Module net.finmath.smartderivativecontract

Package net.finmath.smartcontract.product

Class SmartDerivativeContractDescriptor

java.lang.Object

net.finmath.smartcontract.product.SmartDerivativeContractDescriptor

public class SmartDerivativeContractDescriptor
extends Object

Descriptor for a smart derivative contract. Unified access to the SDC definition in an XML.

Author:

Christian Fries

See Also:

SDCXMLParser

Nested Class Summary

Nested Classes

Modifier and Type	Class	Description
static class	SmartDerivativeContractDescriptor.Party	Descriptor for a smart derivative contract counterparty.

Constructor Summary

Constructors

Constructor	Description
SmartDerivativeContractDescriptor(LocalDateTime tradeDate, List<SmartDerivativeContractDescriptor.Party> counterparties, Map<String,Double> marginAccountInitialByPartyID, Map<String,Double> penaltyFeeInitialByPartyID, String recervicePartyID, Node underlying)

Method Summary

Modifier and Type	Method	Description
List<SmartDerivativeContractDescriptor.Party>	getCounterparties()
Double	getMarginAccount(String partyID)
Double	getPenaltyFee(String partyID)	Get the penalty fee for the party.
LocalDateTime	getTradeDate()
Node	getUnderlying()	Get the FPML XML node describing the underlying.
String	getUnderlyingReceiverPartyID()	A positive value of the underlying represents a claim for the partyID returned by this method and a liability of the other party.

Methods inherited from class java.lang.Object

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

Constructor Details

SmartDerivativeContractDescriptor

public SmartDerivativeContractDescriptor(LocalDateTime tradeDate,
 List<SmartDerivativeContractDescriptor.Party> counterparties,
 Map<String,Double> marginAccountInitialByPartyID,
 Map<String,Double> penaltyFeeInitialByPartyID,
 String recervicePartyID,
 Node underlying)

Method Details

getTradeDate

public LocalDateTime getTradeDate()

getCounterparties

public List<SmartDerivativeContractDescriptor.Party> getCounterparties()

getMarginAccount

public Double getMarginAccount(String partyID)

getPenaltyFee

public Double getPenaltyFee(String partyID)

Get the penalty fee for the party.

Parameters:

partyID - The party ID as string.

Returns:

The penalty fee.

getUnderlying

public Node getUnderlying()

Get the FPML XML node describing the underlying.

Returns:

The Node describing the underlying.

getUnderlyingReceiverPartyID

public String getUnderlyingReceiverPartyID()

A positive value of the underlying represents a claim for the partyID returned by this method and a liability of the other party.

Returns:

The party ID of the receiver party.