Class CashSwaptionSettlement

    • Method Detail

      • getSettlementDate

        public 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
      • hashCode

        public int hashCode()
        Overrides:
        hashCode in class Object