com.opengamma.strata.product.swaption

Interface SwaptionSettlement

All Known Implementing Classes:

CashSwaptionSettlement, PhysicalSwaptionSettlement

public interface SwaptionSettlement

Defines how the payoff of a swaption will be settled.

Settlement can be physical, where an interest rate swap is created, or cash, where a monetary amount is exchanged.

See Also:

PhysicalSwaptionSettlement, CashSwaptionSettlement

Method Summary

Modifier and Type	Method and Description
SettlementType	getSettlementType() Gets the settlement type of swaption.

Method Detail

getSettlementType

SettlementType getSettlementType()

Gets the settlement type of swaption.

The settlement type is cash settlement or physical settlement, defined in SettlementType.

Returns:

the settlement type