Package net.finmath.smartcontract.product.xml

Class DerivativeCalculationProcedure

java.lang.Object
net.finmath.smartcontract.product.xml.DerivativeCalculationProcedure
public class DerivativeCalculationProcedure extends Object
A description of how a numerical derivative is computed.

Java class for DerivativeCalculationProcedure complex type.

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

 <complexType name="DerivativeCalculationProcedure">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="method" type="{http://www.fpml.org/FpML-5/confirmation}DerivativeCalculationMethod" minOccurs="0"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}DerivativeCalculationParameters.model" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • DerivativeCalculationProcedure

      public DerivativeCalculationProcedure()

  • Method Details

    • getMethod

      public DerivativeCalculationMethod getMethod()
      Gets the value of the method property.
      Returns:
      possible object is DerivativeCalculationMethod

    • setMethod

      public void setMethod​(DerivativeCalculationMethod value)
      Sets the value of the method property.
      Parameters:
      value - allowed object is DerivativeCalculationMethod

    • getPerturbationAmount

      public BigDecimal getPerturbationAmount()
      Gets the value of the perturbationAmount property.
      Returns:
      possible object is BigDecimal

    • setPerturbationAmount

      public void setPerturbationAmount​(BigDecimal value)
      Sets the value of the perturbationAmount property.
      Parameters:
      value - allowed object is BigDecimal

    • isAveraged

      public Boolean isAveraged()
      Gets the value of the averaged property.
      Returns:
      possible object is Boolean

    • setAveraged

      public void setAveraged​(Boolean value)
      Sets the value of the averaged property.
      Parameters:
      value - allowed object is Boolean

    • getPerturbationType

      public PerturbationType getPerturbationType()
      Gets the value of the perturbationType property.
      Returns:
      possible object is PerturbationType

    • setPerturbationType

      public void setPerturbationType​(PerturbationType value)
      Sets the value of the perturbationType property.
      Parameters:
      value - allowed object is PerturbationType

    • getDerivativeFormula

      public String getDerivativeFormula()
      Gets the value of the derivativeFormula property.
      Returns:
      possible object is String

    • setDerivativeFormula

      public void setDerivativeFormula​(String value)
      Sets the value of the derivativeFormula property.
      Parameters:
      value - allowed object is String

    • getReplacementMarketInput

      public PricingStructureReference getReplacementMarketInput()
      Gets the value of the replacementMarketInput property.
      Returns:
      possible object is PricingStructureReference

    • setReplacementMarketInput

      public void setReplacementMarketInput​(PricingStructureReference value)
      Sets the value of the replacementMarketInput property.
      Parameters:
      value - allowed object is PricingStructureReference