Class CommodityDigitalOption
java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Option
net.finmath.smartcontract.product.xml.CommodityDigitalOption
Defines the digital commodity option product type. Digital options exercise
when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an
extension of the 'commodityOption' product.
Java class for CommodityDigitalOption complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="CommodityDigitalOption"> <complexContent> <extension base="{http://www.fpml.org/FpML-5/confirmation}Option"> <sequence> <element name="optionType" type="{http://www.fpml.org/FpML-5/confirmation}PutCallEnum"/> <element name="commodity" type="{http://www.fpml.org/FpML-5/confirmation}Commodity"/> <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityDigitalOptionFeatures.model"/> <choice> <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NotionalAmount"/> <sequence> <element name="notionalQuantity" type="{http://www.fpml.org/FpML-5/confirmation}CommodityNotionalQuantity"/> <element name="totalNotionalQuantity" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/> </sequence> </choice> <element name="exercise" type="{http://www.fpml.org/FpML-5/confirmation}CommodityDigitalExercise"/> <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}CommodityPremium" maxOccurs="unbounded"/> <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityContent.model" minOccurs="0"/> </sequence> </extension> </complexContent> </complexType>
-
Field Summary
Modifier and TypeFieldDescriptionprotected AveragingMethodEnum
protected AdjustableDates
protected CommodityCalculationPeriodsSchedule
protected Commodity
protected Boolean
protected CommodityDigital
protected AdjustableOrRelativeDate
protected CommodityDigitalExercise
protected CommodityMarketDisruption
protected NotionalAmount
protected CommodityNotionalQuantity
protected PutCallEnum
protected List
<CommodityPremium> protected CommodityPricingDates
protected Rounding
protected CommodityBullionSettlementDisruptionEnum
protected AdjustableOrRelativeDate
protected BigDecimal
Fields inherited from class net.finmath.smartcontract.product.xml.Option
buyerAccountReference, buyerPartyReference, sellerAccountReference, sellerPartyReference
Fields inherited from class net.finmath.smartcontract.product.xml.Product
assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass
-
Constructor Summary
-
Method Summary
Modifier and TypeMethodDescriptionGets the value of the averagingMethod property.Gets the value of the calculationPeriods property.Gets the value of the calculationPeriodsSchedule property.Gets the value of the commodity property.Gets the value of the digital property.Gets the value of the effectiveDate property.Gets the value of the exercise property.Gets the value of the marketDisruption property.Gets the value of the notionalAmount property.Gets the value of the notionalQuantity property.Gets the value of the optionType property.Gets the value of the premium property.Gets the value of the pricingDates property.Gets the value of the rounding property.Gets the value of the settlementDisruption property.Gets the value of the terminationDate property.Gets the value of the totalNotionalQuantity property.Gets the value of the commonPricing property.void
Sets the value of the averagingMethod property.void
Sets the value of the calculationPeriods property.void
Sets the value of the calculationPeriodsSchedule property.void
setCommodity
(Commodity value) Sets the value of the commodity property.void
setCommonPricing
(Boolean value) Sets the value of the commonPricing property.void
setDigital
(CommodityDigital value) Sets the value of the digital property.void
Sets the value of the effectiveDate property.void
Sets the value of the exercise property.void
Sets the value of the marketDisruption property.void
setNotionalAmount
(NotionalAmount value) Sets the value of the notionalAmount property.void
Sets the value of the notionalQuantity property.void
setOptionType
(PutCallEnum value) Sets the value of the optionType property.void
Sets the value of the pricingDates property.void
setRounding
(Rounding value) Sets the value of the rounding property.void
Sets the value of the settlementDisruption property.void
Sets the value of the terminationDate property.void
Sets the value of the totalNotionalQuantity property.Methods inherited from class net.finmath.smartcontract.product.xml.Option
getBuyerAccountReference, getBuyerPartyReference, getSellerAccountReference, getSellerPartyReference, setBuyerAccountReference, setBuyerPartyReference, setSellerAccountReference, setSellerPartyReference
