Interface SwaptionSettlement
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- All Known Implementing Classes:
CashSwaptionSettlement
,PhysicalSwaptionSettlement
public interface SwaptionSettlement
Defines how the payoff of a swaption will be settled.Settlement can be physical, where an interest rate swap is created, or cash, where a monetary amount is exchanged.
- See Also:
PhysicalSwaptionSettlement
,CashSwaptionSettlement
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description SettlementType
getSettlementType()
Gets the settlement type of swaption.
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Method Detail
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getSettlementType
SettlementType getSettlementType()
Gets the settlement type of swaption.The settlement type is cash settlement or physical settlement, defined in
SettlementType
.- Returns:
- the settlement type
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