Class CommodityDigitalOption
java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Option
net.finmath.smartcontract.product.xml.CommodityDigitalOption
Defines the digital commodity option product type. Digital options exercise
when a barrier is breached and are financially settled. The 'commodityDigitalOption' type is an
extension of the 'commodityOption' product.
Java class for CommodityDigitalOption complex type.
The following schema fragment specifies the expected content contained within this class.
<complexType name="CommodityDigitalOption">
<complexContent>
<extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
<sequence>
<element name="optionType" type="{http://www.fpml.org/FpML-5/confirmation}PutCallEnum"/>
<element name="commodity" type="{http://www.fpml.org/FpML-5/confirmation}Commodity"/>
<group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityDigitalOptionFeatures.model"/>
<choice>
<element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NotionalAmount"/>
<sequence>
<element name="notionalQuantity" type="{http://www.fpml.org/FpML-5/confirmation}CommodityNotionalQuantity"/>
<element name="totalNotionalQuantity" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
</sequence>
</choice>
<element name="exercise" type="{http://www.fpml.org/FpML-5/confirmation}CommodityDigitalExercise"/>
<element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}CommodityPremium" maxOccurs="unbounded"/>
<group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityContent.model" minOccurs="0"/>
</sequence>
</extension>
</complexContent>
</complexType>
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Field Summary
FieldsModifier and TypeFieldDescriptionprotected AveragingMethodEnumprotected AdjustableDatesprotected CommodityCalculationPeriodsScheduleprotected Commodityprotected Booleanprotected CommodityDigitalprotected AdjustableOrRelativeDateprotected CommodityDigitalExerciseprotected CommodityMarketDisruptionprotected NotionalAmountprotected CommodityNotionalQuantityprotected PutCallEnumprotected List<CommodityPremium> protected CommodityPricingDatesprotected Roundingprotected CommodityBullionSettlementDisruptionEnumprotected AdjustableOrRelativeDateprotected BigDecimalFields inherited from class net.finmath.smartcontract.product.xml.Option
buyerAccountReference, buyerPartyReference, sellerAccountReference, sellerPartyReferenceFields 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 averagingMethod property.Gets the value of the calculationPeriods property.Gets the value of the calculationPeriodsSchedule property.Gets the value of the commodity property.Gets the value of the digital property.Gets the value of the effectiveDate property.Gets the value of the exercise property.Gets the value of the marketDisruption property.Gets the value of the notionalAmount property.Gets the value of the notionalQuantity property.Gets the value of the optionType property.Gets the value of the premium property.Gets the value of the pricingDates property.Gets the value of the rounding property.Gets the value of the settlementDisruption property.Gets the value of the terminationDate property.Gets the value of the totalNotionalQuantity property.Gets the value of the commonPricing property.voidSets the value of the averagingMethod property.voidSets the value of the calculationPeriods property.voidSets the value of the calculationPeriodsSchedule property.voidsetCommodity(Commodity value) Sets the value of the commodity property.voidsetCommonPricing(Boolean value) Sets the value of the commonPricing property.voidsetDigital(CommodityDigital value) Sets the value of the digital property.voidSets the value of the effectiveDate property.voidSets the value of the exercise property.voidSets the value of the marketDisruption property.voidsetNotionalAmount(NotionalAmount value) Sets the value of the notionalAmount property.voidSets the value of the notionalQuantity property.voidsetOptionType(PutCallEnum value) Sets the value of the optionType property.voidSets the value of the pricingDates property.voidsetRounding(Rounding value) Sets the value of the rounding property.voidSets the value of the settlementDisruption property.voidSets the value of the terminationDate property.voidSets the value of the totalNotionalQuantity property.Methods inherited from class net.finmath.smartcontract.product.xml.Option
getBuyerAccountReference, getBuyerPartyReference, getSellerAccountReference, getSellerPartyReference, setBuyerAccountReference, setBuyerPartyReference, setSellerAccountReference, setSellerPartyReferenceMethods 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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optionType
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commodity
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effectiveDate
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terminationDate
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calculationPeriodsSchedule
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calculationPeriods
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pricingDates
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averagingMethod
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digital
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notionalAmount
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notionalQuantity
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totalNotionalQuantity
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exercise
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commonPricing
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marketDisruption
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settlementDisruption
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rounding
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Constructor Details
