<SaCcrTrade> trades, double collateralHeld, SaCcr.Margin margin)
      Validates and copies the trade list.

  • 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.

    • trades

      public List<SaCcrTrade> trades()
      Returns the value of the trades record component.
      Returns:
      the value of the trades record component

    • collateralHeld

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

    • margin

      public SaCcr.Margin margin()
      Returns the value of the margin record component.
      Returns:
      the value of the margin record component