Package net.finmath.smartcontract.product.xml

Class FxAccrualSettlementPeriodPayoff

java.lang.Object

net.finmath.smartcontract.product.xml.FxAccrualSettlementPeriodPayoff

public class FxAccrualSettlementPeriodPayoff
extends Object

Payoff region

Java class for FxAccrualSettlementPeriodPayoff complex type.

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

 <complexType name="FxAccrualSettlementPeriodPayoff">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="payoffRegionReference" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrualPayoffRegionReference" minOccurs="0"/>
         <choice>
           <sequence>
             <element name="strike" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
             <element name="counterCurrencyAmount" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
           </sequence>
           <element name="averageStrikeFixingDates" type="{http://www.fpml.org/FpML-5/confirmation}SettlementPeriodFixingDates"/>
         </choice>
         <element name="averageRateFixingDates" type="{http://www.fpml.org/FpML-5/confirmation}SettlementPeriodFixingDates" minOccurs="0"/>
         <element name="lowerBound" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="upperBound" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="leverage" type="{http://www.fpml.org/FpML-5/confirmation}SettlementPeriodLeverage" minOccurs="0"/>
         <element name="payoffCap" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected SettlementPeriodFixingDates	averageRateFixingDates
protected SettlementPeriodFixingDates	averageStrikeFixingDates
protected BigDecimal	counterCurrencyAmount
protected SettlementPeriodLeverage	leverage
protected BigDecimal	lowerBound
protected BigDecimal	payoffCap
protected FxAccrualPayoffRegionReference	payoffRegionReference
protected BigDecimal	strike
protected BigDecimal	upperBound

Constructor Summary

Constructors

Constructor	Description
FxAccrualSettlementPeriodPayoff()

Method Summary

Modifier and Type	Method	Description
SettlementPeriodFixingDates	getAverageRateFixingDates()	Gets the value of the averageRateFixingDates property.
SettlementPeriodFixingDates	getAverageStrikeFixingDates()	Gets the value of the averageStrikeFixingDates property.
BigDecimal	getCounterCurrencyAmount()	Gets the value of the counterCurrencyAmount property.
SettlementPeriodLeverage	getLeverage()	Gets the value of the leverage property.
BigDecimal	getLowerBound()	Gets the value of the lowerBound property.
BigDecimal	getPayoffCap()	Gets the value of the payoffCap property.
FxAccrualPayoffRegionReference	getPayoffRegionReference()	Gets the value of the payoffRegionReference property.
BigDecimal	getStrike()	Gets the value of the strike property.
BigDecimal	getUpperBound()	Gets the value of the upperBound property.
void	setAverageRateFixingDates(SettlementPeriodFixingDates value)	Sets the value of the averageRateFixingDates property.
void	setAverageStrikeFixingDates(SettlementPeriodFixingDates value)	Sets the value of the averageStrikeFixingDates property.
void	setCounterCurrencyAmount(BigDecimal value)	Sets the value of the counterCurrencyAmount property.
void	setLeverage(SettlementPeriodLeverage value)	Sets the value of the leverage property.
void	setLowerBound(BigDecimal value)	Sets the value of the lowerBound property.
void	setPayoffCap(BigDecimal value)	Sets the value of the payoffCap property.
void	setPayoffRegionReference(FxAccrualPayoffRegionReference value)	Sets the value of the payoffRegionReference property.
void	setStrike(BigDecimal value)	Sets the value of the strike property.
void	setUpperBound(BigDecimal value)	Sets the value of the upperBound property.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

payoffRegionReference

protected FxAccrualPayoffRegionReference payoffRegionReference

strike

protected BigDecimal strike

counterCurrencyAmount

protected BigDecimal counterCurrencyAmount

averageStrikeFixingDates

protected SettlementPeriodFixingDates averageStrikeFixingDates

averageRateFixingDates

protected SettlementPeriodFixingDates averageRateFixingDates

lowerBound

protected BigDecimal lowerBound

upperBound

protected BigDecimal upperBound

leverage

protected SettlementPeriodLeverage leverage

payoffCap

protected BigDecimal payoffCap

Constructor Details

FxAccrualSettlementPeriodPayoff

public FxAccrualSettlementPeriodPayoff()

Method Details

getPayoffRegionReference

public FxAccrualPayoffRegionReference getPayoffRegionReference()

Gets the value of the payoffRegionReference property.

Returns:

possible object is FxAccrualPayoffRegionReference

setPayoffRegionReference

public void setPayoffRegionReference(FxAccrualPayoffRegionReference value)

Sets the value of the payoffRegionReference property.

Parameters:

value - allowed object is FxAccrualPayoffRegionReference

getStrike

public BigDecimal getStrike()

Gets the value of the strike property.

Returns:

possible object is BigDecimal

setStrike

public void setStrike(BigDecimal value)

Sets the value of the strike property.

Parameters:

value - allowed object is BigDecimal

getCounterCurrencyAmount

public BigDecimal getCounterCurrencyAmount()

Gets the value of the counterCurrencyAmount property.

Returns:

possible object is BigDecimal

setCounterCurrencyAmount

public void setCounterCurrencyAmount(BigDecimal value)

Sets the value of the counterCurrencyAmount property.

Parameters:

value - allowed object is BigDecimal

getAverageStrikeFixingDates

public SettlementPeriodFixingDates getAverageStrikeFixingDates()

Gets the value of the averageStrikeFixingDates property.

Returns:

possible object is SettlementPeriodFixingDates

setAverageStrikeFixingDates

public void setAverageStrikeFixingDates(SettlementPeriodFixingDates value)

Sets the value of the averageStrikeFixingDates property.

Parameters:

value - allowed object is SettlementPeriodFixingDates

getAverageRateFixingDates

public SettlementPeriodFixingDates getAverageRateFixingDates()

Gets the value of the averageRateFixingDates property.

Returns:

possible object is SettlementPeriodFixingDates

setAverageRateFixingDates

public void setAverageRateFixingDates(SettlementPeriodFixingDates value)

Sets the value of the averageRateFixingDates property.

Parameters:

value - allowed object is SettlementPeriodFixingDates

getLowerBound

public BigDecimal getLowerBound()

Gets the value of the lowerBound property.

Returns:

possible object is BigDecimal

setLowerBound

public void setLowerBound(BigDecimal value)

Sets the value of the lowerBound property.

Parameters:

value - allowed object is BigDecimal

getUpperBound

public BigDecimal getUpperBound()

Gets the value of the upperBound property.

Returns:

possible object is BigDecimal

setUpperBound

public void setUpperBound(BigDecimal value)

Sets the value of the upperBound property.

Parameters:

value - allowed object is BigDecimal

getLeverage

public SettlementPeriodLeverage getLeverage()

Gets the value of the leverage property.

Returns:

possible object is SettlementPeriodLeverage

setLeverage

public void setLeverage(SettlementPeriodLeverage value)

Sets the value of the leverage property.

Parameters:

value - allowed object is SettlementPeriodLeverage

getPayoffCap

public BigDecimal getPayoffCap()

Gets the value of the payoffCap property.

Returns:

possible object is BigDecimal

setPayoffCap

public void setPayoffCap(BigDecimal value)

Sets the value of the payoffCap property.

Parameters:

value - allowed object is BigDecimal