Package net.finmath.smartcontract.product.xml

Class BoundedCorrelation

java.lang.Object
net.finmath.smartcontract.product.xml.BoundedCorrelation
public class BoundedCorrelation extends Object
A type describing correlation bounds, which form a cap and a floor on the realized correlation.

Java class for BoundedCorrelation complex type.

The following schema fragment specifies the expected content contained within this class. 

 <complexType name="BoundedCorrelation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="minimumBoundaryPercent" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="maximumBoundaryPercent" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>

  • Field Details

    • minimumBoundaryPercent

      protected BigDecimal minimumBoundaryPercent

    • maximumBoundaryPercent

      protected BigDecimal maximumBoundaryPercent

  • Constructor Details

    • BoundedCorrelation

      public BoundedCorrelation()

  • Method Details

    • getMinimumBoundaryPercent

      public BigDecimal getMinimumBoundaryPercent()
      Gets the value of the minimumBoundaryPercent property.
      Returns:
      possible object is BigDecimal

    • setMinimumBoundaryPercent

      public void setMinimumBoundaryPercent​(BigDecimal value)
      Sets the value of the minimumBoundaryPercent property.
      Parameters:
      value - allowed object is BigDecimal

    • getMaximumBoundaryPercent

      public BigDecimal getMaximumBoundaryPercent()
      Gets the value of the maximumBoundaryPercent property.
      Returns:
      possible object is BigDecimal

    • setMaximumBoundaryPercent

      public void setMaximumBoundaryPercent​(BigDecimal value)
      Sets the value of the maximumBoundaryPercent property.
      Parameters:
      value - allowed object is BigDecimal