net.finmath.smartcontract.contract

Interface SmartDerivativeContractSchedule

All Known Implementing Classes:

SmartDerivativeContractScheduleGenerator.SimpleSchedule

public interface SmartDerivativeContractSchedule

Minimal interface for the event times of a smart derivative contract. The event times and events are as follows:

• \( t^{\text{settlement}}_{i} \) - the time at which the settlement is performed
• \( t^{\text{marginCheck}}_{i} \) - the time at which the margin accounts are checked for validity
• \( [ t^{\text{accountAccessStart}}_{i}, t^{\text{accountAccessEnd}}_{i} \) - the time interval at which the margin accounts may be accessed

The interface provides these times in a collection. Note that the time \( t^{\text{accountAccessEnd}}_{i} \) is provided as an offset from \( t^{\text{accountAccessStart}}_{i} \).

Author:

Christian Fries

Nested Class Summary

Nested Classes

Modifier and Type	Interface and Description
static interface	SmartDerivativeContractSchedule.EventTimes Interface for a smart derivative event time set consisting of settlement, account access (start and duration) and margin check.

Method Summary

Modifier and Type	Method and Description
List<SmartDerivativeContractSchedule.EventTimes>	getEventTimes()

Method Detail

getEventTimes

List<SmartDerivativeContractSchedule.EventTimes> getEventTimes()