Package net.finmath.smartcontract.product.xml

Class FloatingPriceLeg

java.lang.Object
net.finmath.smartcontract.product.xml.Leg
net.finmath.smartcontract.product.xml.CommoditySwapLeg
net.finmath.smartcontract.product.xml.FinancialSwapLeg
net.finmath.smartcontract.product.xml.FloatingPriceLeg
public class FloatingPriceLeg extends FinancialSwapLeg
Floating Price Leg of a Commodity Swap. Each 'floatingLeg' defines a series of financial payments for a commodity the value of which is derived from a floating price such as an exchange or an index publication.

Java class for FloatingPriceLeg complex type.

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

 <complexType name="FloatingPriceLeg">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FinancialSwapLeg">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityCalculationPeriods.model"/>
         <element name="commodity" type="{http://www.fpml.org/FpML-5/confirmation}Commodity"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityNotionalQuantity.model"/>
         <element name="calculation" type="{http://www.fpml.org/FpML-5/confirmation}FloatingLegCalculation"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityPaymentDates.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityFreightFlatRate.model" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>