Package com.opengamma.strata.product.swaption

Class CashSwaptionSettlement

java.lang.Object

com.opengamma.strata.product.swaption.CashSwaptionSettlement

All Implemented Interfaces:

SwaptionSettlement, Serializable, org.joda.beans.Bean, org.joda.beans.ImmutableBean

public final class CashSwaptionSettlement
extends Object
implements SwaptionSettlement, org.joda.beans.ImmutableBean, Serializable

Defines the cash settlement type for the payoff of a swaption.

The settlement type is SettlementType.CASH, This means that a cash amount is paid by the short party to the long party at the exercise date.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	CashSwaptionSettlement.Meta	The meta-bean for CashSwaptionSettlement.

Method Summary

Modifier and Type	Method	Description
boolean	equals(Object obj)
CashSwaptionSettlementMethod	getMethod()	Gets the cash settlement method.
LocalDate	getSettlementDate()	Gets the settlement date.
SettlementType	getSettlementType()	Gets the settlement type of swaption.
int	hashCode()
static CashSwaptionSettlement.Meta	meta()	The meta-bean for CashSwaptionSettlement.
CashSwaptionSettlement.Meta	metaBean()
static CashSwaptionSettlement	of(LocalDate settlementDate, CashSwaptionSettlementMethod method)	Obtains an instance from the settlement date and method.
String	toString()

Methods inherited from class java.lang.Object

clone, finalize, getClass, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.joda.beans.Bean

property, propertyNames

Method Detail

of

public static CashSwaptionSettlement of(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

getSettlementType

public SettlementType getSettlementType()

Description copied from interface: SwaptionSettlement

Gets the settlement type of swaption.

The settlement type is cash settlement or physical settlement, defined in SettlementType.

Specified by:

getSettlementType in interface SwaptionSettlement

Returns:

the settlement type

meta

public static CashSwaptionSettlement.Meta meta()

The meta-bean for CashSwaptionSettlement.

Returns:

the meta-bean, not null

metaBean

public CashSwaptionSettlement.Meta metaBean()

Specified by:

metaBean in interface org.joda.beans.Bean

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

equals

public boolean equals(Object obj)

Overrides:

equals in class Object

hashCode

public int hashCode()

Overrides:

hashCode in class Object

toString

public String toString()

Overrides:

toString in class Object