Package net.finmath.smartcontract.product.xml

Class FxOption

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Option
net.finmath.smartcontract.product.xml.FxOption
public class FxOption extends Option
Describes an FX option with optional asian and barrier features.

Java class for FxOption complex type.

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

 <complexType name="FxOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
       <sequence>
         <element name="effectiveDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
         <element name="tenorPeriod" type="{http://www.fpml.org/FpML-5/confirmation}Period" minOccurs="0"/>
         <sequence>
           <choice>
             <element name="americanExercise" type="{http://www.fpml.org/FpML-5/confirmation}FxAmericanExercise"/>
             <element name="europeanExercise" type="{http://www.fpml.org/FpML-5/confirmation}FxEuropeanExercise"/>
           </choice>
           <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
         </sequence>
         <sequence>
           <element name="putCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
           <element name="callCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
         </sequence>
         <element name="soldAs" type="{http://www.fpml.org/FpML-5/confirmation}PutCallEnum" minOccurs="0"/>
         <sequence>
           <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}FxStrikePrice"/>
           <element name="spotRate" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal" minOccurs="0"/>
         </sequence>
         <element name="features" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionFeatures" minOccurs="0"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionPremium" minOccurs="0"/>
         <element name="cashSettlement" type="{http://www.fpml.org/FpML-5/confirmation}FxCashSettlement" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FxOption

      public FxOption()

  • Method Details

    • getEffectiveDate

      public AdjustableOrRelativeDate getEffectiveDate()
      Gets the value of the effectiveDate property.
      Returns:
      possible object is AdjustableOrRelativeDate

    • setEffectiveDate

      public void setEffectiveDate​(AdjustableOrRelativeDate value)
      Sets the value of the effectiveDate property.
      Parameters:
      value - allowed object is AdjustableOrRelativeDate

    • getTenorPeriod

      public Period getTenorPeriod()
      Gets the value of the tenorPeriod property.
      Returns:
      possible object is Period

    • setTenorPeriod

      public void setTenorPeriod​(Period value)
      Sets the value of the tenorPeriod property.
      Parameters:
      value - allowed object is Period

    • getAmericanExercise

      public FxAmericanExercise getAmericanExercise()
      Gets the value of the americanExercise property.
      Returns:
      possible object is FxAmericanExercise

    • setAmericanExercise

      public void setAmericanExercise​(FxAmericanExercise value)
      Sets the value of the americanExercise property.
      Parameters:
      value - allowed object is FxAmericanExercise

    • getEuropeanExercise

      public FxEuropeanExercise getEuropeanExercise()
      Gets the value of the europeanExercise property.
      Returns:
      possible object is FxEuropeanExercise

    • setEuropeanExercise

      public void setEuropeanExercise​(FxEuropeanExercise value)
      Sets the value of the europeanExercise property.
      Parameters:
      value - allowed object is FxEuropeanExercise

    • getExerciseProcedure

      public ExerciseProcedure getExerciseProcedure()
      Gets the value of the exerciseProcedure property.
      Returns:
      possible object is ExerciseProcedure

    • setExerciseProcedure

      public void setExerciseProcedure​(ExerciseProcedure value)
      Sets the value of the exerciseProcedure property.
      Parameters:
      value - allowed object is ExerciseProcedure

    • getPutCurrencyAmount

      public NonNegativeMoney getPutCurrencyAmount()
      Gets the value of the putCurrencyAmount property.
      Returns:
      possible object is NonNegativeMoney

    • setPutCurrencyAmount

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

    • getCallCurrencyAmount

      public NonNegativeMoney getCallCurrencyAmount()
      Gets the value of the callCurrencyAmount property.
      Returns:
      possible object is NonNegativeMoney

    • setCallCurrencyAmount

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

    • getSoldAs

      public PutCallEnum getSoldAs()
      Gets the value of the soldAs property.
      Returns:
      possible object is PutCallEnum

    • setSoldAs

      public void setSoldAs​(PutCallEnum value)
      Sets the value of the soldAs property.
      Parameters:
      value - allowed object is PutCallEnum

    • getStrike

      public FxStrikePrice getStrike()
      Gets the value of the strike property.
      Returns:
      possible object is FxStrikePrice

    • setStrike

      public void setStrike​(FxStrikePrice value)
      Sets the value of the strike property.
      Parameters:
      value - allowed object is FxStrikePrice

    • getSpotRate

      public BigDecimal getSpotRate()
      Gets the value of the spotRate property.
      Returns:
      possible object is BigDecimal

    • setSpotRate

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

    • getFeatures

      public FxOptionFeatures getFeatures()
      Gets the value of the features property.
      Returns:
      possible object is FxOptionFeatures

    • setFeatures

      public void setFeatures​(FxOptionFeatures value)
      Sets the value of the features property.
      Parameters:
      value - allowed object is FxOptionFeatures

    • getPremium

      public FxOptionPremium getPremium()
      Gets the value of the premium property.
      Returns:
      possible object is FxOptionPremium

    • setPremium

      public void setPremium​(FxOptionPremium value)
      Sets the value of the premium property.
      Parameters:
      value - allowed object is FxOptionPremium

    • getCashSettlement

      public FxCashSettlement getCashSettlement()
      Gets the value of the cashSettlement property.
      Returns:
      possible object is FxCashSettlement

    • setCashSettlement

      public void setCashSettlement​(FxCashSettlement value)
      Sets the value of the cashSettlement property.
      Parameters:
      value - allowed object is FxCashSettlement