Class DualCurrencyFeature

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

public class DualCurrencyFeature extends Object
Describes the parameters for a dual currency option transaction.

Java class for DualCurrencyFeature complex type.

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

 <complexType name="DualCurrencyFeature">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="currency" type="{http://www.fpml.org/FpML-5/confirmation}Currency"/>
         <element name="fixingDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         <element name="fixingTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime" minOccurs="0"/>
         <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}DualCurrencyStrikePrice"/>
         <element name="spotRate" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="interestAtRisk" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>