Package net.finmath.smartcontract.product.xml

Class InitialMargin

java.lang.Object

net.finmath.smartcontract.product.xml.InitialMargin

public class InitialMargin
extends Object

Defines initial margin applied to a repo transaction. Initial margin is an agreed premium to the Purchase Price of a repo to determine the required Market Value of the collateral to be delivered on the Purchase Date. It reflects quality of the collateral. Its aim is to calculate the risk-adjusted or liquidation value of collateral.

Java class for InitialMargin complex type.

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

 <complexType name="InitialMargin">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="marginType" type="{http://www.fpml.org/FpML-5/confirmation}MarginTypeEnum"/>
         <element name="margin" type="{http://www.fpml.org/FpML-5/confirmation}InitialMarginCalculation" maxOccurs="unbounded"/>
         <element name="marginThreshold" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney" minOccurs="0"/>
         <element name="minimumTransferAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected List<InitialMarginCalculation>	margin
protected NonNegativeMoney	marginThreshold
protected MarginTypeEnum	marginType
protected NonNegativeMoney	minimumTransferAmount

Constructor Summary

Constructors

Constructor	Description
InitialMargin()

Method Summary

Modifier and Type	Method	Description
List<InitialMarginCalculation>	getMargin()	Gets the value of the margin property.
NonNegativeMoney	getMarginThreshold()	Gets the value of the marginThreshold property.
MarginTypeEnum	getMarginType()	Gets the value of the marginType property.
NonNegativeMoney	getMinimumTransferAmount()	Gets the value of the minimumTransferAmount property.
void	setMarginThreshold(NonNegativeMoney value)	Sets the value of the marginThreshold property.
void	setMarginType(MarginTypeEnum value)	Sets the value of the marginType property.
void	setMinimumTransferAmount(NonNegativeMoney value)	Sets the value of the minimumTransferAmount property.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

marginType

protected MarginTypeEnum marginType

margin

protected List<InitialMarginCalculation> margin

marginThreshold

protected NonNegativeMoney marginThreshold

minimumTransferAmount

protected NonNegativeMoney minimumTransferAmount

Constructor Details

InitialMargin

public InitialMargin()

Method Details

getMarginType

public MarginTypeEnum getMarginType()

Gets the value of the marginType property.

Returns:

possible object is MarginTypeEnum

setMarginType

public void setMarginType(MarginTypeEnum value)

Sets the value of the marginType property.

Parameters:

value - allowed object is MarginTypeEnum

getMargin

public List<InitialMarginCalculation> getMargin()

Gets the value of the margin property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the margin property.

For example, to add a new item, do as follows:

    getMargin().add(newItem);
 

Objects of the following type(s) are allowed in the list InitialMarginCalculation

getMarginThreshold

public NonNegativeMoney getMarginThreshold()

Gets the value of the marginThreshold property.

Returns:

possible object is NonNegativeMoney

setMarginThreshold

public void setMarginThreshold(NonNegativeMoney value)

Sets the value of the marginThreshold property.

Parameters:

value - allowed object is NonNegativeMoney

getMinimumTransferAmount

public NonNegativeMoney getMinimumTransferAmount()

Gets the value of the minimumTransferAmount property.

Returns:

possible object is NonNegativeMoney

setMinimumTransferAmount

public void setMinimumTransferAmount(NonNegativeMoney value)

Sets the value of the minimumTransferAmount property.

Parameters:

value - allowed object is NonNegativeMoney