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 Details

  • 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