Record Class SettlementRiskAnalyzer.SettlementLeg

java.lang.Object
java.lang.Record
com.quantfinlib.risk.SettlementRiskAnalyzer.SettlementLeg
Enclosing class:
SettlementRiskAnalyzer
public static record SettlementRiskAnalyzer.SettlementLeg(String counterparty, String payCurrency, double payAmount, long payTimeMillis, String receiveCurrency, double receiveAmount, long receiveTimeMillis) extends Record
One settlement instruction pair: we pay one leg and receive the other.

  • Constructor Summary

    Constructors
    Constructor
    Description
    SettlementLeg(String counterparty, String payCurrency, double payAmount, long payTimeMillis, String receiveCurrency, double receiveAmount, long receiveTimeMillis)
    Creates an instance of a SettlementLeg record class.

  • Method Summary

    Modifier and Type
    Method
    Description
    String
    counterparty()
    Returns the value of the counterparty record component.
    final boolean
    equals(Object o)
    Indicates whether some other object is "equal to" this one.
    final int
    hashCode()
    Returns a hash code value for this object.
    boolean
    hasHerstattWindow()
    True when we pay before we receive — the Herstatt window.
    double
    payAmount()
    Returns the value of the payAmount record component.
    String
    payCurrency()
    Returns the value of the payCurrency record component.
    long
    payTimeMillis()
    Returns the value of the payTimeMillis record component.
    double
    receiveAmount()
    Returns the value of the receiveAmount record component.
    String
    receiveCurrency()
    Returns the value of the receiveCurrency record component.
    long
    receiveTimeMillis()
    Returns the value of the receiveTimeMillis record component.
    final String
    toString()
    Returns a string representation of this record class.

    Methods inherited from class java.lang.Object

    clone, finalize, getClass, notify, notifyAll, wait, wait, wait

  • Constructor Details

    • SettlementLeg

      public SettlementLeg(String counterparty, String payCurrency, double payAmount, long payTimeMillis, String receiveCurrency, double receiveAmount, long receiveTimeMillis)
      Creates an instance of a SettlementLeg record class.
      Parameters:
      counterparty - the value for the counterparty record component
      payCurrency - the value for the payCurrency record component
      payAmount - the value for the payAmount record component
      payTimeMillis - the value for the payTimeMillis record component
      receiveCurrency - the value for the receiveCurrency record component
      receiveAmount - the value for the receiveAmount record component
      receiveTimeMillis - the value for the receiveTimeMillis record component

  • Method Details

    • hasHerstattWindow

      public boolean hasHerstattWindow()
      True when we pay before we receive — the Herstatt window.

    • 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.

    • counterparty

      public String counterparty()
      Returns the value of the counterparty record component.
      Returns:
      the value of the counterparty record component

    • payCurrency

      public String payCurrency()
      Returns the value of the payCurrency record component.
      Returns:
      the value of the payCurrency record component

    • payAmount

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

    • payTimeMillis

      public long payTimeMillis()
      Returns the value of the payTimeMillis record component.
      Returns:
      the value of the payTimeMillis record component

    • receiveCurrency

      public String receiveCurrency()
      Returns the value of the receiveCurrency record component.
      Returns:
      the value of the receiveCurrency record component

    • receiveAmount

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

    • receiveTimeMillis

      public long receiveTimeMillis()
      Returns the value of the receiveTimeMillis record component.
      Returns:
      the value of the receiveTimeMillis record component