Package net.finmath.smartcontract.product.xml

Class FxPerformanceSwap

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.FxPerformanceSwap
public class FxPerformanceSwap extends Product
Describes an FX volatility and variance swap.

Java class for FxPerformanceSwap complex type.

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

 <complexType name="FxPerformanceSwap">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <element name="quotedCurrencyPair" type="{http://www.fpml.org/FpML-5/confirmation}QuotedCurrencyPair"/>
         <element name="vegaNotional" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
         <element name="notional" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney" minOccurs="0"/>
         <element name="fixedLeg" type="{http://www.fpml.org/FpML-5/confirmation}FxPerformanceFixedLeg"/>
         <element name="floatingLeg" type="{http://www.fpml.org/FpML-5/confirmation}FxPerformanceFloatingLeg"/>
         <element name="fixingInformationSource" type="{http://www.fpml.org/FpML-5/confirmation}FxSpotRateSource"/>
         <element name="fixingSchedule" type="{http://www.fpml.org/FpML-5/confirmation}FxFixingScheduleSimple"/>
         <choice minOccurs="0">
           <element name="valuationDate" type="{http://www.w3.org/2001/XMLSchema}date"/>
           <element name="valuationDateOffset" type="{http://www.fpml.org/FpML-5/confirmation}FxValuationDateOffset"/>
         </choice>
         <element name="settlementDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrAdjustedDate"/>
         <element name="annualizationFactor" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="meanAdjustment" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
         <element name="numberOfReturns" type="{http://www.w3.org/2001/XMLSchema}nonNegativeInteger" minOccurs="0"/>
         <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
         <element name="cashSettlement" type="{http://www.fpml.org/FpML-5/confirmation}FxCashSettlementSimple" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FxPerformanceSwap

      public FxPerformanceSwap()

  • Method Details

    • 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

    • getVegaNotional

      public NonNegativeMoney getVegaNotional()
      Gets the value of the vegaNotional property.
      Returns:
      possible object is NonNegativeMoney

    • setVegaNotional

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

    • getNotional

      public NonNegativeMoney getNotional()
      Gets the value of the notional property.
      Returns:
      possible object is NonNegativeMoney

    • setNotional

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

    • getFixedLeg

      public FxPerformanceFixedLeg getFixedLeg()
      Gets the value of the fixedLeg property.
      Returns:
      possible object is FxPerformanceFixedLeg

    • setFixedLeg

      public void setFixedLeg​(FxPerformanceFixedLeg value)
      Sets the value of the fixedLeg property.
      Parameters:
      value - allowed object is FxPerformanceFixedLeg

    • getFloatingLeg

      public FxPerformanceFloatingLeg getFloatingLeg()
      Gets the value of the floatingLeg property.
      Returns:
      possible object is FxPerformanceFloatingLeg

    • setFloatingLeg

      public void setFloatingLeg​(FxPerformanceFloatingLeg value)
      Sets the value of the floatingLeg property.
      Parameters:
      value - allowed object is FxPerformanceFloatingLeg

    • getFixingInformationSource

      public FxSpotRateSource getFixingInformationSource()
      Gets the value of the fixingInformationSource property.
      Returns:
      possible object is FxSpotRateSource

    • setFixingInformationSource

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

    • getFixingSchedule

      public FxFixingScheduleSimple getFixingSchedule()
      Gets the value of the fixingSchedule property.
      Returns:
      possible object is FxFixingScheduleSimple

    • setFixingSchedule

      public void setFixingSchedule​(FxFixingScheduleSimple value)
      Sets the value of the fixingSchedule property.
      Parameters:
      value - allowed object is FxFixingScheduleSimple

    • getValuationDate

      public XMLGregorianCalendar getValuationDate()
      Gets the value of the valuationDate property.
      Returns:
      possible object is XMLGregorianCalendar

    • setValuationDate

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

    • getValuationDateOffset

      public FxValuationDateOffset getValuationDateOffset()
      Gets the value of the valuationDateOffset property.
      Returns:
      possible object is FxValuationDateOffset

    • setValuationDateOffset

      public void setValuationDateOffset​(FxValuationDateOffset value)
      Sets the value of the valuationDateOffset property.
      Parameters:
      value - allowed object is FxValuationDateOffset

    • getSettlementDate

      public AdjustableOrAdjustedDate getSettlementDate()
      Gets the value of the settlementDate property.
      Returns:
      possible object is AdjustableOrAdjustedDate

    • setSettlementDate

      public void setSettlementDate​(AdjustableOrAdjustedDate value)
      Sets the value of the settlementDate property.
      Parameters:
      value - allowed object is AdjustableOrAdjustedDate

    • getAnnualizationFactor

      public BigDecimal getAnnualizationFactor()
      Gets the value of the annualizationFactor property.
      Returns:
      possible object is BigDecimal

    • setAnnualizationFactor

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

    • isMeanAdjustment

      public boolean isMeanAdjustment()
      Gets the value of the meanAdjustment property.

    • setMeanAdjustment

      public void setMeanAdjustment​(boolean value)
      Sets the value of the meanAdjustment property.

    • getNumberOfReturns

      public BigInteger getNumberOfReturns()
      Gets the value of the numberOfReturns property.
      Returns:
      possible object is BigInteger

    • setNumberOfReturns

      public void setNumberOfReturns​(BigInteger value)
      Sets the value of the numberOfReturns property.
      Parameters:
      value - allowed object is BigInteger

    • 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

    • getCashSettlement

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

    • setCashSettlement

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