Package net.finmath.smartcontract.product.xml

Class CommodityVarianceLeg

java.lang.Object
net.finmath.smartcontract.product.xml.Leg
net.finmath.smartcontract.product.xml.CommodityPerformanceSwapLeg
net.finmath.smartcontract.product.xml.CommodityVarianceLeg
public class CommodityVarianceLeg extends CommodityPerformanceSwapLeg
A type describing the variance leg of a commodity variance swap.

Java class for CommodityVarianceLeg complex type.

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

 <complexType name="CommodityVarianceLeg">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}CommodityPerformanceSwapLeg">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityCalculationPeriods.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityPaymentDates.model"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}CommodityUnderlyerChoice.model"/>
         <choice>
           <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}CommodityNotionalAmount"/>
           <element name="notionalAmountReference" type="{http://www.fpml.org/FpML-5/confirmation}CommodityNotionalAmountReference"/>
         </choice>
         <choice>
           <element name="varianceStrikePrice" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
           <element name="volatilityStrikePrice" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         </choice>
         <element name="varianceCalculation" type="{http://www.fpml.org/FpML-5/confirmation}CommodityVarianceCalculation"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>