Package net.finmath.smartcontract.product.xml

Class CreditDefaultSwapOption

java.lang.Object

net.finmath.smartcontract.product.xml.Product

net.finmath.smartcontract.product.xml.Option

net.finmath.smartcontract.product.xml.OptionBase

net.finmath.smartcontract.product.xml.OptionBaseExtended

net.finmath.smartcontract.product.xml.CreditDefaultSwapOption

public class CreditDefaultSwapOption
extends OptionBaseExtended

A complex type to support the credit default swap option.

Java class for CreditDefaultSwapOption complex type.

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

 <complexType name="CreditDefaultSwapOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}OptionBaseExtended">
       <sequence>
         <element name="clearingInstructions" type="{http://www.fpml.org/FpML-5/confirmation}SwaptionPhysicalSettlement" minOccurs="0"/>
         <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}CreditOptionStrike"/>
         <element name="creditDefaultSwap" type="{http://www.fpml.org/FpML-5/confirmation}CreditDefaultSwap"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected SwaptionPhysicalSettlement	clearingInstructions
protected CreditDefaultSwap	creditDefaultSwap
protected CreditOptionStrike	strike

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

entitlementCurrency, exercise, exerciseProcedure, feature, notionalAmount, notionalReference, numberOfOptions, optionEntitlement, premium, settlementAmount, settlementCurrency, settlementDate, settlementType

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

optionType

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

buyerAccountReference, buyerPartyReference, sellerAccountReference, sellerPartyReference

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

assetClass, id, primaryAssetClass, productId, productType, secondaryAssetClass

Constructor Summary

Constructors

Constructor	Description
CreditDefaultSwapOption()

Method Summary

Modifier and Type	Method	Description
SwaptionPhysicalSettlement	getClearingInstructions()	Gets the value of the clearingInstructions property.
CreditDefaultSwap	getCreditDefaultSwap()	Gets the value of the creditDefaultSwap property.
CreditOptionStrike	getStrike()	Gets the value of the strike property.
void	setClearingInstructions(SwaptionPhysicalSettlement value)	Sets the value of the clearingInstructions property.
void	setCreditDefaultSwap(CreditDefaultSwap value)	Sets the value of the creditDefaultSwap property.
void	setStrike(CreditOptionStrike value)	Sets the value of the strike property.

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

getEntitlementCurrency, getExercise, getExerciseProcedure, getFeature, getNotionalAmount, getNotionalReference, getNumberOfOptions, getOptionEntitlement, getPremium, getSettlementAmount, getSettlementCurrency, getSettlementDate, getSettlementType, setEntitlementCurrency, setExercise, setExerciseProcedure, setFeature, setNotionalAmount, setNotionalReference, setNumberOfOptions, setOptionEntitlement, setPremium, setSettlementAmount, setSettlementCurrency, setSettlementDate, setSettlementType

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

getOptionType, setOptionType

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

getBuyerAccountReference, getBuyerPartyReference, getSellerAccountReference, getSellerPartyReference, setBuyerAccountReference, setBuyerPartyReference, setSellerAccountReference, setSellerPartyReference

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

clearingInstructions

protected SwaptionPhysicalSettlement clearingInstructions

strike

protected CreditOptionStrike strike

creditDefaultSwap

protected CreditDefaultSwap creditDefaultSwap

Constructor Details

CreditDefaultSwapOption

public CreditDefaultSwapOption()

Method Details

getClearingInstructions

public SwaptionPhysicalSettlement getClearingInstructions()

Gets the value of the clearingInstructions property.

Returns:

possible object is SwaptionPhysicalSettlement

setClearingInstructions

public void setClearingInstructions(SwaptionPhysicalSettlement value)

Sets the value of the clearingInstructions property.

Parameters:

value - allowed object is SwaptionPhysicalSettlement

getStrike

public CreditOptionStrike getStrike()

Gets the value of the strike property.

Returns:

possible object is CreditOptionStrike

setStrike

public void setStrike(CreditOptionStrike value)

Sets the value of the strike property.

Parameters:

value - allowed object is CreditOptionStrike

getCreditDefaultSwap

public CreditDefaultSwap getCreditDefaultSwap()

Gets the value of the creditDefaultSwap property.

Returns:

possible object is CreditDefaultSwap

setCreditDefaultSwap

public void setCreditDefaultSwap(CreditDefaultSwap value)

Sets the value of the creditDefaultSwap property.

Parameters:

value - allowed object is CreditDefaultSwap