Class CommodityCalculationPeriodsSchedule

java.lang.Object
net.finmath.smartcontract.product.xml.Frequency
net.finmath.smartcontract.product.xml.CommodityCalculationPeriodsSchedule

public class CommodityCalculationPeriodsSchedule extends Frequency
A parametric representation of the Calculation Periods for on Asian option or a leg of a swap. In case the calculation frequency is of value T (term), the period is defined by the commoditySwap\effectiveDate and the commoditySwap\terminationDate.

Java class for CommodityCalculationPeriodsSchedule complex type.

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

 <complexType name="CommodityCalculationPeriodsSchedule">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Frequency">
       <sequence>
         <element name="balanceOfFirstPeriod" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>