Package net.finmath.smartcontract.product.xml

Class FxPayoffCap

java.lang.Object

net.finmath.smartcontract.product.xml.FxPayoffCap

public class FxPayoffCap
extends Object

The amount of gain on the client upside or firm upside is limited. If spot settles above the cap, or below the floor, the payout is adjusted to limit the gain. The adjustment may be made by varying the strike, or by maintaining the strike, but varying the payout notionals.

Java class for FxPayoffCap complex type.

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

 <complexType name="FxPayoffCap">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="condition" type="{http://www.fpml.org/FpML-5/confirmation}ConditionEnum"/>
         <element name="rate" type="{http://www.fpml.org/FpML-5/confirmation}Schedule"/>
         <element name="settlementAdjustmentStyle" type="{http://www.fpml.org/FpML-5/confirmation}FxSettlementAdjustmentMethodEnum"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected ConditionEnum	condition
protected Schedule	rate
protected FxSettlementAdjustmentMethodEnum	settlementAdjustmentStyle

Constructor Summary

Constructors

Constructor	Description
FxPayoffCap()

Method Summary

Modifier and Type	Method	Description
ConditionEnum	getCondition()	Gets the value of the condition property.
Schedule	getRate()	Gets the value of the rate property.
FxSettlementAdjustmentMethodEnum	getSettlementAdjustmentStyle()	Gets the value of the settlementAdjustmentStyle property.
void	setCondition(ConditionEnum value)	Sets the value of the condition property.
void	setRate(Schedule value)	Sets the value of the rate property.
void	setSettlementAdjustmentStyle(FxSettlementAdjustmentMethodEnum value)	Sets the value of the settlementAdjustmentStyle property.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

condition

protected ConditionEnum condition

rate

protected Schedule rate

settlementAdjustmentStyle

protected FxSettlementAdjustmentMethodEnum settlementAdjustmentStyle

Constructor Details

FxPayoffCap

public FxPayoffCap()

Method Details

getCondition

public ConditionEnum getCondition()

Gets the value of the condition property.

Returns:

possible object is ConditionEnum

setCondition

public void setCondition(ConditionEnum value)

Sets the value of the condition property.

Parameters:

value - allowed object is ConditionEnum

getRate

public Schedule getRate()

Gets the value of the rate property.

Returns:

possible object is Schedule

setRate

public void setRate(Schedule value)

Sets the value of the rate property.

Parameters:

value - allowed object is Schedule

getSettlementAdjustmentStyle

public FxSettlementAdjustmentMethodEnum getSettlementAdjustmentStyle()

Gets the value of the settlementAdjustmentStyle property.

Returns:

possible object is FxSettlementAdjustmentMethodEnum

setSettlementAdjustmentStyle

public void setSettlementAdjustmentStyle(FxSettlementAdjustmentMethodEnum value)

Sets the value of the settlementAdjustmentStyle property.

Parameters:

value - allowed object is FxSettlementAdjustmentMethodEnum