Class AutomaticExercise

java.lang.Object
net.finmath.smartcontract.product.xml.AutomaticExercise

public class AutomaticExercise extends Object
A type to define automatic exercise of a swaption. With automatic exercise the option is deemed to have exercised if it is in the money by more than the threshold amount on the exercise date.

Java class for AutomaticExercise complex type.

The following schema fragment specifies the expected content contained within this class.

 <complexType name="AutomaticExercise">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="thresholdRate" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>