Package net.finmath.smartcontract.product.xml

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>

  • Field Details

    • thresholdRate

      protected BigDecimal thresholdRate

  • Constructor Details

    • AutomaticExercise

      public AutomaticExercise()

  • Method Details

    • getThresholdRate

      public BigDecimal getThresholdRate()
      Gets the value of the thresholdRate property.
      Returns:
      possible object is BigDecimal

    • setThresholdRate

      public void setThresholdRate​(BigDecimal value)
      Sets the value of the thresholdRate property.
      Parameters:
      value - allowed object is BigDecimal