Package net.finmath.smartcontract.product.xml

Class TradeUnderlyer2

java.lang.Object
net.finmath.smartcontract.product.xml.TradeUnderlyer2
public class TradeUnderlyer2 extends Object
The underlying asset/index/reference price etc. whose rate/price may be observed to compute the value of the cashflow. It can be an index, fixed rate, listed security, quoted currency pair, or a reference entity (for credit derivatives). For use with Generic products in Transparency reporting. Generic products define a product that represents an OTC derivative transaction whose economics are not fully described using an FpML schema. In other views, generic products are present for convenience to support internal messaging and workflows that are cross-product. Generic products are not full trade representations as such they are not intended to be used for confirming trades.

Java class for TradeUnderlyer2 complex type.

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

 <complexType name="TradeUnderlyer2">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <choice>
           <element name="floatingRate" type="{http://www.fpml.org/FpML-5/confirmation}FloatingRate"/>
           <element name="fixedRate" type="{http://www.fpml.org/FpML-5/confirmation}Schedule"/>
           <element name="exchangeRate" type="{http://www.fpml.org/FpML-5/confirmation}GenericProductExchangeRate"/>
           <element ref="{http://www.fpml.org/FpML-5/confirmation}underlyingAsset"/>
           <element name="quotedCurrencyPair" type="{http://www.fpml.org/FpML-5/confirmation}QuotedCurrencyPair"/>
           <element name="referenceEntity" type="{http://www.fpml.org/FpML-5/confirmation}LegalEntity"/>
         </choice>
         <element name="averagingMethod" type="{http://www.fpml.org/FpML-5/confirmation}AveragingMethodEnum" minOccurs="0"/>
         <choice minOccurs="0">
           <group ref="{http://www.fpml.org/FpML-5/confirmation}PayerReceiver.model"/>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         </choice>
         <element name="dayCountFraction" type="{http://www.fpml.org/FpML-5/confirmation}DayCountFraction" minOccurs="0"/>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>