Class EquityDerivativeShortFormBase
java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.EquityDerivativeBase
net.finmath.smartcontract.product.xml.EquityDerivativeShortFormBase
- Direct Known Subclasses:
BrokerEquityOption,EquityOptionTransactionSupplement
A type for defining short form equity option basic features.
Java class for EquityDerivativeShortFormBase complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="EquityDerivativeShortFormBase">
<complexContent>
<extension base="{http://www.fpml.org/FpML-5/confirmation}EquityDerivativeBase">
<sequence>
<element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}EquityStrike"/>
<element name="spotPrice" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal" minOccurs="0"/>
<element name="numberOfOptions" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal"/>
<element name="equityPremium" type="{http://www.fpml.org/FpML-5/confirmation}EquityPremium"/>
</sequence>
</extension>
</complexContent>
</complexType>
-
Field Summary
FieldsModifier and TypeFieldDescriptionprotected EquityPremiumprotected BigDecimalprotected BigDecimalprotected EquityStrikeFields inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeBase
buyerAccountReference, buyerPartyReference, equityEffectiveDate, equityExercise, feature, fxFeature, notional, optionType, sellerAccountReference, sellerPartyReference, strategyFeature, underlyerFields inherited from class net.finmath.smartcontract.product.xml.Product
assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionGets the value of the equityPremium property.Gets the value of the numberOfOptions property.Gets the value of the spotPrice property.Gets the value of the strike property.voidsetEquityPremium(EquityPremium value)Sets the value of the equityPremium property.voidsetNumberOfOptions(BigDecimal value)Sets the value of the numberOfOptions property.voidsetSpotPrice(BigDecimal value)Sets the value of the spotPrice property.voidsetStrike(EquityStrike value)Sets the value of the strike property.Methods inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeBase
getBuyerAccountReference, getBuyerPartyReference, getEquityEffectiveDate, getEquityExercise, getFeature, getFxFeature, getNotional, getOptionType, getSellerAccountReference, getSellerPartyReference, getStrategyFeature, getUnderlyer, setBuyerAccountReference, setBuyerPartyReference, setEquityEffectiveDate, setEquityExercise, setFeature, setFxFeature, setNotional, setOptionType, setSellerAccountReference, setSellerPartyReference, setStrategyFeature, setUnderlyerMethods inherited from class net.finmath.smartcontract.product.xml.Product
getAssetClass, getId, getPrimaryAssetClass, getProductId, getProductType, getSecondaryAssetClass, setId, setPrimaryAssetClass
-
Field Details
-
strike
-
spotPrice
-
numberOfOptions
-
equityPremium
-
-
Constructor Details
-
EquityDerivativeShortFormBase
public EquityDerivativeShortFormBase()
-
-
Method Details
-
getStrike
Gets the value of the strike property.- Returns:
- possible object is
EquityStrike
-
setStrike
Sets the value of the strike property.- Parameters:
value- allowed object isEquityStrike
-
getSpotPrice
Gets the value of the spotPrice property.- Returns:
- possible object is
BigDecimal
-
setSpotPrice
Sets the value of the spotPrice property.- Parameters:
value- allowed object isBigDecimal
-
getNumberOfOptions
Gets the value of the numberOfOptions property.- Returns:
- possible object is
BigDecimal
-
setNumberOfOptions
Sets the value of the numberOfOptions property.- Parameters:
value- allowed object isBigDecimal
-
getEquityPremium
Gets the value of the equityPremium property.- Returns:
- possible object is
EquityPremium
-
setEquityPremium
Sets the value of the equityPremium property.- Parameters:
value- allowed object isEquityPremium
-