Class NettedSwapBase

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.NettedSwapBase
Direct Known Subclasses:
CorrelationSwap, VarianceSwap, VolatilitySwap

public abstract class NettedSwapBase extends Product
An abstract base class for all swap types which have a single netted leg, such as Variance Swaps, and Correlation Swaps.

Java class for NettedSwapBase complex type.

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

 <complexType name="NettedSwapBase">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <element name="additionalPayment" type="{http://www.fpml.org/FpML-5/confirmation}ClassifiablePayment" maxOccurs="unbounded" minOccurs="0"/>
         <element name="extraordinaryEvents" type="{http://www.fpml.org/FpML-5/confirmation}ExtraordinaryEvents" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>