Class AutomaticExercise
java.lang.Object
net.finmath.smartcontract.product.xml.AutomaticExercise
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>
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Field Summary
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Constructor Summary
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Method Summary
Modifier and TypeMethodDescriptionGets the value of the thresholdRate property.void
setThresholdRate
(BigDecimal value) Sets the value of the thresholdRate property.
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Field Details
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thresholdRate
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Constructor Details
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AutomaticExercise
public AutomaticExercise()
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Method Details
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getThresholdRate
Gets the value of the thresholdRate property.- Returns:
- possible object is
BigDecimal
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setThresholdRate
Sets the value of the thresholdRate property.- Parameters:
value
- allowed object isBigDecimal
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