Package net.finmath.smartcontract.product.xml

Class InitialMarginCalculation

java.lang.Object

net.finmath.smartcontract.product.xml.InitialMarginCalculation

public class InitialMarginCalculation
extends Object

Defines the initial margin calculation applicable to a single piece of collateral.

Java class for InitialMarginCalculation complex type.

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

 <complexType name="InitialMarginCalculation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <choice>
           <sequence>
             <element name="marginRatio" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
             <element name="marginRatioThreshold" type="{http://www.w3.org/2001/XMLSchema}decimal" maxOccurs="2" minOccurs="0"/>
           </sequence>
           <sequence>
             <element name="haircut" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
             <element name="haircutThreshold" type="{http://www.w3.org/2001/XMLSchema}decimal" maxOccurs="2" minOccurs="0"/>
           </sequence>
         </choice>
         <element name="assetReference" type="{http://www.fpml.org/FpML-5/confirmation}AssetReference" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected AssetReference	assetReference
protected BigDecimal	haircut
protected List<BigDecimal>	haircutThreshold
protected BigDecimal	marginRatio
protected List<BigDecimal>	marginRatioThreshold

Constructor Summary

Constructors

Constructor	Description
InitialMarginCalculation()

Method Summary

Modifier and Type	Method	Description
AssetReference	getAssetReference()	Gets the value of the assetReference property.
BigDecimal	getHaircut()	Gets the value of the haircut property.
List<BigDecimal>	getHaircutThreshold()	Gets the value of the haircutThreshold property.
BigDecimal	getMarginRatio()	Gets the value of the marginRatio property.
List<BigDecimal>	getMarginRatioThreshold()	Gets the value of the marginRatioThreshold property.
void	setAssetReference(AssetReference value)	Sets the value of the assetReference property.
void	setHaircut(BigDecimal value)	Sets the value of the haircut property.
void	setMarginRatio(BigDecimal value)	Sets the value of the marginRatio property.

Methods inherited from class java.lang.Object

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

Field Details

marginRatio

protected BigDecimal marginRatio

marginRatioThreshold

protected List<BigDecimal> marginRatioThreshold

haircut

protected BigDecimal haircut

haircutThreshold

protected List<BigDecimal> haircutThreshold

assetReference

protected AssetReference assetReference

Constructor Details

InitialMarginCalculation

public InitialMarginCalculation()

Method Details

getMarginRatio

public BigDecimal getMarginRatio()

Gets the value of the marginRatio property.

Returns:

possible object is BigDecimal

setMarginRatio

public void setMarginRatio(BigDecimal value)

Sets the value of the marginRatio property.

Parameters:

value - allowed object is BigDecimal

getMarginRatioThreshold

public List<BigDecimal> getMarginRatioThreshold()

Gets the value of the marginRatioThreshold 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 marginRatioThreshold property.

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

    getMarginRatioThreshold().add(newItem);
 

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

getHaircut

public BigDecimal getHaircut()

Gets the value of the haircut property.

Returns:

possible object is BigDecimal

setHaircut

public void setHaircut(BigDecimal value)

Sets the value of the haircut property.

Parameters:

value - allowed object is BigDecimal

getHaircutThreshold

public List<BigDecimal> getHaircutThreshold()

Gets the value of the haircutThreshold 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 haircutThreshold property.

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

    getHaircutThreshold().add(newItem);
 

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

getAssetReference

public AssetReference getAssetReference()

Gets the value of the assetReference property.

Returns:

possible object is AssetReference

setAssetReference

public void setAssetReference(AssetReference value)

Sets the value of the assetReference property.

Parameters:

value - allowed object is AssetReference