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 Details

  • 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