Package net.finmath.smartcontract.product.xml

Class FxOption

java.lang.Object

net.finmath.smartcontract.product.xml.Product

net.finmath.smartcontract.product.xml.Option

net.finmath.smartcontract.product.xml.FxOption

public class FxOption
extends Option

Describes an FX option with optional asian and barrier features.

Java class for FxOption complex type.

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

 <complexType name="FxOption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
       <sequence>
         <element name="effectiveDate" type="{http://www.fpml.org/FpML-5/confirmation}AdjustableOrRelativeDate" minOccurs="0"/>
         <element name="tenorPeriod" type="{http://www.fpml.org/FpML-5/confirmation}Period" minOccurs="0"/>
         <sequence>
           <choice>
             <element name="americanExercise" type="{http://www.fpml.org/FpML-5/confirmation}FxAmericanExercise"/>
             <element name="europeanExercise" type="{http://www.fpml.org/FpML-5/confirmation}FxEuropeanExercise"/>
           </choice>
           <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
         </sequence>
         <sequence>
           <element name="putCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
           <element name="callCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
         </sequence>
         <element name="soldAs" type="{http://www.fpml.org/FpML-5/confirmation}PutCallEnum" minOccurs="0"/>
         <sequence>
           <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}FxStrikePrice"/>
           <element name="spotRate" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal" minOccurs="0"/>
         </sequence>
         <element name="features" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionFeatures" minOccurs="0"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionPremium" minOccurs="0"/>
         <element name="cashSettlement" type="{http://www.fpml.org/FpML-5/confirmation}FxCashSettlement" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected FxAmericanExercise	americanExercise
protected NonNegativeMoney	callCurrencyAmount
protected FxCashSettlement	cashSettlement
protected AdjustableOrRelativeDate	effectiveDate
protected FxEuropeanExercise	europeanExercise
protected ExerciseProcedure	exerciseProcedure
protected FxOptionFeatures	features
protected FxOptionPremium	premium
protected NonNegativeMoney	putCurrencyAmount
protected PutCallEnum	soldAs
protected BigDecimal	spotRate
protected FxStrikePrice	strike
protected Period	tenorPeriod

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
FxOption()

Method Summary

Modifier and Type	Method	Description
FxAmericanExercise	getAmericanExercise()	Gets the value of the americanExercise property.
NonNegativeMoney	getCallCurrencyAmount()	Gets the value of the callCurrencyAmount property.
FxCashSettlement	getCashSettlement()	Gets the value of the cashSettlement property.
AdjustableOrRelativeDate	getEffectiveDate()	Gets the value of the effectiveDate property.
FxEuropeanExercise	getEuropeanExercise()	Gets the value of the europeanExercise property.
ExerciseProcedure	getExerciseProcedure()	Gets the value of the exerciseProcedure property.
FxOptionFeatures	getFeatures()	Gets the value of the features property.
FxOptionPremium	getPremium()	Gets the value of the premium property.
NonNegativeMoney	getPutCurrencyAmount()	Gets the value of the putCurrencyAmount property.
PutCallEnum	getSoldAs()	Gets the value of the soldAs property.
BigDecimal	getSpotRate()	Gets the value of the spotRate property.
FxStrikePrice	getStrike()	Gets the value of the strike property.
Period	getTenorPeriod()	Gets the value of the tenorPeriod property.
void	setAmericanExercise(FxAmericanExercise value)	Sets the value of the americanExercise property.
void	setCallCurrencyAmount(NonNegativeMoney value)	Sets the value of the callCurrencyAmount property.
void	setCashSettlement(FxCashSettlement value)	Sets the value of the cashSettlement property.
void	setEffectiveDate(AdjustableOrRelativeDate value)	Sets the value of the effectiveDate property.
void	setEuropeanExercise(FxEuropeanExercise value)	Sets the value of the europeanExercise property.
void	setExerciseProcedure(ExerciseProcedure value)	Sets the value of the exerciseProcedure property.
void	setFeatures(FxOptionFeatures value)	Sets the value of the features property.
void	setPremium(FxOptionPremium value)	Sets the value of the premium property.
void	setPutCurrencyAmount(NonNegativeMoney value)	Sets the value of the putCurrencyAmount property.
void	setSoldAs(PutCallEnum value)	Sets the value of the soldAs property.
void	setSpotRate(BigDecimal value)	Sets the value of the spotRate property.
void	setStrike(FxStrikePrice value)	Sets the value of the strike property.
void	setTenorPeriod(Period value)	Sets the value of the tenorPeriod property.

