Class BrokerEquityOption
java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.EquityDerivativeBase
net.finmath.smartcontract.product.xml.EquityDerivativeShortFormBase
net.finmath.smartcontract.product.xml.BrokerEquityOption
A type for defining the broker equity options.
Java class for BrokerEquityOption complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="BrokerEquityOption">
<complexContent>
<extension base="{http://www.fpml.org/FpML-5/confirmation}EquityDerivativeShortFormBase">
<sequence>
<element name="deltaCrossed" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
<element name="brokerageFee" type="{http://www.fpml.org/FpML-5/confirmation}Money"/>
<element name="brokerNotes" type="{http://www.fpml.org/FpML-5/confirmation}String"/>
</sequence>
</extension>
</complexContent>
</complexType>
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Field Summary
FieldsFields inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeShortFormBase
equityPremium, numberOfOptions, spotPrice, strikeFields inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeBase
buyerAccountReference, buyerPartyReference, equityEffectiveDate, equityExercise, feature, fxFeature, notional, optionType, sellerAccountReference, sellerPartyReference, strategyFeature, underlyerFields inherited from class net.finmath.smartcontract.product.xml.Product
assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass -
Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionGets the value of the brokerageFee property.Gets the value of the brokerNotes property.booleanGets the value of the deltaCrossed property.voidsetBrokerageFee(Money value) Sets the value of the brokerageFee property.voidsetBrokerNotes(String value) Sets the value of the brokerNotes property.voidsetDeltaCrossed(boolean value) Sets the value of the deltaCrossed property.Methods inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeShortFormBase
getEquityPremium, getNumberOfOptions, getSpotPrice, getStrike, setEquityPremium, setNumberOfOptions, setSpotPrice, setStrikeMethods inherited from class net.finmath.smartcontract.product.xml.EquityDerivativeBase
getBuyerAccountReference, getBuyerPartyReference, getEquityEffectiveDate, getEquityExercise, getFeature, getFxFeature, getNotional, getOptionType, getSellerAccountReference, getSellerPartyReference, getStrategyFeature, getUnderlyer, setBuyerAccountReference, setBuyerPartyReference, setEquityEffectiveDate, setEquityExercise, setFeature, setFxFeature, setNotional, setOptionType, setSellerAccountReference, setSellerPartyReference, setStrategyFeature, setUnderlyerMethods inherited from class net.finmath.smartcontract.product.xml.Product
getAssetClass, getId, getPrimaryAssetClass, getProductId, getProductType, getSecondaryAssetClass, setId, setPrimaryAssetClass
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Field Details
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deltaCrossed
protected boolean deltaCrossed -
brokerageFee
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brokerNotes
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Constructor Details
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BrokerEquityOption
public BrokerEquityOption()
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Method Details
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isDeltaCrossed
public boolean isDeltaCrossed()Gets the value of the deltaCrossed property. -
setDeltaCrossed
public void setDeltaCrossed(boolean value) Sets the value of the deltaCrossed property. -
getBrokerageFee
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setBrokerageFee
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getBrokerNotes
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setBrokerNotes
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