Package net.finmath.smartcontract.product.xml

Class BoundedVariance

java.lang.Object
net.finmath.smartcontract.product.xml.BoundedVariance
public class BoundedVariance extends Object
A type describing variance bounds, which are used to exclude money price values outside of the specified range In a Up Conditional Swap Underlyer price must be equal to or higher than Lower Barrier In a Down Conditional Swap Underlyer price must be equal to or lower than Upper Barrier In a Corridor Conditional Swap Underlyer price must be equal to or higher than Lower Barrier and must be equal to or lower than Upper Barrier.

Java class for BoundedVariance complex type.

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

 <complexType name="BoundedVariance">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="realisedVarianceMethod" type="{http://www.fpml.org/FpML-5/confirmation}RealisedVarianceMethodEnum"/>
         <element name="daysInRangeAdjustment" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
         <element name="upperBarrier" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal" minOccurs="0"/>
         <element name="lowerBarrier" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>

  • Field Details

    • realisedVarianceMethod

      protected RealisedVarianceMethodEnum realisedVarianceMethod

    • daysInRangeAdjustment

      protected boolean daysInRangeAdjustment

    • upperBarrier

      protected BigDecimal upperBarrier

    • lowerBarrier

      protected BigDecimal lowerBarrier

  • Constructor Details

    • BoundedVariance

      public BoundedVariance()

  • Method Details

    • getRealisedVarianceMethod

      public RealisedVarianceMethodEnum getRealisedVarianceMethod()
      Gets the value of the realisedVarianceMethod property.
      Returns:
      possible object is RealisedVarianceMethodEnum

    • setRealisedVarianceMethod

      public void setRealisedVarianceMethod​(RealisedVarianceMethodEnum value)
      Sets the value of the realisedVarianceMethod property.
      Parameters:
      value - allowed object is RealisedVarianceMethodEnum

    • isDaysInRangeAdjustment

      public boolean isDaysInRangeAdjustment()
      Gets the value of the daysInRangeAdjustment property.

    • setDaysInRangeAdjustment

      public void setDaysInRangeAdjustment​(boolean value)
      Sets the value of the daysInRangeAdjustment property.

    • getUpperBarrier

      public BigDecimal getUpperBarrier()
      Gets the value of the upperBarrier property.
      Returns:
      possible object is BigDecimal

    • setUpperBarrier

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

    • getLowerBarrier

      public BigDecimal getLowerBarrier()
      Gets the value of the lowerBarrier property.
      Returns:
      possible object is BigDecimal

    • setLowerBarrier

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