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Project to support the implementation a of smart derivative contract.
//
// This file was generated by the Eclipse Implementation of JAXB, v3.0.0
// See https://eclipse-ee4j.github.io/jaxb-ri
// Any modifications to this file will be lost upon recompilation of the source schema.
// Generated on: 2024.12.05 at 10:53:57 AM CET
//
package net.finmath.smartcontract.product.xml;
import java.math.BigDecimal;
import java.util.ArrayList;
import java.util.List;
import jakarta.xml.bind.annotation.XmlAccessType;
import jakarta.xml.bind.annotation.XmlAccessorType;
import jakarta.xml.bind.annotation.XmlElement;
import jakarta.xml.bind.annotation.XmlType;
/**
* An FX Accrual Option product The product defines a list of fixing (or
* observation) dates. There are m total fixings. At the expiry date of the product, the buyer of the
* option has the right to an FX settlement with n/m * Notional. Payout can be cash or physical.
*
*
* Java class for FxAccrualOption complex type.
*
*
The following schema fragment specifies the expected content contained within this class.
*
*
* <complexType name="FxAccrualOption">
* <complexContent>
* <extension base="{http://www.fpml.org/FpML-5/confirmation}Option">
* <sequence>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}PutCallCurrency.model"/>
* <element name="notionalAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule"/>
* <element name="accrual" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrual"/>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}FxExpiryDateOrSchedule.model"/>
* <group ref="{http://www.fpml.org/FpML-5/confirmation}FxSettlementDateOrSchedule.model"/>
* <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
* <element name="spotRate" type="{http://www.fpml.org/FpML-5/confirmation}PositiveDecimal" minOccurs="0"/>
* <choice>
* <sequence>
* <element name="strike" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionStrikePrice"/>
* <element name="counterCurrencyAmount" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeAmountSchedule" minOccurs="0"/>
* </sequence>
* <element name="averageStrike" type="{http://www.fpml.org/FpML-5/confirmation}FxAverageStrike"/>
* </choice>
* <element name="averageRate" type="{http://www.fpml.org/FpML-5/confirmation}FxAverageRate" minOccurs="0"/>
* <element name="barrier" type="{http://www.fpml.org/FpML-5/confirmation}FxAccrualBarrier" maxOccurs="unbounded" minOccurs="0"/>
* <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}FxOptionPremium" maxOccurs="unbounded" minOccurs="0"/>
* </sequence>
* </extension>
* </complexContent>
* </complexType>
*
*
*
*/
@XmlAccessorType(XmlAccessType.FIELD)
@XmlType(name = "FxAccrualOption", propOrder = {
"putCurrency",
"callCurrency",
"notionalAmount",
"accrual",
"expiryDate",
"expirySchedule",
"settlementDate",
"settlementSchedule",
"exerciseProcedure",
"spotRate",
"strike",
"counterCurrencyAmount",
"averageStrike",
"averageRate",
"barrier",
"premium"
})
public class FxAccrualOption
extends Option
{
@XmlElement(required = true)
protected Currency putCurrency;
@XmlElement(required = true)
protected Currency callCurrency;
@XmlElement(required = true)
protected NonNegativeAmountSchedule notionalAmount;
@XmlElement(required = true)
protected FxAccrual accrual;
protected FxExpiryDate expiryDate;
protected FxExpirySchedule expirySchedule;
protected FxAdjustedDateAndDateAdjustments settlementDate;
protected FxSettlementSchedule settlementSchedule;
protected ExerciseProcedure exerciseProcedure;
protected BigDecimal spotRate;
protected FxOptionStrikePrice strike;
protected NonNegativeAmountSchedule counterCurrencyAmount;
protected FxAverageStrike averageStrike;
protected FxAverageRate averageRate;
protected List barrier;
protected List premium;
/**
* Gets the value of the putCurrency property.
*
* @return
* possible object is
* {@link Currency }
*
*/
public Currency getPutCurrency() {
return putCurrency;
}
/**
* Sets the value of the putCurrency property.
*
* @param value
* allowed object is
* {@link Currency }
*
*/
public void setPutCurrency(Currency value) {
this.putCurrency = value;
}
/**
* Gets the value of the callCurrency property.
*
* @return
* possible object is
* {@link Currency }
*
*/
public Currency getCallCurrency() {
return callCurrency;
}
/**
* Sets the value of the callCurrency property.
*
* @param value
* allowed object is
* {@link Currency }
*
*/
public void setCallCurrency(Currency value) {
this.callCurrency = value;
}
/**
* Gets the value of the notionalAmount property.
*
* @return
* possible object is
* {@link NonNegativeAmountSchedule }
*
*/
public NonNegativeAmountSchedule getNotionalAmount() {
return notionalAmount;
}
/**
* Sets the value of the notionalAmount property.
*
* @param value
* allowed object is
* {@link NonNegativeAmountSchedule }
*
*/
public void setNotionalAmount(NonNegativeAmountSchedule value) {
this.notionalAmount = value;
}
/**
* Gets the value of the accrual property.
*
* @return
* possible object is
* {@link FxAccrual }
*
*/
public FxAccrual getAccrual() {
return accrual;
}
/**
* Sets the value of the accrual property.
