Package net.finmath.smartcontract.product.xml

Class FxRangeAccrual

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.FxRangeAccrual
public class FxRangeAccrual extends Product
An FX Range Accrual product. A strip of Digital Options product The product defines a list of fixing (or observation) dates. There are m total fixings. On the relevant Settlement Date, the Option Seller shall pay to the Option Buyer an amount, in the Settlement Currency, calculated according to the following formula: Accrual Currency and Notional Amount x (the total number of Accrual Days / Total Number of Calendar Days in the Accrual Period). Payout can be cash.

Java class for FxRangeAccrual complex type.

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

 <complexType name="FxRangeAccrual">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}PayerReceiver.model"/>
         <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule"/>
         <element name="accrual" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrual"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FxExpiryDateOrSchedule.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FxSettlementDateOrSchedule.model"/>
         <element name="barrier" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrualBarrier" maxOccurs="unbounded" minOccurs="0"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionPremium" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • FxRangeAccrual

      public FxRangeAccrual()

  • Method Details

    • getPayerPartyReference

      public PartyReference getPayerPartyReference()
      Gets the value of the payerPartyReference property.
      Returns:
      possible object is PartyReference

    • setPayerPartyReference

      public void setPayerPartyReference​(PartyReference value)
      Sets the value of the payerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getPayerAccountReference

      public AccountReference getPayerAccountReference()
      Gets the value of the payerAccountReference property.
      Returns:
      possible object is AccountReference

    • setPayerAccountReference

      public void setPayerAccountReference​(AccountReference value)
      Sets the value of the payerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getReceiverPartyReference

      public PartyReference getReceiverPartyReference()
      Gets the value of the receiverPartyReference property.
      Returns:
      possible object is PartyReference

    • setReceiverPartyReference

      public void setReceiverPartyReference​(PartyReference value)
      Sets the value of the receiverPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getReceiverAccountReference

      public AccountReference getReceiverAccountReference()
      Gets the value of the receiverAccountReference property.
      Returns:
      possible object is AccountReference

    • setReceiverAccountReference

      public void setReceiverAccountReference​(AccountReference value)
      Sets the value of the receiverAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getNotionalAmount

      public NonNegativeAmountSchedule getNotionalAmount()
      Gets the value of the notionalAmount property.
      Returns:
      possible object is NonNegativeAmountSchedule

    • setNotionalAmount

      public void setNotionalAmount​(NonNegativeAmountSchedule value)
      Sets the value of the notionalAmount property.
      Parameters:
      value - allowed object is NonNegativeAmountSchedule

    • getAccrual

      public FxAccrual getAccrual()
      Gets the value of the accrual property.
      Returns:
      possible object is FxAccrual

    • setAccrual

      public void setAccrual​(FxAccrual value)
      Sets the value of the accrual property.
      Parameters:
      value - allowed object is FxAccrual

    • getExpiryDate

      public FxExpiryDate getExpiryDate()
      Gets the value of the expiryDate property.
      Returns:
      possible object is FxExpiryDate

    • setExpiryDate

      public void setExpiryDate​(FxExpiryDate value)
      Sets the value of the expiryDate property.
      Parameters:
      value - allowed object is FxExpiryDate

    • getExpirySchedule

      public FxExpirySchedule getExpirySchedule()
      Gets the value of the expirySchedule property.
      Returns:
      possible object is FxExpirySchedule

    • setExpirySchedule

      public void setExpirySchedule​(FxExpirySchedule value)
      Sets the value of the expirySchedule property.
      Parameters:
      value - allowed object is FxExpirySchedule

    • getSettlementDate

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

    • setSettlementDate

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

    • getSettlementSchedule

      public FxSettlementSchedule getSettlementSchedule()
      Gets the value of the settlementSchedule property.
      Returns:
      possible object is FxSettlementSchedule

    • setSettlementSchedule

      public void setSettlementSchedule​(FxSettlementSchedule value)
      Sets the value of the settlementSchedule property.
      Parameters:
      value - allowed object is FxSettlementSchedule

    • getBarrier

      public List<FxAccrualBarrier> getBarrier()
      Gets the value of the barrier 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 barrier property.

      For example, to add a new item, do as follows: 

          getBarrier().add(newItem);

      Objects of the following type(s) are allowed in the list FxAccrualBarrier

    • getPremium

      public List<FxOptionPremium> getPremium()
      Gets the value of the premium 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 premium property.

      For example, to add a new item, do as follows: 

          getPremium().add(newItem);

      Objects of the following type(s) are allowed in the list FxOptionPremium