Class CommodityFx

java.lang.Object
net.finmath.smartcontract.product.xml.CommodityFx

public class CommodityFx extends Object
A type defining the FX observations to be used to convert the observed Commodity Reference Price to the Settlement Currency. The rate source must be specified. Additionally, a time for the spot price to be observed on that source may be specified, or else an averaging schedule for trades priced using an average FX rate.

Java class for CommodityFx complex type.

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

 <complexType name="CommodityFx">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="primaryRateSource" type="{http://www.fpml.org/FpML-5/confirmation}InformationSource"/>
         <element name="secondaryRateSource" type="{http://www.fpml.org/FpML-5/confirmation}InformationSource" minOccurs="0"/>
         <element name="fxType" type="{http://www.fpml.org/FpML-5/confirmation}CommodityFxType" minOccurs="0"/>
         <element name="averagingMethod" type="{http://www.fpml.org/FpML-5/confirmation}AveragingMethodEnum" minOccurs="0"/>
         <choice minOccurs="0">
           <element name="fixingTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime"/>
           <sequence>
             <choice>
               <element name="fxObservationDates" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableDates" maxOccurs="unbounded"/>
               <sequence>
                 <sequence minOccurs="0">
                   <group ref="{http://www.fpml.org/FpML-5/confirmation}Days.model"/>
                   <group ref="{http://www.fpml.org/FpML-5/confirmation}LagOrReference.model" minOccurs="0"/>
                 </sequence>
                 <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityCalculationPeriodsPointer.model"/>
               </sequence>
             </choice>
             <element name="fixingTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime" minOccurs="0"/>
           </sequence>
         </choice>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>