Package net.finmath.smartcontract.product.xml

Class Correlation

java.lang.Object
net.finmath.smartcontract.product.xml.CalculationFromObservation
net.finmath.smartcontract.product.xml.Correlation
public class Correlation extends CalculationFromObservation
A type describing the correlation amount of a correlation swap.

Java class for Correlation complex type.

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

 <complexType name="Correlation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}CalculationFromObservation">
       <sequence>
         <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
         <element name="correlationStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}CorrelationValue"/>
         <element name="boundedCorrelation" type="{http://www.fpml.org/FpML-5/confirmation}BoundedCorrelation" minOccurs="0"/>
         <element name="numberOfDataSeries" type="{http://www.w3.org/2001/XMLSchema}positiveInteger" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Constructor Details

    • Correlation

      public Correlation()