Package net.finmath.smartcontract.product.xml

Class VolatilityMatrix

java.lang.Object

net.finmath.smartcontract.product.xml.Valuation

net.finmath.smartcontract.product.xml.PricingStructureValuation

net.finmath.smartcontract.product.xml.VolatilityMatrix

public class VolatilityMatrix
extends PricingStructureValuation

A matrix of volatilities with dimension 0-3.

Java class for VolatilityMatrix complex type.

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

 <complexType name="VolatilityMatrix">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
       <sequence>
         <element name="dataPoints" type="{http://www.fpml.org/FpML-5/confirmation}MultiDimensionalPricingData"/>
         <element name="adjustment" type="{http://www.fpml.org/FpML-5/confirmation}ParametricAdjustment" maxOccurs="unbounded" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected List<ParametricAdjustment>	adjustment
protected MultiDimensionalPricingData	dataPoints

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

baseDate, buildDateTime, endDate, inputDataDate, spotDate

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

definitionRef, id, objectReference, valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
VolatilityMatrix()

Method Summary

Modifier and Type	Method	Description
List<ParametricAdjustment>	getAdjustment()	Gets the value of the adjustment property.
MultiDimensionalPricingData	getDataPoints()	Gets the value of the dataPoints property.
void	setDataPoints(MultiDimensionalPricingData value)	Sets the value of the dataPoints property.

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

getBaseDate, getBuildDateTime, getEndDate, getInputDataDate, getSpotDate, setBaseDate, setBuildDateTime, setEndDate, setInputDataDate, setSpotDate

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

getDefinitionRef, getId, getObjectReference, getValuationScenarioReference, setDefinitionRef, setId, setObjectReference, setValuationScenarioReference

Methods inherited from class java.lang.Object

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

Field Details

dataPoints

protected MultiDimensionalPricingData dataPoints

adjustment

protected List<ParametricAdjustment> adjustment

Constructor Details

VolatilityMatrix

public VolatilityMatrix()

Method Details

getDataPoints

public MultiDimensionalPricingData getDataPoints()

Gets the value of the dataPoints property.

Returns:

possible object is MultiDimensionalPricingData

setDataPoints

public void setDataPoints(MultiDimensionalPricingData value)

Sets the value of the dataPoints property.

Parameters:

value - allowed object is MultiDimensionalPricingData

getAdjustment

public List<ParametricAdjustment> getAdjustment()

Gets the value of the adjustment 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 adjustment property.

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

    getAdjustment().add(newItem);
 

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