Uses of Class
net.finmath.smartcontract.product.xml.CalculationFromObservation
Packages that use CalculationFromObservation
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Uses of CalculationFromObservation in net.finmath.smartcontract.product.xml
Subclasses of CalculationFromObservation in net.finmath.smartcontract.product.xmlModifier and TypeClassDescriptionclass
A type describing the correlation amount of a correlation swap.class
A type describing the variance amount of a variance swap.class
Under 2002 Definitions, When entering into the Transaction, the parties should specify whether, for purposes of determining the initial Share price, they are agreeing to (a) a specific initial price (in which case, the initialLevel element should be populated with the price) or (b) use the price of a Share at the close of the regular trading session on the Trade Date (in which case the closingLevel element should be populated as true) or (c) in the case of a forward starting transaction only, use the Official Settlement Price of the Expiring Contract on the Observation Start Date (in which case expiring Level element should be populated as true).