Package net.finmath.smartcontract.settlement

Class Settlement

java.lang.Object

net.finmath.smartcontract.settlement.Settlement

public class Settlement
extends Object

Describes the result of a single settlement as reported by the valuation oracle. This data is intended to be archived (e.g. on the DLT).

The margin value is defined as the difference of two valuations: V(T1,M1) - V(T1,M0) Here T1 is this settlements settlement time, M1 ist this settlements market data and M0 is the previous settlement market data.

For convenience the valuation oracle may also provide the value V(T2,M1) - the valuation at the next settlement time.

Author:

Christian Fries

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static enum	Settlement.SettlementType

Constructor Summary

Constructors

Constructor	Description
Settlement()

Method Summary

Modifier and Type	Method	Description
String	getCurrency()
List<BigDecimal>	getMarginLimits()
BigDecimal	getMarginValue()
MarketDataList	getMarketData()
List<SettlementInfo>	getSettlementInfos()
BigDecimal	getSettlementNPV()
BigDecimal	getSettlementNPVNext()
BigDecimal	getSettlementNPVPrevious()
ZonedDateTime	getSettlementTime()
ZonedDateTime	getSettlementTimeNext()
Settlement.SettlementType	getSettlementType()
String	getTradeId()
void	setCurrency(String currency)
void	setMarginLimits(List<BigDecimal> marginLimits)
void	setMarginValue(BigDecimal marginValue)
void	setMarketData(MarketDataList marketData)
void	setSettlementInfos(List<SettlementInfo> settlementInfos)
void	setSettlementNPV(BigDecimal settlementNPV)
void	setSettlementNPVNext(BigDecimal settlementNPVNext)
void	setSettlementNPVPrevious(BigDecimal settlementNPVPrevious)
void	setSettlementTime(ZonedDateTime settlementTime)
void	setSettlementTimeNext(ZonedDateTime settlementTimeNext)
void	setSettlementType(Settlement.SettlementType settlementType)
void	setTradeId(String tradeId)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

Settlement

public Settlement()

Method Details

getTradeId

public String getTradeId()

setTradeId

public void setTradeId(String tradeId)

getSettlementType

public Settlement.SettlementType getSettlementType()

setSettlementType

public void setSettlementType(Settlement.SettlementType settlementType)

getCurrency

public String getCurrency()

setCurrency

public void setCurrency(String currency)

getMarginValue

public BigDecimal getMarginValue()

setMarginValue

public void setMarginValue(BigDecimal marginValue)

getMarginLimits

public List<BigDecimal> getMarginLimits()

setMarginLimits

public void setMarginLimits(List<BigDecimal> marginLimits)

getSettlementTime

public ZonedDateTime getSettlementTime()

setSettlementTime

public void setSettlementTime(ZonedDateTime settlementTime)

getSettlementNPV

public BigDecimal getSettlementNPV()

setSettlementNPV

public void setSettlementNPV(BigDecimal settlementNPV)

getSettlementNPVPrevious

public BigDecimal getSettlementNPVPrevious()

setSettlementNPVPrevious

public void setSettlementNPVPrevious(BigDecimal settlementNPVPrevious)

getSettlementTimeNext

public ZonedDateTime getSettlementTimeNext()

setSettlementTimeNext

public void setSettlementTimeNext(ZonedDateTime settlementTimeNext)

getSettlementNPVNext

public BigDecimal getSettlementNPVNext()

setSettlementNPVNext

public void setSettlementNPVNext(BigDecimal settlementNPVNext)

getMarketData

public MarketDataList getMarketData()

setMarketData

public void setMarketData(MarketDataList marketData)

getSettlementInfos

public List<SettlementInfo> getSettlementInfos()

setSettlementInfos

public void setSettlementInfos(List<SettlementInfo> settlementInfos)