org.drip.market.otc

Class SwapOptionSettlement

java.lang.Object

org.drip.market.otc.SwapOptionSettlement

public class SwapOptionSettlement
extends java.lang.Object

SwapOptionSettlement contains the details of the OTC Swap Option Settlements.

Author:

Lakshmi Krishnamurthy

Field Summary

Fields

Modifier and Type	Field and Description
static int	SETTLEMENT_QUOTE_EXACT_CURVE Swap Option Cash Settlement Quote Method - Exact Curve
static int	SETTLEMENT_QUOTE_IRR Swap Option Cash Settlement Quote Method - Internal Rate of Return
static int	SETTLEMENT_TYPE_CASH_SETTLED Swap Option Settlement Type - Cash Settled
static int	SETTLEMENT_TYPE_PHYSICAL_DELIVERY Swap Option Settlement Type - Physical Delivery

Constructor Summary

Constructors

Constructor and Description
SwapOptionSettlement(int iSettlementType, int iSettlementQuote) SwapOptionSettlement Constructor

Method Summary

Modifier and Type	Method and Description
int	settlementQuote() Retrieve the Settlement Quote
int	settlementType() Retrieve the Settlement Type
java.lang.String	toString()

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, wait, wait, wait

Field Detail

SETTLEMENT_TYPE_CASH_SETTLED

public static final int SETTLEMENT_TYPE_CASH_SETTLED

Swap Option Settlement Type - Cash Settled

See Also:

Constant Field Values

SETTLEMENT_TYPE_PHYSICAL_DELIVERY

public static final int SETTLEMENT_TYPE_PHYSICAL_DELIVERY

Swap Option Settlement Type - Physical Delivery

See Also:

Constant Field Values

SETTLEMENT_QUOTE_IRR

public static final int SETTLEMENT_QUOTE_IRR

Swap Option Cash Settlement Quote Method - Internal Rate of Return

See Also:

Constant Field Values

SETTLEMENT_QUOTE_EXACT_CURVE

public static final int SETTLEMENT_QUOTE_EXACT_CURVE

Swap Option Cash Settlement Quote Method - Exact Curve

See Also:

Constant Field Values

Constructor Detail

SwapOptionSettlement

public SwapOptionSettlement(int iSettlementType,
                            int iSettlementQuote)
                     throws java.lang.Exception

SwapOptionSettlement Constructor

Parameters:

iSettlementType - Settlement Type

iSettlementQuote - Settlement Quote

Throws:

java.lang.Exception - Thrown if the Inputs are Invalid

Method Detail

settlementType

public int settlementType()

Retrieve the Settlement Type

Returns:

The Settlement Type

settlementQuote

public int settlementQuote()

Retrieve the Settlement Quote

Returns:

The Settlement Quote

toString

public java.lang.String toString()

Overrides:

toString in class java.lang.Object