Class FxAverageRateObservation

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

public class FxAverageRateObservation extends Object
A type that, for average rate options, is used to describe each specific observation date, as opposed to a parametric frequency of rate observations.

Java class for FxAverageRateObservation complex type.

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

 <complexType name="FxAverageRateObservation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="date" type="{http://www.w3.org/2001/XMLSchema}date"/>
         <element name="averageRateWeightingFactor" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="rate" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>