Package net.finmath.smartcontract.product.xml

Class SensitivitySetDefinition

java.lang.Object

net.finmath.smartcontract.product.xml.SensitivitySetDefinition

public class SensitivitySetDefinition
extends Object

A sensitivity report definition, consisting of a collection of sensitivity definitions.

Java class for SensitivitySetDefinition complex type.

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

 <complexType name="SensitivitySetDefinition">
   <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="sensitivityCharacteristics" type="{http://www.fpml.org/FpML-5/confirmation}QuotationCharacteristics" minOccurs="0"/>
         <element name="valuationScenarioReference" type="{http://www.fpml.org/FpML-5/confirmation}ValuationScenarioReference" minOccurs="0"/>
         <element name="pricingInputType" type="{http://www.fpml.org/FpML-5/confirmation}PricingInputType" minOccurs="0"/>
         <element name="pricingInputReference" type="{http://www.fpml.org/FpML-5/confirmation}PricingStructureReference" minOccurs="0"/>
         <element name="scale" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
         <element name="sensitivityDefinition" type="{http://www.fpml.org/FpML-5/confirmation}SensitivityDefinition" maxOccurs="unbounded" minOccurs="0"/>
         <element name="calculationProcedure" type="{http://www.fpml.org/FpML-5/confirmation}DerivativeCalculationProcedure" minOccurs="0"/>
       </sequence>
       <attribute name="id" type="{http://www.w3.org/2001/XMLSchema}ID" />
     </restriction>
   </complexContent>
 </complexType>
 

Field Summary

Fields

Modifier and Type	Field	Description
protected DerivativeCalculationProcedure	calculationProcedure
protected String	id
protected String	name
protected PricingStructureReference	pricingInputReference
protected PricingInputType	pricingInputType
protected BigDecimal	scale
protected QuotationCharacteristics	sensitivityCharacteristics
protected List<SensitivityDefinition>	sensitivityDefinition
protected ValuationScenarioReference	valuationScenarioReference

Constructor Summary

Constructors

Constructor	Description
SensitivitySetDefinition()

Method Summary

Modifier and Type	Method	Description
DerivativeCalculationProcedure	getCalculationProcedure()	Gets the value of the calculationProcedure property.
String	getId()	Gets the value of the id property.
String	getName()	Gets the value of the name property.
PricingStructureReference	getPricingInputReference()	Gets the value of the pricingInputReference property.
PricingInputType	getPricingInputType()	Gets the value of the pricingInputType property.
BigDecimal	getScale()	Gets the value of the scale property.
QuotationCharacteristics	getSensitivityCharacteristics()	Gets the value of the sensitivityCharacteristics property.
List<SensitivityDefinition>	getSensitivityDefinition()	Gets the value of the sensitivityDefinition property.
ValuationScenarioReference	getValuationScenarioReference()	Gets the value of the valuationScenarioReference property.
void	setCalculationProcedure(DerivativeCalculationProcedure value)	Sets the value of the calculationProcedure property.
void	setId(String value)	Sets the value of the id property.
void	setName(String value)	Sets the value of the name property.
void	setPricingInputReference(PricingStructureReference value)	Sets the value of the pricingInputReference property.
void	setPricingInputType(PricingInputType value)	Sets the value of the pricingInputType property.
void	setScale(BigDecimal value)	Sets the value of the scale property.
void	setSensitivityCharacteristics(QuotationCharacteristics value)	Sets the value of the sensitivityCharacteristics 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

sensitivityCharacteristics

protected QuotationCharacteristics sensitivityCharacteristics

valuationScenarioReference

protected ValuationScenarioReference valuationScenarioReference

pricingInputType

protected PricingInputType pricingInputType

pricingInputReference

protected PricingStructureReference pricingInputReference

scale

protected BigDecimal scale

sensitivityDefinition

protected List<SensitivityDefinition> sensitivityDefinition

calculationProcedure

protected DerivativeCalculationProcedure calculationProcedure

id

protected String id

Constructor Details

SensitivitySetDefinition

public SensitivitySetDefinition()

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

getSensitivityCharacteristics

public QuotationCharacteristics getSensitivityCharacteristics()

Gets the value of the sensitivityCharacteristics property.

Returns:

possible object is QuotationCharacteristics

setSensitivityCharacteristics

public void setSensitivityCharacteristics(QuotationCharacteristics value)

Sets the value of the sensitivityCharacteristics property.

Parameters:

value - allowed object is QuotationCharacteristics

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

getPricingInputType

public PricingInputType getPricingInputType()

Gets the value of the pricingInputType property.

Returns:

possible object is PricingInputType

setPricingInputType

public void setPricingInputType(PricingInputType value)

Sets the value of the pricingInputType property.

Parameters:

value - allowed object is PricingInputType

getPricingInputReference

public PricingStructureReference getPricingInputReference()

Gets the value of the pricingInputReference property.

Returns:

possible object is PricingStructureReference

setPricingInputReference

public void setPricingInputReference(PricingStructureReference value)

Sets the value of the pricingInputReference property.

Parameters:

value - allowed object is PricingStructureReference

getScale

public BigDecimal getScale()

Gets the value of the scale property.

Returns:

possible object is BigDecimal

setScale

public void setScale(BigDecimal value)

Sets the value of the scale property.

Parameters:

value - allowed object is BigDecimal

getSensitivityDefinition

public List<SensitivityDefinition> getSensitivityDefinition()

Gets the value of the sensitivityDefinition 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 sensitivityDefinition property.

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

    getSensitivityDefinition().add(newItem);
 

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

getCalculationProcedure

public DerivativeCalculationProcedure getCalculationProcedure()

Gets the value of the calculationProcedure property.

Returns:

possible object is DerivativeCalculationProcedure

setCalculationProcedure

public void setCalculationProcedure(DerivativeCalculationProcedure value)

Sets the value of the calculationProcedure property.

Parameters:

value - allowed object is DerivativeCalculationProcedure

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