Package net.finmath.smartcontract.product.xml

Class SensitivityDefinition

java.lang.Object
net.finmath.smartcontract.product.xml.SensitivityDefinition
public class SensitivityDefinition extends Object
A set of characteristics describing a sensitivity.

Java class for SensitivityDefinition complex type.

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

 <complexType name="SensitivityDefinition">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="name" type="{http://www.fpml.org/FpML-5/confirmation}String" minOccurs="0"/>
         <element name="valuationScenarioReference" type="{http://www.fpml.org/FpML-5/confirmation}ValuationScenarioReference" minOccurs="0"/>
         <choice>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}ComputedDerivative.model"/>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}SensitivityDescription.model"/>
         </choice>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • SensitivityDefinition

      public SensitivityDefinition()

  • Method Details

    • getName

      public String getName()
      Gets the value of the name property.
      Returns:
      possible object is String

    • setName

      public void setName​(String value)
      Sets the value of the name property.
      Parameters:
      value - allowed object is String

    • getValuationScenarioReference

      public ValuationScenarioReference getValuationScenarioReference()
      Gets the value of the valuationScenarioReference property.
      Returns:
      possible object is ValuationScenarioReference

    • setValuationScenarioReference

      public void setValuationScenarioReference​(ValuationScenarioReference value)
      Sets the value of the valuationScenarioReference property.
      Parameters:
      value - allowed object is ValuationScenarioReference

    • getPartialDerivative

      public List<PricingParameterDerivative> getPartialDerivative()
      Gets the value of the partialDerivative 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 partialDerivative property.

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

          getPartialDerivative().add(newItem);

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

    • getFormula

      public DerivativeFormula getFormula()
      Gets the value of the formula property.
      Returns:
      possible object is DerivativeFormula

    • setFormula

      public void setFormula​(DerivativeFormula value)
      Sets the value of the formula property.
      Parameters:
      value - allowed object is DerivativeFormula

    • getTerm

      public TimeDimension getTerm()
      Gets the value of the term property.
      Returns:
      possible object is TimeDimension

    • setTerm

      public void setTerm​(TimeDimension value)
      Sets the value of the term property.
      Parameters:
      value - allowed object is TimeDimension

    • getPricingCoordinateOrReferenceModel

      public List<Object> getPricingCoordinateOrReferenceModel()
      The input coordinates, or references to them (e.g. expiration, strike, tenor). Gets the value of the pricingCoordinateOrReferenceModel 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 pricingCoordinateOrReferenceModel property.

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

          getPricingCoordinateOrReferenceModel().add(newItem);

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

    • getId

      public String getId()
      Gets the value of the id property.
      Returns:
      possible object is String

    • setId

      public void setId​(String value)
      Sets the value of the id property.
      Parameters:
      value - allowed object is String