Package net.finmath.smartcontract.settlement

Class Settlement

java.lang.Object
net.finmath.smartcontract.settlement.Settlement
public class Settlement extends Object
Describes the result of a single settlement as reported by the valuation oracle. This data is intended to be archived (e.g. on the DLT).

The margin value is defined as the difference of two valuations: V(T1,M1) - V(T1,M0) Here T1 is this settlements settlement time, M1 ist this settlements market data and M0 is the previous settlement market data.

For convenience the valuation oracle may also provide the value V(T2,M1) - the valuation at the next settlement time.

Author:
Christian Fries

  • Constructor Details

    • Settlement

      public Settlement()

  • Method Details

    • getTradeId

      public String getTradeId()

    • setTradeId

      public void setTradeId​(String tradeId)

    • getSettlementType

      public Settlement.SettlementType getSettlementType()

    • setSettlementType

      public void setSettlementType​(Settlement.SettlementType settlementType)

    • getCurrency

      public String getCurrency()

    • setCurrency

      public void setCurrency​(String currency)

    • getMarginValue

      public BigDecimal getMarginValue()

    • setMarginValue

      public void setMarginValue​(BigDecimal marginValue)

    • getMarginLimits

      public List<BigDecimal> getMarginLimits()

    • setMarginLimits

      public void setMarginLimits​(List<BigDecimal> marginLimits)

    • getSettlementTime

      public ZonedDateTime getSettlementTime()

    • setSettlementTime

      public void setSettlementTime​(ZonedDateTime settlementTime)

    • getSettlementNPV

      public BigDecimal getSettlementNPV()

    • setSettlementNPV

      public void setSettlementNPV​(BigDecimal settlementNPV)

    • getSettlementNPVPrevious

      public BigDecimal getSettlementNPVPrevious()

    • setSettlementNPVPrevious

      public void setSettlementNPVPrevious​(BigDecimal settlementNPVPrevious)

    • getSettlementTimeNext

      public ZonedDateTime getSettlementTimeNext()

    • setSettlementTimeNext

      public void setSettlementTimeNext​(ZonedDateTime settlementTimeNext)

    • getSettlementNPVNext

      public BigDecimal getSettlementNPVNext()

    • setSettlementNPVNext

      public void setSettlementNPVNext​(BigDecimal settlementNPVNext)

    • getMarketData

      public MarketDataList getMarketData()

    • setMarketData

      public void setMarketData​(MarketDataList marketData)

    • getSettlementInfos

      public List<SettlementInfo> getSettlementInfos()

    • setSettlementInfos

      public void setSettlementInfos​(List<SettlementInfo> settlementInfos)