Class PhysicalSwaptionSettlement

  • All Implemented Interfaces:
    SwaptionSettlement, java.io.Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

    public final class PhysicalSwaptionSettlement
    extends java.lang.Object
    implements SwaptionSettlement, org.joda.beans.ImmutableBean, java.io.Serializable
    Defines the physical settlement type for the payoff of a swaption.

    The settlement type is SettlementType.PHYSICAL. This means that the two parties enter into the actual interest rate swap at the expiry date of the option.

    See Also:
    Serialized Form
    • Method Detail

      • 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