Package net.finmath.smartcontract.product.xml

Class FxLinkedNotionalSchedule

java.lang.Object
net.finmath.smartcontract.product.xml.FxLinkedNotionalSchedule
public class FxLinkedNotionalSchedule extends Object
A type to describe a notional schedule where each notional that applies to a calculation period is calculated with reference to a notional amount or notional amount schedule in a different currency by means of a spot currency exchange rate which is normally observed at the beginning of each period.

Java class for FxLinkedNotionalSchedule complex type.

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

 <complexType name="FxLinkedNotionalSchedule">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="constantNotionalScheduleReference" type="{http://www.fpml.org/FpML-5/confirmation}NotionalReference"/>
         <element name="initialValue" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
         <element name="varyingNotionalCurrency" type="{http://www.fpml.org/FpML-5/confirmation}Currency"/>
         <element name="varyingNotionalFixingDates" type="{http://www.fpml.org/FpML-5/confirmation}RelativeDateOffset"/>
         <element name="fxSpotRateSource" type="{http://www.fpml.org/FpML-5/confirmation}FxSpotRateSource"/>
         <element name="varyingNotionalInterimExchangePaymentDates" type="{http://www.fpml.org/FpML-5/confirmation}RelativeDateOffset"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>