Class CashSwaptionSettlement

    • Method Detail

      • of

        public static CashSwaptionSettlement of​(java.time.LocalDate settlementDate,
                                                CashSwaptionSettlementMethod method)
        Obtains an instance from the settlement date and method.
        Parameters:
        settlementDate - the settlement date
        method - the settlement method
        Returns:
        the settlement
      • getSettlementDate

        public java.time.LocalDate getSettlementDate()
        Gets the settlement date.

        The payoff of the option is settled at this date.

        Returns:
        the value of the property, not null
      • getMethod

        public CashSwaptionSettlementMethod getMethod()
        Gets the cash settlement method.

        The settlement rate of the cash settled swaption is specified by respective cash settlement methods.

        Returns:
        the value of the property, not null
      • equals

        public boolean equals​(java.lang.Object obj)
        Overrides:
        equals in class java.lang.Object
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class java.lang.Object
      • toString

        public java.lang.String toString()
        Overrides:
        toString in class java.lang.Object