CollateralAccount::MarginCall Class Reference

Margin Call. More...

#include <orea/aggregation/collateralaccount.hpp>

Public Member Functions
	MarginCall (const Real &marginFlowAmount, const Date &marginPayDate, const Date &marginRequestDate, const bool &openMarginRequest=true)
bool	openMarginRequest () const
	Inspectors. More...
Real	marginAmount () const
Date	marginPayDate () const
Date	marginRequestDate () const

Detailed Description

Margin Call.

This class is essentially a container for open margin call details

Member Function Documentation

openMarginRequest()

bool openMarginRequest

(

)

const

Inspectors.

check if there is an outstanding margin call awaiting agreement/settlement

marginAmount()

Real marginAmount

(

)

const

open margin request amount (+ -> call, - -> post)

marginPayDate()

Date marginPayDate

(

)

const

expected payment date of outstanding collateral margin

marginRequestDate()

Date marginRequestDate

(

)

const

The date at which the outstanding margin was requested