Package net.finmath.smartcontract.product.xml

Class FxAveragingProcess

java.lang.Object

net.finmath.smartcontract.product.xml.FxRateObservable

net.finmath.smartcontract.product.xml.FxAveragingProcess

Direct Known Subclasses:

FxAverageRate, FxAverageStrike

public class FxAveragingProcess
extends FxRateObservable

Accrual calculation process.

Java class for FxAveragingProcess complex type.

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

 <complexType name="FxAveragingProcess">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}FxRateObservable">
       <sequence>
         <element name="fixingSchedule" type="{http://www.fpml.org/FpML-5/confirmation}FxWeightedFixingSchedule"/>
         <element name="averagingMethod" type="{http://www.fpml.org/FpML-5/confirmation}FxAveragingMethodEnum"/>
         <element name="precision" type="{http://www.w3.org/2001/XMLSchema}nonNegativeInteger" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected FxAveragingMethodEnum	averagingMethod
protected FxWeightedFixingSchedule	fixingSchedule
protected BigInteger	precision

Fields inherited from class net.finmath.smartcontract.product.xml.FxRateObservable

crossRate, id, informationSource, quotedCurrencyPair

Constructor Summary

Constructors

Constructor	Description
FxAveragingProcess()

Method Summary

Modifier and Type	Method	Description
FxAveragingMethodEnum	getAveragingMethod()	Gets the value of the averagingMethod property.
FxWeightedFixingSchedule	getFixingSchedule()	Gets the value of the fixingSchedule property.
BigInteger	getPrecision()	Gets the value of the precision property.
void	setAveragingMethod(FxAveragingMethodEnum value)	Sets the value of the averagingMethod property.
void	setFixingSchedule(FxWeightedFixingSchedule value)	Sets the value of the fixingSchedule property.
void	setPrecision(BigInteger value)	Sets the value of the precision property.

Methods inherited from class net.finmath.smartcontract.product.xml.FxRateObservable

getCrossRate, getId, getInformationSource, getQuotedCurrencyPair, setId, setInformationSource, setQuotedCurrencyPair

Methods inherited from class java.lang.Object

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

Field Details

fixingSchedule

protected FxWeightedFixingSchedule fixingSchedule

averagingMethod

protected FxAveragingMethodEnum averagingMethod

precision

protected BigInteger precision

Constructor Details

FxAveragingProcess

public FxAveragingProcess()

Method Details

getFixingSchedule

public FxWeightedFixingSchedule getFixingSchedule()

Gets the value of the fixingSchedule property.

Returns:

possible object is FxWeightedFixingSchedule

setFixingSchedule

public void setFixingSchedule(FxWeightedFixingSchedule value)

Sets the value of the fixingSchedule property.

Parameters:

value - allowed object is FxWeightedFixingSchedule

getAveragingMethod

public FxAveragingMethodEnum getAveragingMethod()

Gets the value of the averagingMethod property.

Returns:

possible object is FxAveragingMethodEnum

setAveragingMethod

public void setAveragingMethod(FxAveragingMethodEnum value)

Sets the value of the averagingMethod property.

Parameters:

value - allowed object is FxAveragingMethodEnum

getPrecision

public BigInteger getPrecision()

Gets the value of the precision property.

Returns:

possible object is BigInteger

setPrecision

public void setPrecision(BigInteger value)

Sets the value of the precision property.

Parameters:

value - allowed object is BigInteger