Package net.finmath.smartcontract.product.xml

Class CorrelationLeg

java.lang.Object

net.finmath.smartcontract.product.xml.Leg

net.finmath.smartcontract.product.xml.DirectionalLeg

net.finmath.smartcontract.product.xml.DirectionalLegUnderlyer

net.finmath.smartcontract.product.xml.DirectionalLegUnderlyerValuation

net.finmath.smartcontract.product.xml.CorrelationLeg

public class CorrelationLeg
extends DirectionalLegUnderlyerValuation

A type describing return which is driven by a Correlation calculation.

Java class for CorrelationLeg complex type.

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

 <complexType name="CorrelationLeg">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}DirectionalLegUnderlyerValuation">
       <sequence>
         <element name="amount" type="{http://www.fpml.org/FpML-5/confirmation}CorrelationAmount"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected CorrelationAmount	amount

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

valuation

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

fxFeature, settlementAmount, settlementCurrency, settlementDate, settlementType, underlyer

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

effectiveDate, legIdentifier, payerAccountReference, payerPartyReference, receiverAccountReference, receiverPartyReference, terminationDate

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

id

Constructor Summary

Constructors

Constructor	Description
CorrelationLeg()

Method Summary

Modifier and Type	Method	Description
CorrelationAmount	getAmount()	Gets the value of the amount property.
void	setAmount(CorrelationAmount value)	Sets the value of the amount property.

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

getValuation, setValuation

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

getFxFeature, getSettlementAmount, getSettlementCurrency, getSettlementDate, getSettlementType, getUnderlyer, setFxFeature, setSettlementAmount, setSettlementCurrency, setSettlementDate, setSettlementType, setUnderlyer

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

getEffectiveDate, getLegIdentifier, getPayerAccountReference, getPayerPartyReference, getReceiverAccountReference, getReceiverPartyReference, getTerminationDate, setEffectiveDate, setPayerAccountReference, setPayerPartyReference, setReceiverAccountReference, setReceiverPartyReference, setTerminationDate

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

getId, setId

Methods inherited from class java.lang.Object

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

Field Details

amount

protected CorrelationAmount amount

Constructor Details

CorrelationLeg

public CorrelationLeg()

Method Details

getAmount

public CorrelationAmount getAmount()

Gets the value of the amount property.

Returns:

possible object is CorrelationAmount

setAmount

public void setAmount(CorrelationAmount value)

Sets the value of the amount property.

Parameters:

value - allowed object is CorrelationAmount