Class SettlementGenerator
java.lang.Object
net.finmath.smartcontract.settlement.SettlementGenerator
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionbuild()
generateInitialSettlementXml(String marketDataXml, SmartDerivativeContractDescriptor sdc)
generateRegularSettlementXml(String marketDataXml, SmartDerivativeContractDescriptor sdc, BigDecimal marginValue)
marginLimits(List<BigDecimal> marginLimits)
settlementInfo(Map<String,BigDecimal> info)
settlementNPV(BigDecimal settlementNPV)
settlementNPVNext(BigDecimal settlementNPVNext)
settlementNPVPrevious(BigDecimal settlementNPVPrevious)
settlementTimeNext(ZonedDateTime settlementTimeNext)
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Constructor Details
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SettlementGenerator
public SettlementGenerator()
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Method Details
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generateInitialSettlementXml
public SettlementGenerator generateInitialSettlementXml(String marketDataXml, SmartDerivativeContractDescriptor sdc) -
generateRegularSettlementXml
public SettlementGenerator generateRegularSettlementXml(String marketDataXml, SmartDerivativeContractDescriptor sdc, BigDecimal marginValue) -
marginLimits
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settlementNPV
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settlementNPVPrevious
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settlementTimeNext
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settlementNPVNext
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settlementInfo
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buildObject
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build
- Returns:
- settlement xml String
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