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>