Package net.finmath.smartcontract.product.xml

Class PlainSwapEditorHandler

java.lang.Object

net.finmath.smartcontract.product.xml.PlainSwapEditorHandler

public final class PlainSwapEditorHandler
extends Object

Class that handles incoming requests for generating and interacting with plain swaps descriptors coming from the editor. The API exposed by this class is not definitive and may be subject to changes without notice.

Version:

alpha.1

Author:

Luca Bressan

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	PlainSwapEditorHandler.LegSelector	Enumeration of possible choices for the swap legs.

Field Summary

Fields

Modifier and Type	Field	Description
static String	DEFAULT_FIXED_PERIOD
static BigInteger	DEFAULT_FIXED_PERIOD_MULTIPLIER
static String	DEFAULT_FLOATING_PERIOD
static BigInteger	DEFAULT_FLOATING_PERIOD_MULTIPLIER

Constructor Summary

Constructors

Constructor	Description
PlainSwapEditorHandler(PlainSwapOperationRequest plainSwapOperationRequest, String templatePath, String schemaPath, String projectVersion)	Returns the plain swap editor handler.

Method Summary

Modifier and Type	Method	Description
Smartderivativecontract	getContract()	Getter method for the JAXB representation of the contract
String	getContractAsXmlString()	Returns the SDCmL string associated with this plain swap handler.
List<CashflowPeriod>	getSchedule(PlainSwapEditorHandler.LegSelector legSelector, String marketData)	Returns a list of cashflow periods representing the payment streams involved in the plain swap described.
List<CashflowPeriod>	getSchedule(PlainSwapEditorHandler.LegSelector legSelector, MarketDataSet marketData)	Returns a list of cashflow periods representing the payment streams involved in the plain swap described.

Methods inherited from class java.lang.Object

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

Field Details

DEFAULT_FIXED_PERIOD

public static final String DEFAULT_FIXED_PERIOD

See Also:

Constant Field Values

DEFAULT_FLOATING_PERIOD

public static final String DEFAULT_FLOATING_PERIOD

See Also:

Constant Field Values

DEFAULT_FIXED_PERIOD_MULTIPLIER

public static final BigInteger DEFAULT_FIXED_PERIOD_MULTIPLIER

DEFAULT_FLOATING_PERIOD_MULTIPLIER

public static final BigInteger DEFAULT_FLOATING_PERIOD_MULTIPLIER

Constructor Details

PlainSwapEditorHandler

public PlainSwapEditorHandler(PlainSwapOperationRequest plainSwapOperationRequest,
 String templatePath,
 String schemaPath,
 String projectVersion)
                       throws IOException,
SAXException,
jakarta.xml.bind.JAXBException,
DatatypeConfigurationException

Returns the plain swap editor handler.

Parameters:

plainSwapOperationRequest - the JSON request that contains the editor info.

templatePath - path for the SDCmL template XML to be used

schemaPath - path for the SDCmL validation schema

Throws:

IOException - when loading settings files fails.

SAXException - when validation of the generated contract fails.

jakarta.xml.bind.JAXBException - when marshalling/unmarshalling of a SDCmL object/file fails.

DatatypeConfigurationException - when conversion of dates to the FPmL specifications fails.

Method Details

getContractAsXmlString

public String getContractAsXmlString()

Returns the SDCmL string associated with this plain swap handler.

Returns:

the SDCmL document

getContract

public Smartderivativecontract getContract()

Getter method for the JAXB representation of the contract

Returns:

the contract object

getSchedule

public List<CashflowPeriod> getSchedule(PlainSwapEditorHandler.LegSelector legSelector,
 String marketData)
                                 throws IOException,
CloneNotSupportedException

Returns a list of cashflow periods representing the payment streams involved in the plain swap described.

Parameters:

legSelector - the leg for which the schedule should be calculated.

marketData - the market data used for calibration of the model used for the payments' calculation.

Returns:

the payment schedule.

Throws:

IOException

CloneNotSupportedException

getSchedule

public List<CashflowPeriod> getSchedule(PlainSwapEditorHandler.LegSelector legSelector,
 MarketDataSet marketData)
                                 throws IOException,
CloneNotSupportedException

Returns a list of cashflow periods representing the payment streams involved in the plain swap described.

Parameters:

legSelector - the leg for which the schedule should be calculated.

marketData - the market data used for calibration of the model used for the payments' calculation.

Returns:

the payment schedule.

Throws:

IOException

CloneNotSupportedException