/**
* Copyright (C) 2013 - present by OpenGamma Inc. and the OpenGamma group of companies
*
* Please see distribution for license.
*/
package com.opengamma.analytics.financial.credit.collateralmodel;
/**
* Class to define the characteristics of variation margin required by a CCP for a centrally cleared trade
*/
public class VariationMarginDefinition extends CollateralDefinition {
// ----------------------------------------------------------------------------------------------------------------------------------------
public VariationMarginDefinition(
final double collateralAmount,
final double independentAmount,
final double minimumTransferAmount,
final double collateralTriggerThreshold,
final double confidenceLevel,
final int liquidityHorizon,
final MarginCallFrequency minimumMarginCallGrequency) {
// ----------------------------------------------------------------------------------------------------------------------------------------
super(collateralAmount, independentAmount, minimumTransferAmount, collateralTriggerThreshold, minimumMarginCallGrequency);
// ----------------------------------------------------------------------------------------------------------------------------------------
}
// ----------------------------------------------------------------------------------------------------------------------------------------
}