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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 jakarta.xml.bind.annotation.XmlAccessType;
import jakarta.xml.bind.annotation.XmlAccessorType;
import jakarta.xml.bind.annotation.XmlType;
/**
* Under 2002 Definitions, When entering into the Transaction, the parties
* should specify whether, for purposes of determining the initial Share price, they are agreeing to (a) a
* specific initial price (in which case, the initialLevel element should be populated with the price) or
* (b) use the price of a Share at the close of the regular trading session on the Trade Date (in which
* case the closingLevel element should be populated as true) or (c) in the case of a forward starting
* transaction only, use the Official Settlement Price of the Expiring Contract on the Observation Start
* Date (in which case expiring Level element should be populated as true). Under 2011 definitions, When
* entering into the Transaction, the parties should specify whether, for purposes of determining the OPSD
* Pricing Election, they are agreeing to (a) an agreed price (in which case, the initialLevel element
* should be populated with the price) or (b) use the Index Close Pricing (Official), (in which case
* closingLevel element should be populated as true) or (c) use OSP Pricing (in which case the
* initialLevelSource element should be populated with “OSPPrice”).
*
*
* Java class for Volatility complex type.
*
*
The following schema fragment specifies the expected content contained within this class.
*
*
* <complexType name="Volatility">
* <complexContent>
* <extension base="{http://www.fpml.org/FpML-5/confirmation}CalculationFromObservation">
* <sequence>
* <element name="volatilityCap" type="{http://www.fpml.org/FpML-5/confirmation}VolatilityCap"/>
* <element name="volatilityStrikePrice" type="{http://www.fpml.org/FpML-5/confirmation}NonNegativeDecimal"/>
* <element name="vegaNotionalAmount" type="{http://www.w3.org/2001/XMLSchema}decimal"/>
* </sequence>
* </extension>
* </complexContent>
* </complexType>
*
*
*
*/
@XmlAccessorType(XmlAccessType.FIELD)
@XmlType(name = "Volatility")
public class Volatility
extends CalculationFromObservation
{
}
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