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.

Module = Product Core Module
Library = Fixed Income Analytics Library
Project = Static Market Fields - the Definitions, the OTC/Exchange Traded Products, and Treasury Settings
Package = OTC Dual Stream Option Container

Author:: Lakshmi Krishnamurthy

Field Summary

Fields
Modifier and Type	Field	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 Description

SwapOptionSettlement(int iSettlementType, int iSettlementQuote)
SwapOptionSettlement Constructor
Method Summary

Modifier and Type Method 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 Details
- 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 Details
- 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 Details
- 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