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

effectiveDate

protected AdjustableOrRelativeDate effectiveDate

tenorPeriod

protected Period tenorPeriod

americanExercise

protected FxAmericanExercise americanExercise

europeanExercise

protected FxEuropeanExercise europeanExercise

exerciseProcedure

protected ExerciseProcedure exerciseProcedure

putCurrencyAmount

protected NonNegativeMoney putCurrencyAmount

callCurrencyAmount

protected NonNegativeMoney callCurrencyAmount

soldAs

protected PutCallEnum soldAs

strike

protected FxStrikePrice strike

spotRate

protected BigDecimal spotRate

features

protected FxOptionFeatures features

premium

protected FxOptionPremium premium

cashSettlement

protected FxCashSettlement cashSettlement

Constructor Details

FxOption

public FxOption()

Method Details

getEffectiveDate

public AdjustableOrRelativeDate getEffectiveDate()

Gets the value of the effectiveDate property.

Returns:

possible object is AdjustableOrRelativeDate

setEffectiveDate

public void setEffectiveDate(AdjustableOrRelativeDate value)

Sets the value of the effectiveDate property.

Parameters:

value - allowed object is AdjustableOrRelativeDate

getTenorPeriod

public Period getTenorPeriod()

Gets the value of the tenorPeriod property.

Returns:

possible object is Period

setTenorPeriod

public void setTenorPeriod(Period value)

Sets the value of the tenorPeriod property.

Parameters:

value - allowed object is Period

getAmericanExercise

public FxAmericanExercise getAmericanExercise()

Gets the value of the americanExercise property.

Returns:

possible object is FxAmericanExercise

setAmericanExercise

public void setAmericanExercise(FxAmericanExercise value)

Sets the value of the americanExercise property.

Parameters:

value - allowed object is FxAmericanExercise

getEuropeanExercise

public FxEuropeanExercise getEuropeanExercise()

Gets the value of the europeanExercise property.

Returns:

possible object is FxEuropeanExercise

setEuropeanExercise

public void setEuropeanExercise(FxEuropeanExercise value)

Sets the value of the europeanExercise property.

Parameters:

value - allowed object is FxEuropeanExercise

getExerciseProcedure

public ExerciseProcedure getExerciseProcedure()

Gets the value of the exerciseProcedure property.

Returns:

possible object is ExerciseProcedure

setExerciseProcedure

public void setExerciseProcedure(ExerciseProcedure value)

Sets the value of the exerciseProcedure property.

Parameters:

value - allowed object is ExerciseProcedure

getPutCurrencyAmount

public NonNegativeMoney getPutCurrencyAmount()

Gets the value of the putCurrencyAmount property.

Returns:

possible object is NonNegativeMoney

setPutCurrencyAmount

public void setPutCurrencyAmount(NonNegativeMoney value)

Sets the value of the putCurrencyAmount property.

Parameters:

value - allowed object is NonNegativeMoney

getCallCurrencyAmount

public NonNegativeMoney getCallCurrencyAmount()

Gets the value of the callCurrencyAmount property.

Returns:

possible object is NonNegativeMoney

setCallCurrencyAmount

public void setCallCurrencyAmount(NonNegativeMoney value)

Sets the value of the callCurrencyAmount property.

Parameters:

value - allowed object is NonNegativeMoney

getSoldAs

public PutCallEnum getSoldAs()

Gets the value of the soldAs property.

Returns:

possible object is PutCallEnum

setSoldAs

public void setSoldAs(PutCallEnum value)

Sets the value of the soldAs property.

Parameters:

value - allowed object is PutCallEnum

getStrike

public FxStrikePrice getStrike()

Gets the value of the strike property.

Returns:

possible object is FxStrikePrice

setStrike

public void setStrike(FxStrikePrice value)

Sets the value of the strike property.

Parameters:

value - allowed object is FxStrikePrice

getSpotRate

public BigDecimal getSpotRate()

Gets the value of the spotRate property.

Returns:

possible object is BigDecimal

setSpotRate

public void setSpotRate(BigDecimal value)

Sets the value of the spotRate property.

Parameters:

value - allowed object is BigDecimal

getFeatures

public FxOptionFeatures getFeatures()

Gets the value of the features property.

Returns:

possible object is FxOptionFeatures

setFeatures

public void setFeatures(FxOptionFeatures value)

Sets the value of the features property.

Parameters:

value - allowed object is FxOptionFeatures

getPremium

public FxOptionPremium getPremium()

Gets the value of the premium property.

Returns:

possible object is FxOptionPremium

setPremium

public void setPremium(FxOptionPremium value)

Sets the value of the premium property.

Parameters:

value - allowed object is FxOptionPremium

getCashSettlement

public FxCashSettlement getCashSettlement()

Gets the value of the cashSettlement property.

Returns:

possible object is FxCashSettlement

setCashSettlement

public void setCashSettlement(FxCashSettlement value)

Sets the value of the cashSettlement property.

Parameters:

value - allowed object is FxCashSettlement