Class PricingParameterDerivative

java.lang.Object
net.finmath.smartcontract.product.xml.PricingParameterDerivative

public class PricingParameterDerivative extends Object
A definition of the mathematical derivative with respect to a specific pricing parameter.

Java class for PricingParameterDerivative complex type.

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

 <complexType name="PricingParameterDerivative">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="description" type="{http://www.fpml.org/FpML-5/confirmation}String" minOccurs="0"/>
         <choice>
           <element name="parameterReference" type="{http://www.fpml.org/FpML-5/confirmation}AssetOrTermPointOrPricingStructureReference" minOccurs="0"/>
           <element name="inputDateReference" type="{http://www.fpml.org/FpML-5/confirmation}ValuationReference" maxOccurs="unbounded"/>
         </choice>
         <element name="calculationProcedure" type="{http://www.fpml.org/FpML-5/confirmation}DerivativeCalculationProcedure" minOccurs="0"/>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>