Methods inherited from class net.finmath.smartcontract.product.xml.Product
getAssetClass, getId, getPrimaryAssetClass, getProductId, getProductType, getSecondaryAssetClass, setId, setPrimaryAssetClass
-
Field Details
-
optionType
-
commodity
-
effectiveDate
-
terminationDate
-
calculationPeriodsSchedule
-
calculationPeriods
-
pricingDates
-
averagingMethod
-
digital
-
notionalAmount
-
notionalQuantity
-
totalNotionalQuantity
-
exercise
-
commonPricing
-
marketDisruption
-
settlementDisruption
-
rounding
-
-
Constructor Details
-
CommodityDigitalOption
public CommodityDigitalOption()
-
-
Method Details
-
getOptionType
Gets the value of the optionType property.- Returns:
- possible object is
PutCallEnum
-
setOptionType
Sets the value of the optionType property.- Parameters:
value
- allowed object isPutCallEnum
-
getCommodity
-
setCommodity
-
getEffectiveDate
Gets the value of the effectiveDate property.- Returns:
- possible object is
AdjustableOrRelativeDate
-
setEffectiveDate
Sets the value of the effectiveDate property.- Parameters:
value
- allowed object isAdjustableOrRelativeDate
-
getTerminationDate
Gets the value of the terminationDate property.- Returns:
- possible object is
AdjustableOrRelativeDate
-
setTerminationDate
Sets the value of the terminationDate property.- Parameters:
value
- allowed object isAdjustableOrRelativeDate
-
getCalculationPeriodsSchedule
Gets the value of the calculationPeriodsSchedule property.- Returns:
- possible object is
CommodityCalculationPeriodsSchedule
-
setCalculationPeriodsSchedule
Sets the value of the calculationPeriodsSchedule property.- Parameters:
value
- allowed object isCommodityCalculationPeriodsSchedule
-
getCalculationPeriods
Gets the value of the calculationPeriods property.- Returns:
- possible object is
AdjustableDates
-
setCalculationPeriods
Sets the value of the calculationPeriods property.- Parameters:
value
- allowed object isAdjustableDates
-
getPricingDates
Gets the value of the pricingDates property.- Returns:
- possible object is
CommodityPricingDates
-
setPricingDates
Sets the value of the pricingDates property.- Parameters:
value
- allowed object isCommodityPricingDates
-
getAveragingMethod
Gets the value of the averagingMethod property.- Returns:
- possible object is
AveragingMethodEnum
-
setAveragingMethod
Sets the value of the averagingMethod property.- Parameters:
value
- allowed object isAveragingMethodEnum
-
getDigital
Gets the value of the digital property.- Returns:
- possible object is
CommodityDigital
-
setDigital
Sets the value of the digital property.- Parameters:
value
- allowed object isCommodityDigital
-
getNotionalAmount
Gets the value of the notionalAmount property.- Returns:
- possible object is
NotionalAmount
-
setNotionalAmount
Sets the value of the notionalAmount property.- Parameters:
value
- allowed object isNotionalAmount
-
getNotionalQuantity
Gets the value of the notionalQuantity property.- Returns:
- possible object is
CommodityNotionalQuantity
-
setNotionalQuantity
Sets the value of the notionalQuantity property.- Parameters:
value
- allowed object isCommodityNotionalQuantity
-
getTotalNotionalQuantity
Gets the value of the totalNotionalQuantity property.- Returns:
- possible object is
BigDecimal
-
setTotalNotionalQuantity
Sets the value of the totalNotionalQuantity property.- Parameters:
value
- allowed object isBigDecimal
-
getExercise
Gets the value of the exercise property.- Returns:
- possible object is
CommodityDigitalExercise
-
setExercise
Sets the value of the exercise property.- Parameters:
value
- allowed object isCommodityDigitalExercise
-
getPremium
Gets the value of the premium property.This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a
set
method for the premium property.For example, to add a new item, do as follows:
getPremium().add(newItem);
Objects of the following type(s) are allowed in the list
CommodityPremium
-
isCommonPricing
-
setCommonPricing
-
getMarketDisruption
Gets the value of the marketDisruption property.- Returns:
- possible object is
CommodityMarketDisruption
-
setMarketDisruption
Sets the value of the marketDisruption property.- Parameters:
value
- allowed object isCommodityMarketDisruption
-
getSettlementDisruption
Gets the value of the settlementDisruption property.- Returns:
- possible object is
CommodityBullionSettlementDisruptionEnum
-
setSettlementDisruption
Sets the value of the settlementDisruption property.- Parameters:
value
- allowed object isCommodityBullionSettlementDisruptionEnum
-
getRounding
-
setRounding
-