Uses of Class
net.finmath.smartcontract.product.xml.Reference
Packages that use Reference
-
Uses of Reference in net.finmath.smartcontract.product.xml
Subclasses of Reference in net.finmath.smartcontract.product.xmlModifier and TypeClassDescriptionclassReference to an account.classSpecifies a reference to a monetary amount.classA reference to an asset, e.g.classReference to an underlying asset, term point or pricing structure (yield curve).classReference to an underlying asset.classA pointer style reference to a set of business day calendar defined elsewhere in the document.classReference to a business day adjustments structure.classReference to an organizational unit.classReference to a calculation period dates component.classA pointer style reference to single-day-duration calculation periods defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.classA pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a series of actual dates in a calculationPeriods container.classA pointer style reference to a calculation periods schedule defined elsewhere - note that this schedule consists of a parameterised schedule in a calculationPeriodsSchedule container.classA reference to the return swap notional amount.classReference to credit events.classReference to an identified date or a complex date structure.classA reference to the return swap notional determination method.classA reference to a facility.classJava class for FixedRateReference complex type.classReference to a floating rate calculation of interest calculation component.classReference to an average rate structure in FxAccrualForward or FxAccrualOption products.classReference to a FX Accrual Payoff Region.classReference to a strike structure in FxAccrualForward or FxAccrualOption products.classReference to a trigger structure in FxAccrualDigitalOption product.classReference to a barrier structure defined within the parametric representation.classReference to a level structure.classReference to a pivot structure.classReference to an "FxRateObservable" structure.classReference to a FX Schedule structure.classReference to a strike structure.classReference to a FX Target Payoff Region.classReference to a target structure.classReference to a currency with ID attributeclassReference to the calculation period dates of the interest leg.classReference to an InterestRateStream component.classAllows a lag to reference one already defined elsewhere in the trade.classReferences a credit entity defined elsewhere in the document.classA reference to a letter of credit.classA reference to a loan contract.classReference to a market structure.classA reference to the notional amount.classA reference to the notional amount.classA reference to the number of options.classA reference to the number of units.classReference to a party.classA reference to a partyTradeIdentifier object.classReference to a payment dates structure.classReference to a payment.classReference to an individual.classReference to a Pricing Data Point Coordinate.classReference to a partial derivative.classReference to a pricing structure or any derived components (i.e.classReference to a full FpML product.classReference to protectionTerms component.classA pointer tyle reference to a Quantity defined elsewhere.classReference to relevant underlying date.classReference to a reset dates component.classA reference to the return swap notional amount.classReference to a schedule of rates or amounts.classA reference to a sensitivity set definition.classAllows a set of Settlement Periods to reference one already defined elsewhere in the trade.classReference to a settlement terms derived construct (cashSettlementTerms or physicalSettlementTerms).classProvides a reference to a spread schedule.classA pointer style reference to a basket in the documentclassA pointer style reference to a product leg in the documentclassReference to an underlyerclassReference to a Valuation dates node.classReference to a Valuation or any derived structure such as PricingStructureValuation.classReference to a valuation scenario.Fields in net.finmath.smartcontract.product.xml declared as ReferenceMethods in net.finmath.smartcontract.product.xml that return ReferenceModifier and TypeMethodDescriptionTradeLegPriceChange.getPriceReference()Gets the value of the priceReference property.Methods in net.finmath.smartcontract.product.xml with parameters of type ReferenceModifier and TypeMethodDescriptionvoidTradeLegPriceChange.setPriceReference(Reference value) Sets the value of the priceReference property.