Package net.finmath.smartcontract.product.xml

Class VarianceLeg

java.lang.Object

net.finmath.smartcontract.product.xml.Leg

net.finmath.smartcontract.product.xml.DirectionalLeg

net.finmath.smartcontract.product.xml.DirectionalLegUnderlyer

net.finmath.smartcontract.product.xml.DirectionalLegUnderlyerValuation

net.finmath.smartcontract.product.xml.VarianceLeg

public class VarianceLeg
extends DirectionalLegUnderlyerValuation

A type describing return which is driven by a Variance Calculation.

Java class for VarianceLeg complex type.

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

 <complexType name="VarianceLeg">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}DirectionalLegUnderlyerValuation">
       <sequence>
         <element name="amount" type="{http://www.fpml.org/FpML-5/confirmation}VarianceAmount"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected VarianceAmount	amount

Fields inherited from class net.finmath.smartcontract.product.xml.DirectionalLegUnderlyerValuation

valuation

Fields inherited from class net.finmath.smartcontract.product.xml.DirectionalLegUnderlyer

fxFeature, settlementAmount, settlementCurrency, settlementDate, settlementType, underlyer

Fields inherited from class net.finmath.smartcontract.product.xml.DirectionalLeg

effectiveDate, legIdentifier, payerAccountReference, payerPartyReference, receiverAccountReference, receiverPartyReference, terminationDate

Fields inherited from class net.finmath.smartcontract.product.xml.Leg

id

Constructor Summary

Constructors

Constructor	Description
VarianceLeg()

Method Summary

Modifier and Type	Method	Description
VarianceAmount	getAmount()	Gets the value of the amount property.
void	setAmount(VarianceAmount value)	Sets the value of the amount property.

Methods inherited from class net.finmath.smartcontract.product.xml.DirectionalLegUnderlyerValuation

getValuation, setValuation

Methods inherited from class net.finmath.smartcontract.product.xml.DirectionalLegUnderlyer

getFxFeature, getSettlementAmount, getSettlementCurrency, getSettlementDate, getSettlementType, getUnderlyer, setFxFeature, setSettlementAmount, setSettlementCurrency, setSettlementDate, setSettlementType, setUnderlyer

Methods inherited from class net.finmath.smartcontract.product.xml.DirectionalLeg

getEffectiveDate, getLegIdentifier, getPayerAccountReference, getPayerPartyReference, getReceiverAccountReference, getReceiverPartyReference, getTerminationDate, setEffectiveDate, setPayerAccountReference, setPayerPartyReference, setReceiverAccountReference, setReceiverPartyReference, setTerminationDate

Methods inherited from class net.finmath.smartcontract.product.xml.Leg

getId, setId

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details

amount

protected VarianceAmount amount

Constructor Details

VarianceLeg

public VarianceLeg()

Method Details

getAmount

public VarianceAmount getAmount()

Gets the value of the amount property.

Returns:

possible object is VarianceAmount

setAmount

public void setAmount(VarianceAmount value)

Sets the value of the amount property.

Parameters:

value - allowed object is VarianceAmount