*
* @param value
* allowed object is
* {@link FxAccrual }
*
*/
public void setAccrual(FxAccrual value) {
this.accrual = value;
}
/**
* Gets the value of the expiryDate property.
*
* @return
* possible object is
* {@link FxExpiryDate }
*
*/
public FxExpiryDate getExpiryDate() {
return expiryDate;
}
/**
* Sets the value of the expiryDate property.
*
* @param value
* allowed object is
* {@link FxExpiryDate }
*
*/
public void setExpiryDate(FxExpiryDate value) {
this.expiryDate = value;
}
/**
* Gets the value of the expirySchedule property.
*
* @return
* possible object is
* {@link FxExpirySchedule }
*
*/
public FxExpirySchedule getExpirySchedule() {
return expirySchedule;
}
/**
* Sets the value of the expirySchedule property.
*
* @param value
* allowed object is
* {@link FxExpirySchedule }
*
*/
public void setExpirySchedule(FxExpirySchedule value) {
this.expirySchedule = value;
}
/**
* Gets the value of the settlementDate property.
*
* @return
* possible object is
* {@link FxAdjustedDateAndDateAdjustments }
*
*/
public FxAdjustedDateAndDateAdjustments getSettlementDate() {
return settlementDate;
}
/**
* Sets the value of the settlementDate property.
*
* @param value
* allowed object is
* {@link FxAdjustedDateAndDateAdjustments }
*
*/
public void setSettlementDate(FxAdjustedDateAndDateAdjustments value) {
this.settlementDate = value;
}
/**
* Gets the value of the settlementSchedule property.
*
* @return
* possible object is
* {@link FxSettlementSchedule }
*
*/
public FxSettlementSchedule getSettlementSchedule() {
return settlementSchedule;
}
/**
* Sets the value of the settlementSchedule property.
*
* @param value
* allowed object is
* {@link FxSettlementSchedule }
*
*/
public void setSettlementSchedule(FxSettlementSchedule value) {
this.settlementSchedule = value;
}
/**
* Gets the value of the exerciseProcedure property.
*
* @return
* possible object is
* {@link ExerciseProcedure }
*
*/
public ExerciseProcedure getExerciseProcedure() {
return exerciseProcedure;
}
/**
* Sets the value of the exerciseProcedure property.
*
* @param value
* allowed object is
* {@link ExerciseProcedure }
*
*/
public void setExerciseProcedure(ExerciseProcedure value) {
this.exerciseProcedure = value;
}
/**
* Gets the value of the spotRate property.
*
* @return
* possible object is
* {@link BigDecimal }
*
*/
public BigDecimal getSpotRate() {
return spotRate;
}
/**
* Sets the value of the spotRate property.
*
* @param value
* allowed object is
* {@link BigDecimal }
*
*/
public void setSpotRate(BigDecimal value) {
this.spotRate = value;
}
/**
* Gets the value of the strike property.
*
* @return
* possible object is
* {@link FxOptionStrikePrice }
*
*/
public FxOptionStrikePrice getStrike() {
return strike;
}
/**
* Sets the value of the strike property.
*
* @param value
* allowed object is
* {@link FxOptionStrikePrice }
*
*/
public void setStrike(FxOptionStrikePrice value) {
this.strike = value;
}
/**
* Gets the value of the counterCurrencyAmount property.
*
* @return
* possible object is
* {@link NonNegativeAmountSchedule }
*
*/
public NonNegativeAmountSchedule getCounterCurrencyAmount() {
return counterCurrencyAmount;
}
/**
* Sets the value of the counterCurrencyAmount property.
*
* @param value
* allowed object is
* {@link NonNegativeAmountSchedule }
*
*/
public void setCounterCurrencyAmount(NonNegativeAmountSchedule value) {
this.counterCurrencyAmount = value;
}
/**
* Gets the value of the averageStrike property.
*
* @return
* possible object is
* {@link FxAverageStrike }
*
*/
public FxAverageStrike getAverageStrike() {
return averageStrike;
}
/**
* Sets the value of the averageStrike property.
*
* @param value
* allowed object is
* {@link FxAverageStrike }
*
*/
public void setAverageStrike(FxAverageStrike value) {
this.averageStrike = value;
}
/**
* Gets the value of the averageRate property.
*
* @return
* possible object is
* {@link FxAverageRate }
*
*/
public FxAverageRate getAverageRate() {
return averageRate;
}
/**
* Sets the value of the averageRate property.
*
* @param value
* allowed object is
* {@link FxAverageRate }
*
*/
public void setAverageRate(FxAverageRate value) {
this.averageRate = value;
}
/**
* Gets the value of the barrier 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 barrier property.
*
*
* For example, to add a new item, do as follows:
*
* getBarrier().add(newItem);
*
*
*
*
* Objects of the following type(s) are allowed in the list
* {@link FxAccrualBarrier }
*
*
*/
public List getBarrier() {
if (barrier == null) {
barrier = new ArrayList();
}
return this.barrier;
}
/**
* Gets the value of the premium 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 premium property.
*
*
* For example, to add a new item, do as follows:
*
* getPremium().add(newItem);
*
*
*
*
* Objects of the following type(s) are allowed in the list
* {@link FxOptionPremium }
*
*
*/
public List getPremium() {
if (premium == null) {
premium = new ArrayList();
}
return this.premium;
}
}
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