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>