Package net.finmath.smartcontract.product.xml

Class Variance

java.lang.Object
net.finmath.smartcontract.product.xml.CalculationFromObservation
net.finmath.smartcontract.product.xml.Variance
public class Variance extends CalculationFromObservation
A type describing the variance amount of a variance swap.

Java class for Variance complex type.

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

 <complexType name="Variance">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}CalculationFromObservation">
       <sequence>
         <element name="varianceAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeMoney"/>
         <choice>
           <element name="volatilityStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal"/>
           <element name="varianceStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal"/>
         </choice>
         <element name="varianceCap" type="{http://www.w3.org/2001/XMLSchema}boolean" minOccurs="0"/>
         <element name="unadjustedVarianceCap" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal" minOccurs="0"/>
         <element name="boundedVariance" type="{http://www.fpml.org/FpML-5/confirmation}BoundedVariance" minOccurs="0"/>
         <element name="exchangeTradedContractNearest" type="{http://www.fpml.org/FpML-5/confirmation}ExchangeTradedContract" minOccurs="0"/>
         <element name="vegaNotionalAmount" type="{http://www.w3.org/2001/XMLSchema}decimal" minOccurs="0"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>