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 Summary

Fields

Modifier and Type	Field	Description
protected Boolean	averaged
protected String	derivativeFormula
protected DerivativeCalculationMethod	method
protected BigDecimal	perturbationAmount
protected PerturbationType	perturbationType
protected PricingStructureReference	replacementMarketInput

Constructor Summary

Constructors

Constructor	Description
DerivativeCalculationProcedure()

Method Summary

Modifier and Type	Method	Description
String	getDerivativeFormula()	Gets the value of the derivativeFormula property.
DerivativeCalculationMethod	getMethod()	Gets the value of the method property.
BigDecimal	getPerturbationAmount()	Gets the value of the perturbationAmount property.
PerturbationType	getPerturbationType()	Gets the value of the perturbationType property.
PricingStructureReference	getReplacementMarketInput()	Gets the value of the replacementMarketInput property.
Boolean	isAveraged()	Gets the value of the averaged property.
void	setAveraged(Boolean value)	Sets the value of the averaged property.
void	setDerivativeFormula(String value)	Sets the value of the derivativeFormula property.
void	setMethod(DerivativeCalculationMethod value)	Sets the value of the method property.
void	setPerturbationAmount(BigDecimal value)	Sets the value of the perturbationAmount property.
void	setPerturbationType(PerturbationType value)	Sets the value of the perturbationType property.
void	setReplacementMarketInput(PricingStructureReference value)	Sets the value of the replacementMarketInput property.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

method

protected DerivativeCalculationMethod method

perturbationAmount

protected BigDecimal perturbationAmount

averaged

protected Boolean averaged

perturbationType

protected PerturbationType perturbationType

derivativeFormula

protected String derivativeFormula

replacementMarketInput

protected PricingStructureReference replacementMarketInput

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