Class FxValuationDateOffset

java.lang.Object
net.finmath.smartcontract.product.xml.Period
net.finmath.smartcontract.product.xml.Offset
net.finmath.smartcontract.product.xml.FxValuationDateOffset

public class FxValuationDateOffset extends Offset
Valuation date offset is used in FX Variance Swap and Volatility Swap to always relate the Final Observation Date and can be: [Final Observation Date][The first Business Day following the Final Observation Date]

Java class for FxValuationDateOffset complex type.

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

 <complexType name="FxValuationDateOffset">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Offset">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BusinessCentersOrReference.model" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>