Class CalculationFromObservation

java.lang.Object
net.finmath.smartcontract.product.xml.CalculationFromObservation
Direct Known Subclasses:
Correlation, Variance, Volatility

public abstract class CalculationFromObservation extends Object
Abstract base class for all calculation from observed values.

Java class for CalculationFromObservation complex type.

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

 <complexType name="CalculationFromObservation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <choice>
           <choice>
             <sequence>
               <element name="initialLevel" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
               <element name="initialLevelSource" type="{http://www.fpml.org/FpML-5/confirmation}DeterminationMethod" minOccurs="0"/>
             </sequence>
             <element name="initialLevelSource" type="{http://www.fpml.org/FpML-5/confirmation}DeterminationMethod"/>
           </choice>
           <element name="closingLevel" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
           <element name="expiringLevel" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
         </choice>
         <element name="expectedN" type="{http://www.w3.org/2001/XMLSchema}positiveInteger" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>