Class SwapCurveValuation

java.lang.Object
net.finmath.smartcontract.product.xml.SwapCurveValuation
Direct Known Subclasses:
MakeWholeAmount

public class SwapCurveValuation extends Object
A complex type to specify a valuation swap curve, which is used as part of the strike construct for the bond and convertible bond options.

Java class for SwapCurveValuation complex type.

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

 <complexType name="SwapCurveValuation">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}FloatingRateIndex.model"/>
         <element name="spread" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="side" type="{http://www.fpml.org/FpML-5/confirmation}QuotationSideEnum" minOccurs="0"/>
       </sequence>
     </restriction>
   </complexContent>
 </complexType>