Package net.finmath.smartcontract.product.xml

Class FxFlexibleForward

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.FxFlexibleForward
public class FxFlexibleForward extends Product
Product model for a flexible-term fx forward (also known as callable forward, window forward). This is a term forward transaction over a specific period, allowing the client full flexibility on the timing of the transactional flow(s). The product allows for (full or partial) execution at a predetermined forward rate, at any time between the start date and the expiry date. Although, the product is an outright, it has some option-like characteristics, leading to the use of option components in the model: (i) the BuyerSeller model expresses the roles of the parties in the overall transaction - the client "buys" the product (ii) the PutCallCurrency model expresses the buyer's perspective on the exchanged currencies i.e. the client may buy (call) or sell (put) the notional currency for the alternative currency.

Java class for FxFlexibleForward complex type.

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

 <complexType name="FxFlexibleForward">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PutCallCurrency.model"/>
         <sequence>
           <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}PositiveMoney"/>
           <element name="minimumExecutionAmount" type="{http://www.fpml.org/FpML-5/confirmation}PositiveMoney" minOccurs="0"/>
           <element name="settlementAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney" minOccurs="0"/>
         </sequence>
         <element name="executionPeriodDates" type="{http://www.fpml.org/FpML-5/confirmation}FxFlexibleForwardExecutionPeriod"/>
         <sequence minOccurs="0">
           <element name="earliestExecutionTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime"/>
           <element name="latestExecutionTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime"/>
         </sequence>
         <element name="settlementDateOffset" type="{http://www.fpml.org/FpML-5/confirmation}RelativeDateOffset" minOccurs="0"/>
         <element name="finalSettlementDate" type="{http://www.w3.org/2001/XMLSchema}date" minOccurs="0"/>
         <element name="forwardRate" type="{http://www.fpml.org/FpML-5/confirmation}FxFlexibleForwardRate"/>
         <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}Payment" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FxFlexibleForward

      public FxFlexibleForward()

  • Method Details

    • getBuyerPartyReference

      public PartyReference getBuyerPartyReference()
      Gets the value of the buyerPartyReference property.
      Returns:
      possible object is PartyReference

    • setBuyerPartyReference

      public void setBuyerPartyReference​(PartyReference value)
      Sets the value of the buyerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getBuyerAccountReference

      public AccountReference getBuyerAccountReference()
      Gets the value of the buyerAccountReference property.
      Returns:
      possible object is AccountReference

    • setBuyerAccountReference

      public void setBuyerAccountReference​(AccountReference value)
      Sets the value of the buyerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getSellerPartyReference

      public PartyReference getSellerPartyReference()
      Gets the value of the sellerPartyReference property.
      Returns:
      possible object is PartyReference

    • setSellerPartyReference

      public void setSellerPartyReference​(PartyReference value)
      Sets the value of the sellerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getSellerAccountReference

      public AccountReference getSellerAccountReference()
      Gets the value of the sellerAccountReference property.
      Returns:
      possible object is AccountReference

    • setSellerAccountReference

      public void setSellerAccountReference​(AccountReference value)
      Sets the value of the sellerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • 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 PositiveMoney getNotionalAmount()
      Gets the value of the notionalAmount property.
      Returns:
      possible object is PositiveMoney

    • setNotionalAmount

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

    • getMinimumExecutionAmount

      public PositiveMoney getMinimumExecutionAmount()
      Gets the value of the minimumExecutionAmount property.
      Returns:
      possible object is PositiveMoney

    • setMinimumExecutionAmount

      public void setMinimumExecutionAmount​(PositiveMoney value)
      Sets the value of the minimumExecutionAmount property.
      Parameters:
      value - allowed object is PositiveMoney

    • getSettlementAmount

      public NonNegativeMoney getSettlementAmount()
      Gets the value of the settlementAmount property.
      Returns:
      possible object is NonNegativeMoney

    • setSettlementAmount

      public void setSettlementAmount​(NonNegativeMoney value)
      Sets the value of the settlementAmount property.
      Parameters:
      value - allowed object is NonNegativeMoney

    • getExecutionPeriodDates

      public FxFlexibleForwardExecutionPeriod getExecutionPeriodDates()
      Gets the value of the executionPeriodDates property.
      Returns:
      possible object is FxFlexibleForwardExecutionPeriod

    • setExecutionPeriodDates

      public void setExecutionPeriodDates​(FxFlexibleForwardExecutionPeriod value)
      Sets the value of the executionPeriodDates property.
      Parameters:
      value - allowed object is FxFlexibleForwardExecutionPeriod

    • getEarliestExecutionTime

      public BusinessCenterTime getEarliestExecutionTime()
      Gets the value of the earliestExecutionTime property.
      Returns:
      possible object is BusinessCenterTime

    • setEarliestExecutionTime

      public void setEarliestExecutionTime​(BusinessCenterTime value)
      Sets the value of the earliestExecutionTime property.
      Parameters:
      value - allowed object is BusinessCenterTime

    • getLatestExecutionTime

      public BusinessCenterTime getLatestExecutionTime()
      Gets the value of the latestExecutionTime property.
      Returns:
      possible object is BusinessCenterTime

    • setLatestExecutionTime

      public void setLatestExecutionTime​(BusinessCenterTime value)
      Sets the value of the latestExecutionTime property.
      Parameters:
      value - allowed object is BusinessCenterTime

    • getSettlementDateOffset

      public RelativeDateOffset getSettlementDateOffset()
      Gets the value of the settlementDateOffset property.
      Returns:
      possible object is RelativeDateOffset

    • setSettlementDateOffset

      public void setSettlementDateOffset​(RelativeDateOffset value)
      Sets the value of the settlementDateOffset property.
      Parameters:
      value - allowed object is RelativeDateOffset

    • getFinalSettlementDate

      public XMLGregorianCalendar getFinalSettlementDate()
      Gets the value of the finalSettlementDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setFinalSettlementDate

      public void setFinalSettlementDate​(XMLGregorianCalendar value)
      Sets the value of the finalSettlementDate property.
      Parameters:
      value - allowed object is XMLGregorianCalendar

    • getForwardRate

      public FxFlexibleForwardRate getForwardRate()
      Gets the value of the forwardRate property.
      Returns:
      possible object is FxFlexibleForwardRate

    • setForwardRate

      public void setForwardRate​(FxFlexibleForwardRate value)
      Sets the value of the forwardRate property.
      Parameters:
      value - allowed object is FxFlexibleForwardRate

    • getAdditionalPayment

      public Payment getAdditionalPayment()
      Gets the value of the additionalPayment property.
      Returns:
      possible object is Payment

    • setAdditionalPayment

      public void setAdditionalPayment​(Payment value)
      Sets the value of the additionalPayment property.
      Parameters:
      value - allowed object is Payment