Package net.finmath.smartcontract.product.xml

Class FxAccrualOption

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Option
net.finmath.smartcontract.product.xml.FxAccrualOption
public class FxAccrualOption extends Option
An FX Accrual 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 FxAccrualOption complex type.

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

 <complexType name="FxAccrualOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PutCallCurrency.model"/>
         <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="spotRate" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal" minOccurs="0"/>
         <choice>
           <sequence>
             <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionStrikePrice"/>
             <element name="counterCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule" minOccurs="0"/>
           </sequence>
           <element name="averageStrike" type="{http://www.fpml.org/FpML-5/confirmation}FxAverageStrike"/>
         </choice>
         <element name="averageRate" type="{http://www.fpml.org/FpML-5/confirmation}FxAverageRate" minOccurs="0"/>
         <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>

  • Field Details

  • Constructor Details

    • FxAccrualOption

      public FxAccrualOption()

  • Method Details

    • getPutCurrency

      public Currency getPutCurrency()
      Gets the value of the putCurrency property.
      Returns:
      possible object is Currency

    • setPutCurrency

      public void setPutCurrency​(Currency value)
      Sets the value of the putCurrency property.
      Parameters:
      value - allowed object is Currency

    • getCallCurrency

      public Currency getCallCurrency()
      Gets the value of the callCurrency property.
      Returns:
      possible object is Currency

    • setCallCurrency

      public void setCallCurrency​(Currency value)
      Sets the value of the callCurrency property.
      Parameters:
      value - allowed object is Currency

    • getNotionalAmount

      public NonNegativeAmountSchedule getNotionalAmount()
      Gets the value of the notionalAmount property.
      Returns:
      possible object is NonNegativeAmountSchedule

    • setNotionalAmount

      public void setNotionalAmount​(NonNegativeAmountSchedule value)
      Sets the value of the notionalAmount property.
      Parameters:
      value - allowed object is NonNegativeAmountSchedule

    • getAccrual

      public FxAccrual getAccrual()
      Gets the value of the accrual property.
      Returns:
      possible object is FxAccrual

    • setAccrual

      public void setAccrual​(FxAccrual value)
      Sets the value of the accrual property.
      Parameters:
      value - allowed object is FxAccrual

    • getExpiryDate

      public FxExpiryDate getExpiryDate()
      Gets the value of the expiryDate property.
      Returns:
      possible object is FxExpiryDate

    • setExpiryDate

      public void setExpiryDate​(FxExpiryDate value)
      Sets the value of the expiryDate property.
      Parameters:
      value - allowed object is FxExpiryDate

    • getExpirySchedule

      public FxExpirySchedule getExpirySchedule()
      Gets the value of the expirySchedule property.
      Returns:
      possible object is FxExpirySchedule

    • setExpirySchedule

      public void setExpirySchedule​(FxExpirySchedule value)
      Sets the value of the expirySchedule property.
      Parameters:
      value - allowed object is FxExpirySchedule

    • getSettlementDate

      public FxAdjustedDateAndDateAdjustments getSettlementDate()
      Gets the value of the settlementDate property.
      Returns:
      possible object is FxAdjustedDateAndDateAdjustments

    • setSettlementDate

      public void setSettlementDate​(FxAdjustedDateAndDateAdjustments value)
      Sets the value of the settlementDate property.
      Parameters:
      value - allowed object is FxAdjustedDateAndDateAdjustments

    • getSettlementSchedule

      public FxSettlementSchedule getSettlementSchedule()
      Gets the value of the settlementSchedule property.
      Returns:
      possible object is FxSettlementSchedule

    • setSettlementSchedule

      public void setSettlementSchedule​(FxSettlementSchedule value)
      Sets the value of the settlementSchedule property.
      Parameters:
      value - allowed object is FxSettlementSchedule

    • getExerciseProcedure

      public ExerciseProcedure getExerciseProcedure()
      Gets the value of the exerciseProcedure property.
      Returns:
      possible object is ExerciseProcedure

    • setExerciseProcedure

      public void setExerciseProcedure​(ExerciseProcedure value)
      Sets the value of the exerciseProcedure property.
      Parameters:
      value - allowed object is ExerciseProcedure

    • getSpotRate

      public BigDecimal getSpotRate()
      Gets the value of the spotRate property.
      Returns:
      possible object is BigDecimal

    • setSpotRate

      public void setSpotRate​(BigDecimal value)
      Sets the value of the spotRate property.
      Parameters:
      value - allowed object is BigDecimal

    • getStrike

      public FxOptionStrikePrice getStrike()
      Gets the value of the strike property.
      Returns:
      possible object is FxOptionStrikePrice

    • setStrike

      public void setStrike​(FxOptionStrikePrice value)
      Sets the value of the strike property.
      Parameters:
      value - allowed object is FxOptionStrikePrice

    • getCounterCurrencyAmount

      public NonNegativeAmountSchedule getCounterCurrencyAmount()
      Gets the value of the counterCurrencyAmount property.
      Returns:
      possible object is NonNegativeAmountSchedule

    • setCounterCurrencyAmount

      public void setCounterCurrencyAmount​(NonNegativeAmountSchedule value)
      Sets the value of the counterCurrencyAmount property.
      Parameters:
      value - allowed object is NonNegativeAmountSchedule

    • getAverageStrike

      public FxAverageStrike getAverageStrike()
      Gets the value of the averageStrike property.
      Returns:
      possible object is FxAverageStrike

    • setAverageStrike

      public void setAverageStrike​(FxAverageStrike value)
      Sets the value of the averageStrike property.
      Parameters:
      value - allowed object is FxAverageStrike

    • getAverageRate

      public FxAverageRate getAverageRate()
      Gets the value of the averageRate property.
      Returns:
      possible object is FxAverageRate

    • setAverageRate

      public void setAverageRate​(FxAverageRate value)
      Sets the value of the averageRate property.
      Parameters:
      value - allowed object is FxAverageRate

    • getBarrier

      public List<FxAccrualBarrier> getBarrier()
      Gets the value of the barrier property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the barrier property.

      For example, to add a new item, do as follows: 

          getBarrier().add(newItem);

      Objects of the following type(s) are allowed in the list FxAccrualBarrier

    • getPremium

      public List<FxOptionPremium> getPremium()
      Gets the value of the premium property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the premium property.

      For example, to add a new item, do as follows: 

          getPremium().add(newItem);

      Objects of the following type(s) are allowed in the list FxOptionPremium