All Downloads are FREE. Search and download functionalities are using the official Maven repository.

net.finmath.smartcontract.product.xml.Volatility Maven / Gradle / Ivy

There is a newer version: 1.0.6
Show newest version
//
// 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 { }




© 2015 - 2025 Weber Informatics LLC | Privacy Policy