Class FxAccrualRegion

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

public class FxAccrualRegion extends Object
Defines a region of spot rate where the notional for the settlement period accrues by the accrued amount per fixing each time the spot rate fixes within the region.

Java class for FxAccrualRegion complex type.

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

 <complexType name="FxAccrualRegion">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="observableReference" type="{http://www.fpml.org/FpML-5/confirmation}FxRateObservableReference"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FxAccrualRegionBound.model"/>
         <choice minOccurs="0">
           <sequence>
             <element name="startDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
             <element name="endDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
           </sequence>
           <element name="endDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         </choice>
         <choice minOccurs="0">
           <element name="accrualFactor" type="{http://www.fpml.org/FpML-5/confirmation}Schedule"/>
           <sequence>
             <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule"/>
             <element name="counterCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}FxCounterCurrencyAmount" minOccurs="0"/>
           </sequence>
         </choice>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>