Package net.finmath.smartcontract.product.xml

Class FxForwardVolatilityAgreement

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.FxForwardVolatilityAgreement
public class FxForwardVolatilityAgreement extends Product
Describes a contract on future levels of implied volatility. The main characteristic of this product is that the underlying is a straddle (underlying options) with a specific tenor starting from the fixing (effective or pricing) date, and are priced on that fixing date using a level of volatility that is agreed at the time of execution of the volatility agreement.

Java class for FxForwardVolatilityAgreement complex type.

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

 <complexType name="FxForwardVolatilityAgreement">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         <element name="quotedCurrencyPair" type="{http://www.fpml.org/FpML-5/confirmation}QuotedCurrencyPair"/>
         <element name="fixingDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
         <element name="fixingTime" type="{http://www.fpml.org/FpML-5/confirmation}BusinessCenterTime" minOccurs="0"/>
         <element name="forwardVolatilityStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal"/>
         <element name="straddle" type="{http://www.fpml.org/FpML-5/confirmation}FxStraddle"/>
         <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FxForwardVolatilityAgreement

      public FxForwardVolatilityAgreement()

  • 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

    • getQuotedCurrencyPair

      public QuotedCurrencyPair getQuotedCurrencyPair()
      Gets the value of the quotedCurrencyPair property.
      Returns:
      possible object is QuotedCurrencyPair

    • setQuotedCurrencyPair

      public void setQuotedCurrencyPair​(QuotedCurrencyPair value)
      Sets the value of the quotedCurrencyPair property.
      Parameters:
      value - allowed object is QuotedCurrencyPair

    • getFixingDate

      public XMLGregorianCalendar getFixingDate()
      Gets the value of the fixingDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setFixingDate

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

    • getFixingTime

      public BusinessCenterTime getFixingTime()
      Gets the value of the fixingTime property.
      Returns:
      possible object is BusinessCenterTime

    • setFixingTime

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

    • getForwardVolatilityStrikePrice

      public BigDecimal getForwardVolatilityStrikePrice()
      Gets the value of the forwardVolatilityStrikePrice property.
      Returns:
      possible object is BigDecimal

    • setForwardVolatilityStrikePrice

      public void setForwardVolatilityStrikePrice​(BigDecimal value)
      Sets the value of the forwardVolatilityStrikePrice property.
      Parameters:
      value - allowed object is BigDecimal

    • getStraddle

      public FxStraddle getStraddle()
      Gets the value of the straddle property.
      Returns:
      possible object is FxStraddle

    • setStraddle

      public void setStraddle​(FxStraddle value)
      Sets the value of the straddle property.
      Parameters:
      value - allowed object is FxStraddle

    • getAdditionalPayment

      public List<Payment> getAdditionalPayment()
      Gets the value of the additionalPayment property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the additionalPayment property.

      For example, to add a new item, do as follows: 

          getAdditionalPayment().add(newItem);

      Objects of the following type(s) are allowed in the list Payment