Package net.finmath.smartcontract.product.xml

Class SensitivityDefinition

java.lang.Object

net.finmath.smartcontract.product.xml.SensitivityDefinition

public class SensitivityDefinition
extends Object

A set of characteristics describing a sensitivity.

Java class for SensitivityDefinition complex type.

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

 <complexType name="SensitivityDefinition">
   <complexContent>
     <restriction base="{http://www.w3.org/2001/XMLSchema}anyType">
       <sequence>
         <element name="name" type="{http://www.fpml.org/FpML-5/confirmation}String" minOccurs="0"/>
         <element name="valuationScenarioReference" type="{http://www.fpml.org/FpML-5/confirmation}ValuationScenarioReference" minOccurs="0"/>
         <choice>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}ComputedDerivative.model"/>
           <group ref="{http://www.fpml.org/FpML-5/confirmation}SensitivityDescription.model"/>
         </choice>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected DerivativeFormula	formula
protected String	id
protected String	name
protected List<PricingParameterDerivative>	partialDerivative
protected List<Object>	pricingCoordinateOrReferenceModel
protected TimeDimension	term
protected ValuationScenarioReference	valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
SensitivityDefinition()

Method Summary

Modifier and Type	Method	Description
DerivativeFormula	getFormula()	Gets the value of the formula property.
String	getId()	Gets the value of the id property.
String	getName()	Gets the value of the name property.
List<PricingParameterDerivative>	getPartialDerivative()	Gets the value of the partialDerivative property.
List<Object>	getPricingCoordinateOrReferenceModel()	The input coordinates, or references to them (e.g.
TimeDimension	getTerm()	Gets the value of the term property.
ValuationScenarioReference	getValuationScenarioReference()	Gets the value of the valuationScenarioReference property.
void	setFormula(DerivativeFormula value)	Sets the value of the formula property.
void	setId(String value)	Sets the value of the id property.
void	setName(String value)	Sets the value of the name property.
void	setTerm(TimeDimension value)	Sets the value of the term property.
void	setValuationScenarioReference(ValuationScenarioReference value)	Sets the value of the valuationScenarioReference property.

Methods inherited from class java.lang.Object

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

Field Details

name

protected String name

valuationScenarioReference

protected ValuationScenarioReference valuationScenarioReference

partialDerivative

protected List<PricingParameterDerivative> partialDerivative

formula

protected DerivativeFormula formula

term

protected TimeDimension term

pricingCoordinateOrReferenceModel

protected List<Object> pricingCoordinateOrReferenceModel

id

protected String id

Constructor Details

SensitivityDefinition

public SensitivityDefinition()

Method Details

getName

public String getName()

Gets the value of the name property.

Returns:

possible object is String

setName

public void setName(String value)

Sets the value of the name property.

Parameters:

value - allowed object is String

getValuationScenarioReference

public ValuationScenarioReference getValuationScenarioReference()

Gets the value of the valuationScenarioReference property.

Returns:

possible object is ValuationScenarioReference

setValuationScenarioReference

public void setValuationScenarioReference(ValuationScenarioReference value)

Sets the value of the valuationScenarioReference property.

Parameters:

value - allowed object is ValuationScenarioReference

getPartialDerivative

public List<PricingParameterDerivative> getPartialDerivative()

Gets the value of the partialDerivative property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the partialDerivative property.

For example, to add a new item, do as follows:

    getPartialDerivative().add(newItem);
 

Objects of the following type(s) are allowed in the list PricingParameterDerivative

getFormula

public DerivativeFormula getFormula()

Gets the value of the formula property.

Returns:

possible object is DerivativeFormula

setFormula

public void setFormula(DerivativeFormula value)

Sets the value of the formula property.

Parameters:

value - allowed object is DerivativeFormula

getTerm

public TimeDimension getTerm()

Gets the value of the term property.

Returns:

possible object is TimeDimension

setTerm

public void setTerm(TimeDimension value)

Sets the value of the term property.

Parameters:

value - allowed object is TimeDimension

getPricingCoordinateOrReferenceModel

public List<Object> getPricingCoordinateOrReferenceModel()

The input coordinates, or references to them (e.g. expiration, strike, tenor). Gets the value of the pricingCoordinateOrReferenceModel property.

This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the pricingCoordinateOrReferenceModel property.

For example, to add a new item, do as follows:

    getPricingCoordinateOrReferenceModel().add(newItem);
 

Objects of the following type(s) are allowed in the list PricingDataPointCoordinate PricingDataPointCoordinateReference

getId

public String getId()

Gets the value of the id property.

Returns:

possible object is String

setId

public void setId(String value)

Sets the value of the id property.

Parameters:

value - allowed object is String