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CommodityDigitalOption
public CommodityDigitalOption()
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Method Details
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getOptionType
Gets the value of the optionType property.- Returns:
- possible object is
PutCallEnum
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setOptionType
Sets the value of the optionType property.- Parameters:
value- allowed object isPutCallEnum
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getCommodity
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setCommodity
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getEffectiveDate
Gets the value of the effectiveDate property.- Returns:
- possible object is
AdjustableOrRelativeDate
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setEffectiveDate
Sets the value of the effectiveDate property.- Parameters:
value- allowed object isAdjustableOrRelativeDate
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getTerminationDate
Gets the value of the terminationDate property.- Returns:
- possible object is
AdjustableOrRelativeDate
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setTerminationDate
Sets the value of the terminationDate property.- Parameters:
value- allowed object isAdjustableOrRelativeDate
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getCalculationPeriodsSchedule
Gets the value of the calculationPeriodsSchedule property.- Returns:
- possible object is
CommodityCalculationPeriodsSchedule
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setCalculationPeriodsSchedule
Sets the value of the calculationPeriodsSchedule property.- Parameters:
value- allowed object isCommodityCalculationPeriodsSchedule
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getCalculationPeriods
Gets the value of the calculationPeriods property.- Returns:
- possible object is
AdjustableDates
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setCalculationPeriods
Sets the value of the calculationPeriods property.- Parameters:
value- allowed object isAdjustableDates
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getPricingDates
Gets the value of the pricingDates property.- Returns:
- possible object is
CommodityPricingDates
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setPricingDates
Sets the value of the pricingDates property.- Parameters:
value- allowed object isCommodityPricingDates
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getAveragingMethod
Gets the value of the averagingMethod property.- Returns:
- possible object is
AveragingMethodEnum
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setAveragingMethod
Sets the value of the averagingMethod property.- Parameters:
value- allowed object isAveragingMethodEnum
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getDigital
Gets the value of the digital property.- Returns:
- possible object is
CommodityDigital
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setDigital
Sets the value of the digital property.- Parameters:
value- allowed object isCommodityDigital
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getNotionalAmount
Gets the value of the notionalAmount property.- Returns:
- possible object is
NotionalAmount
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setNotionalAmount
Sets the value of the notionalAmount property.- Parameters:
value- allowed object isNotionalAmount
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getNotionalQuantity
Gets the value of the notionalQuantity property.- Returns:
- possible object is
CommodityNotionalQuantity
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setNotionalQuantity
Sets the value of the notionalQuantity property.- Parameters:
value- allowed object isCommodityNotionalQuantity
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getTotalNotionalQuantity
Gets the value of the totalNotionalQuantity property.- Returns:
- possible object is
BigDecimal
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setTotalNotionalQuantity
Sets the value of the totalNotionalQuantity property.- Parameters:
value- allowed object isBigDecimal
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getExercise
Gets the value of the exercise property.- Returns:
- possible object is
CommodityDigitalExercise
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setExercise
Sets the value of the exercise property.- Parameters:
value- allowed object isCommodityDigitalExercise
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getPremium
Gets the value of the premium 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
setmethod for the premium property.For example, to add a new item, do as follows:
getPremium().add(newItem);Objects of the following type(s) are allowed in the list
CommodityPremium -
isCommonPricing
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setCommonPricing
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getMarketDisruption
Gets the value of the marketDisruption property.- Returns:
- possible object is
CommodityMarketDisruption
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setMarketDisruption
Sets the value of the marketDisruption property.- Parameters:
value- allowed object isCommodityMarketDisruption
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getSettlementDisruption
Gets the value of the settlementDisruption property.- Returns:
- possible object is
CommodityBullionSettlementDisruptionEnum
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setSettlementDisruption
Sets the value of the settlementDisruption property.- Parameters:
value- allowed object isCommodityBullionSettlementDisruptionEnum
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getRounding
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setRounding
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