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>

  • Field Details

    • constantNotionalScheduleReference

      protected NotionalReference constantNotionalScheduleReference

    • initialValue

      protected BigDecimal initialValue

    • varyingNotionalCurrency

      protected Currency varyingNotionalCurrency

    • varyingNotionalFixingDates

      protected RelativeDateOffset varyingNotionalFixingDates

    • fxSpotRateSource

      protected FxSpotRateSource fxSpotRateSource

    • varyingNotionalInterimExchangePaymentDates

      protected RelativeDateOffset varyingNotionalInterimExchangePaymentDates

  • Constructor Details

    • FxLinkedNotionalSchedule

      public FxLinkedNotionalSchedule()

  • Method Details

    • getConstantNotionalScheduleReference

      public NotionalReference getConstantNotionalScheduleReference()
      Gets the value of the constantNotionalScheduleReference property.
      Returns:
      possible object is NotionalReference

    • setConstantNotionalScheduleReference

      public void setConstantNotionalScheduleReference​(NotionalReference value)
      Sets the value of the constantNotionalScheduleReference property.
      Parameters:
      value - allowed object is NotionalReference

    • getInitialValue

      public BigDecimal getInitialValue()
      Gets the value of the initialValue property.
      Returns:
      possible object is BigDecimal

    • setInitialValue

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

    • getVaryingNotionalCurrency

      public Currency getVaryingNotionalCurrency()
      Gets the value of the varyingNotionalCurrency property.
      Returns:
      possible object is Currency

    • setVaryingNotionalCurrency

      public void setVaryingNotionalCurrency​(Currency value)
      Sets the value of the varyingNotionalCurrency property.
      Parameters:
      value - allowed object is Currency

    • getVaryingNotionalFixingDates

      public RelativeDateOffset getVaryingNotionalFixingDates()
      Gets the value of the varyingNotionalFixingDates property.
      Returns:
      possible object is RelativeDateOffset

    • setVaryingNotionalFixingDates

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

    • getFxSpotRateSource

      public FxSpotRateSource getFxSpotRateSource()
      Gets the value of the fxSpotRateSource property.
      Returns:
      possible object is FxSpotRateSource

    • setFxSpotRateSource

      public void setFxSpotRateSource​(FxSpotRateSource value)
      Sets the value of the fxSpotRateSource property.
      Parameters:
      value - allowed object is FxSpotRateSource

    • getVaryingNotionalInterimExchangePaymentDates

      public RelativeDateOffset getVaryingNotionalInterimExchangePaymentDates()
      Gets the value of the varyingNotionalInterimExchangePaymentDates property.
      Returns:
      possible object is RelativeDateOffset

    • setVaryingNotionalInterimExchangePaymentDates

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