Package net.finmath.smartcontract.product.xml

Class FxAccrualDigitalOption

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Option
net.finmath.smartcontract.product.xml.FxAccrualDigitalOption
public class FxAccrualDigitalOption extends Option
An FX Accrual Digital Option product The product defines a list of fixing (or observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.

Java class for FxAccrualDigitalOption complex type.

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

 <complexType name="FxAccrualDigitalOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
       <sequence>
         <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule"/>
         <element name="accrual" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrual"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FxExpiryDateOrSchedule.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FxSettlementDateOrSchedule.model"/>
         <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
         <element name="trigger" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrualTrigger"/>
         <element name="barrier" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrualBarrier" maxOccurs="unbounded" minOccurs="0"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionPremium" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>