Package net.finmath.smartcontract.product.xml

Class FxCurveValuation

java.lang.Object

net.finmath.smartcontract.product.xml.Valuation

net.finmath.smartcontract.product.xml.PricingStructureValuation

net.finmath.smartcontract.product.xml.FxCurveValuation

public class FxCurveValuation
extends PricingStructureValuation

A valuation of an FX curve object., which includes pricing inputs and term structures for fx forwards.

Java class for FxCurveValuation complex type.

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

 <complexType name="FxCurveValuation">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}PricingStructureValuation">
       <sequence>
         <element name="settlementCurrencyYieldCurve" type="{http://www.fpml.org/FpML-5/confirmation}PricingStructureReference" minOccurs="0"/>
         <element name="forecastCurrencyYieldCurve" type="{http://www.fpml.org/FpML-5/confirmation}PricingStructureReference" minOccurs="0"/>
         <element name="spotRate" type="{http://www.fpml.org/FpML-5/confirmation}FxRateSet" minOccurs="0"/>
         <element name="fxForwardCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve" minOccurs="0"/>
         <element name="fxForwardPointsCurve" type="{http://www.fpml.org/FpML-5/confirmation}TermCurve" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected PricingStructureReference	forecastCurrencyYieldCurve
protected TermCurve	fxForwardCurve
protected TermCurve	fxForwardPointsCurve
protected PricingStructureReference	settlementCurrencyYieldCurve
protected FxRateSet	spotRate

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

baseDate, buildDateTime, endDate, inputDataDate, spotDate

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

definitionRef, id, objectReference, valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
FxCurveValuation()

Method Summary

Modifier and Type	Method	Description
PricingStructureReference	getForecastCurrencyYieldCurve()	Gets the value of the forecastCurrencyYieldCurve property.
TermCurve	getFxForwardCurve()	Gets the value of the fxForwardCurve property.
TermCurve	getFxForwardPointsCurve()	Gets the value of the fxForwardPointsCurve property.
PricingStructureReference	getSettlementCurrencyYieldCurve()	Gets the value of the settlementCurrencyYieldCurve property.
FxRateSet	getSpotRate()	Gets the value of the spotRate property.
void	setForecastCurrencyYieldCurve(PricingStructureReference value)	Sets the value of the forecastCurrencyYieldCurve property.
void	setFxForwardCurve(TermCurve value)	Sets the value of the fxForwardCurve property.
void	setFxForwardPointsCurve(TermCurve value)	Sets the value of the fxForwardPointsCurve property.
void	setSettlementCurrencyYieldCurve(PricingStructureReference value)	Sets the value of the settlementCurrencyYieldCurve property.
void	setSpotRate(FxRateSet value)	Sets the value of the spotRate property.

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

getBaseDate, getBuildDateTime, getEndDate, getInputDataDate, getSpotDate, setBaseDate, setBuildDateTime, setEndDate, setInputDataDate, setSpotDate

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

getDefinitionRef, getId, getObjectReference, getValuationScenarioReference, setDefinitionRef, setId, setObjectReference, setValuationScenarioReference

Methods inherited from class java.lang.Object

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

Field Details

settlementCurrencyYieldCurve

protected PricingStructureReference settlementCurrencyYieldCurve

forecastCurrencyYieldCurve

protected PricingStructureReference forecastCurrencyYieldCurve

spotRate

protected FxRateSet spotRate

fxForwardCurve

protected TermCurve fxForwardCurve

fxForwardPointsCurve

protected TermCurve fxForwardPointsCurve

Constructor Details

FxCurveValuation

public FxCurveValuation()

Method Details

getSettlementCurrencyYieldCurve

public PricingStructureReference getSettlementCurrencyYieldCurve()

Gets the value of the settlementCurrencyYieldCurve property.

Returns:

possible object is PricingStructureReference

setSettlementCurrencyYieldCurve

public void setSettlementCurrencyYieldCurve(PricingStructureReference value)

Sets the value of the settlementCurrencyYieldCurve property.

Parameters:

value - allowed object is PricingStructureReference

getForecastCurrencyYieldCurve

public PricingStructureReference getForecastCurrencyYieldCurve()

Gets the value of the forecastCurrencyYieldCurve property.

Returns:

possible object is PricingStructureReference

setForecastCurrencyYieldCurve

public void setForecastCurrencyYieldCurve(PricingStructureReference value)

Sets the value of the forecastCurrencyYieldCurve property.

Parameters:

value - allowed object is PricingStructureReference

getSpotRate

public FxRateSet getSpotRate()

Gets the value of the spotRate property.

Returns:

possible object is FxRateSet

setSpotRate

public void setSpotRate(FxRateSet value)

Sets the value of the spotRate property.

Parameters:

value - allowed object is FxRateSet

getFxForwardCurve

public TermCurve getFxForwardCurve()

Gets the value of the fxForwardCurve property.

Returns:

possible object is TermCurve

setFxForwardCurve

public void setFxForwardCurve(TermCurve value)

Sets the value of the fxForwardCurve property.

Parameters:

value - allowed object is TermCurve

getFxForwardPointsCurve

public TermCurve getFxForwardPointsCurve()

Gets the value of the fxForwardPointsCurve property.

Returns:

possible object is TermCurve

setFxForwardPointsCurve

public void setFxForwardPointsCurve(TermCurve value)

Sets the value of the fxForwardPointsCurve property.

Parameters:

value - allowed object is TermCurve