Package net.finmath.smartcontract.product.xml

Class DirectionalLegUnderlyer

java.lang.Object

net.finmath.smartcontract.product.xml.Leg

net.finmath.smartcontract.product.xml.DirectionalLeg

net.finmath.smartcontract.product.xml.DirectionalLegUnderlyer

Direct Known Subclasses:

DirectionalLegUnderlyerValuation, DividendLeg

public abstract class DirectionalLegUnderlyer
extends DirectionalLeg

An abstract base class for all directional leg types with effective date, termination date, and underlyer where a payer makes a stream of payments of greater than zero value to a receiver.

Java class for DirectionalLegUnderlyer complex type.

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

 <complexType name="DirectionalLegUnderlyer">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}DirectionalLeg">
       <sequence>
         <element name="underlyer" type="{http://www.fpml.org/FpML-5/confirmation}Underlyer"/>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}OptionSettlement.model"/>
         <element name="fxFeature" type="{http://www.fpml.org/FpML-5/confirmation}FxFeature" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected FxFeature	fxFeature
protected Money	settlementAmount
protected Currency	settlementCurrency
protected AdjustableOrRelativeDate	settlementDate
protected SettlementTypeEnum	settlementType
protected Underlyer	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
DirectionalLegUnderlyer()

Method Summary

Modifier and Type	Method	Description
FxFeature	getFxFeature()	Gets the value of the fxFeature property.
Money	getSettlementAmount()	Gets the value of the settlementAmount property.
Currency	getSettlementCurrency()	Gets the value of the settlementCurrency property.
AdjustableOrRelativeDate	getSettlementDate()	Gets the value of the settlementDate property.
SettlementTypeEnum	getSettlementType()	Gets the value of the settlementType property.
Underlyer	getUnderlyer()	Gets the value of the underlyer property.
void	setFxFeature(FxFeature value)	Sets the value of the fxFeature property.
void	setSettlementAmount(Money value)	Sets the value of the settlementAmount property.
void	setSettlementCurrency(Currency value)	Sets the value of the settlementCurrency property.
void	setSettlementDate(AdjustableOrRelativeDate value)	Sets the value of the settlementDate property.
void	setSettlementType(SettlementTypeEnum value)	Sets the value of the settlementType property.
void	setUnderlyer(Underlyer value)	Sets the value of the underlyer property.

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

underlyer

protected Underlyer underlyer

settlementType

protected SettlementTypeEnum settlementType

settlementDate

protected AdjustableOrRelativeDate settlementDate

settlementAmount

protected Money settlementAmount

settlementCurrency

protected Currency settlementCurrency

fxFeature

protected FxFeature fxFeature

Constructor Details

DirectionalLegUnderlyer

public DirectionalLegUnderlyer()

Method Details

getUnderlyer

public Underlyer getUnderlyer()

Gets the value of the underlyer property.

Returns:

possible object is Underlyer

setUnderlyer

public void setUnderlyer(Underlyer value)

Sets the value of the underlyer property.

Parameters:

value - allowed object is Underlyer

getSettlementType

public SettlementTypeEnum getSettlementType()

Gets the value of the settlementType property.

Returns:

possible object is SettlementTypeEnum

setSettlementType

public void setSettlementType(SettlementTypeEnum value)

Sets the value of the settlementType property.

Parameters:

value - allowed object is SettlementTypeEnum

getSettlementDate

public AdjustableOrRelativeDate getSettlementDate()

Gets the value of the settlementDate property.

Returns:

possible object is AdjustableOrRelativeDate

setSettlementDate

public void setSettlementDate(AdjustableOrRelativeDate value)

Sets the value of the settlementDate property.

Parameters:

value - allowed object is AdjustableOrRelativeDate

getSettlementAmount

public Money getSettlementAmount()

Gets the value of the settlementAmount property.

Returns:

possible object is Money

setSettlementAmount

public void setSettlementAmount(Money value)

Sets the value of the settlementAmount property.

Parameters:

value - allowed object is Money

getSettlementCurrency

public Currency getSettlementCurrency()

Gets the value of the settlementCurrency property.

Returns:

possible object is Currency

setSettlementCurrency

public void setSettlementCurrency(Currency value)

Sets the value of the settlementCurrency property.

Parameters:

value - allowed object is Currency

getFxFeature

public FxFeature getFxFeature()

Gets the value of the fxFeature property.

Returns:

possible object is FxFeature

setFxFeature

public void setFxFeature(FxFeature value)

Sets the value of the fxFeature property.

Parameters:

value - allowed object is FxFeature