Package net.finmath.smartcontract.product.xml

Class CorrelationSwap

java.lang.Object

net.finmath.smartcontract.product.xml.Product

net.finmath.smartcontract.product.xml.NettedSwapBase

net.finmath.smartcontract.product.xml.CorrelationSwap

public class CorrelationSwap
extends NettedSwapBase

A Correlation Swap modelled using a single netted leg.

Java class for CorrelationSwap complex type.

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

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

Field Summary

Fields

Modifier and Type	Field	Description
protected CorrelationLeg	correlationLeg

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

additionalPayment, extraordinaryEvents

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

assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass

Constructor Summary

Constructors

Constructor	Description
CorrelationSwap()

Method Summary

Modifier and Type	Method	Description
CorrelationLeg	getCorrelationLeg()	Gets the value of the correlationLeg property.
void	setCorrelationLeg(CorrelationLeg value)	Sets the value of the correlationLeg property.

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

getAdditionalPayment, getExtraordinaryEvents, setExtraordinaryEvents

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

getAssetClass, getId, getPrimaryAssetClass, getProductId, getProductType, getSecondaryAssetClass, setId, setPrimaryAssetClass

Methods inherited from class java.lang.Object

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

Field Details

correlationLeg

protected CorrelationLeg correlationLeg

Constructor Details

CorrelationSwap

public CorrelationSwap()

Method Details

getCorrelationLeg

public CorrelationLeg getCorrelationLeg()

Gets the value of the correlationLeg property.

Returns:

possible object is CorrelationLeg

setCorrelationLeg

public void setCorrelationLeg(CorrelationLeg value)

Sets the value of the correlationLeg property.

Parameters:

value - allowed object is CorrelationLeg